IMF Publications by Subject
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Time series analysis:
2021
Title: Patterns in IMF Growth Forecast Revisions: A Panel Study at Multiple Horizons
Series: Working Paper No. 2021/136
Date: May 7, 2021
Subject: Econometric analysis Economic forecasting Economic sectors Financial crises International trade Technology Technology transfer Terms of trade Time series analysis Vector autoregression
Title: Impact of COVID-19: Nowcasting and Big Data to Track Economic Activity in Sub-Saharan Africa
Series: Working Paper No. 2021/124
Date: May 1, 2021
Subject: Econometric analysis Factor models Foreign exchange Machine learning Mobile banking Spot exchange rates Technology Time series analysis
2011
Title: Evaluating GDP Forecasting Models for Korea
Series: Working Paper No. 2011/053
Date: March 1, 2011
Subject: Economic forecasting GDP forecasting Private consumption Time series analysis Vector autoregression
Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Series: Working Paper No. 2011/022
Date: January 1, 2011
Subject: Econometric analysis Financial regulation and supervision Financial services Inflation Market risk Markov-switching models Prices Time series analysis Yield curve
2007
Title: Modeling Aggregate Use of Fund Resources—Analytical Approaches and Medium-Term Projections
Series: Working Paper No. 2007/070
Date: March 1, 2007
Subject: Balance of payments need Credit External debt Oil prices Time series analysis
2005
Title: Why is Micro Evidenceon the Effects of Uncertainty Not Replicated in Macro Data?
Series: Working Paper No. 2005/158
Date: August 1, 2005
Subject: Bonds Econometric analysis Economic sectors Financial institutions Manufacturing Production Production growth Stocks Time series analysis
2004
Title: Financial Integration: A New Methodology and An Illustration
Series: Working Paper No. 2004/110
Date: June 1, 2004
Subject: Asset prices Econometric analysis Factor models Financial institutions Financial markets Prices Stock markets Stocks Time series analysis
2003
Title: Country and Industry Dynamics in Stock Returns
Series: Working Paper No. 2003/052
Date: March 1, 2003
Subject: Econometric analysis Expenditure Financial institutions Financial markets Market capitalization Public expenditure review Stock markets Stocks Time series analysis