IMF Publications by Subject
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Structural vector autoregression:
2024
Title: Policy Multipliers in Japan Under QQE
Series: Working Paper No. 2024/113
Date: June 7, 2024
Subject: Central bank balance sheet Central Banks Econometric analysis Expenditure Financial services Financial statements Fiscal multipliers Fiscal policy Monetary policy Public debt Public financial management (PFM) Real interest rates Structural vector autoregression Tax expenditures Unconventional monetary policies Vector autoregression
Title: Public Debt Dynamics and the Impact of Fiscal Policy
Series: Working Paper No. 2024/087
Date: April 26, 2024
Subject: Econometric analysis Fiscal consolidation Fiscal policy Fiscal stance Public debt Structural vector autoregression Vector autoregression
2023
Title: China Spillovers: Aggregate and Firm-Level Evidence
Series: Working Paper No. 2023/206
Date: October 17, 2023
Subject: Consumption Econometric analysis Economic theory Exports Financial sector policy and analysis International trade National accounts Spillovers Structural vector autoregression Supply shocks
Title: The Market Price of Risk and Macro-Financial Dynamics
Series: Working Paper No. 2023/199
Date: September 22, 2023
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial conditions index Financial sector policy and analysis National accounts Prices Structural vector autoregression
Title: Assessing the Impact of Policy Changes on a Nowcast
Series: Working Paper No. 2023/153
Date: July 28, 2023
Subject: Econometric analysis Economic forecasting Oil prices Prices Structural vector autoregression Vector autoregression
2020
Title: Measuring Output Gap: Is It Worth Your Time?
Series: Working Paper No. 2020/024
Date: February 7, 2020
Subject: Econometric analysis Economic theory Inflation Output gap Potential output Prices Production Structural vector autoregression Supply shocks
Title: How Big are Fiscal Multipliers in Latin America?
Series: Working Paper No. 2020/017
Date: January 31, 2020
Subject: Econometric analysis Expenditure Fiscal multipliers Fiscal policy Revenue administration Structural vector autoregression Vector autoregression
2018
Title: Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
Series: Working Paper No. 2018/100
Date: May 9, 2018
Subject: Econometric analysis Economic sectors Factor models Financial crises Global financial crisis of 2008-2009 Manufacturing Production Production growth Structural vector autoregression Vector autoregression
2016
Title: 6½ Decades of Global Trade and Income: “New Normal” or “Back to Normal” after GTC and GFC?
Series: Working Paper No. 2016/139
Date: July 12, 2016
Subject: Econometric analysis Export performance Exports International trade National accounts Personal income Structural vector autoregression Vector autoregression
Title: VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Series: Working Paper No. 2016/090
Date: April 11, 2016
Subject: Dynamic stochastic general equilibrium models Econometric analysis Economic theory Environment Structural vector autoregression Supply shocks Vector autoregression