IMF Publications by Subject
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Vector error correction models:
2019
Title: State Institutions and Tax Capacity: An Empirical Investigation of Causality
Series: Working Paper No. 2019/177
Date: August 16, 2019
Subject: Revenue administration Revenue Administration Fiscal Information Tool (RA-FIT) Subnational tax Vector error correction models
2018
Title: The U.S. Personal Saving Rate
Series: Working Paper No. 2018/128
Date: June 5, 2018
Subject: Consumption Disposable income Econometric analysis Income National accounts Private savings Vector error correction models
2017
Title: Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields
Series: Working Paper No. 2017/050
Date: March 10, 2017
Subject: Bond yields Central bank policy rate Financial institutions Financial markets Financial services Securities markets Sovereign bonds Vector error correction models Yield curve
2011
Title: Inflation Dynamics in FYR Macedonia
Series: Working Paper No. 2011/287
Date: December 1, 2011
Subject: Central bank policy rate Econometric analysis Financial services Inflation Output gap Prices Production Vector autoregression Vector error correction models
2010
Title: Forecasting U.S. Investment
Series: Working Paper No. 2010/246
Date: November 1, 2010
Subject: Capital productivity Economic forecasting Private investment Vector autoregression Vector error correction models
Title: Investment: Specific Technology Shocks and International Business Cycles: An Empirical Assessment
Series: Working Paper No. 2010/207
Date: September 1, 2010
Subject: Consumption Econometric analysis International trade Labor Labor supply National accounts Production Terms of trade Total factor productivity Vector error correction models
Title: Inflation Dynamics in Yemen: An Empirical Analysis
Series: Working Paper No. 2010/144
Date: June 1, 2010
Subject: Econometric analysis Exchange rates Foreign exchange Inflation Monetary base Money Prices Structural vector autoregression Vector error correction models
Title: Inflation in Tajikistan: Forecasting Analysis and Monetary Policy Challenges
Series: Working Paper No. 2010/017
Date: January 1, 2010
Subject: Economic forecasting Exchange rates Inflation Monetary base Vector error correction models
2009
Title: Cointegrated TFP Processes and International Business Cycles
Series: Working Paper No. 2009/212
Date: September 1, 2009
Subject: Consumption Real exchange rates Sustainable growth Total factor productivity Vector error correction models
Title: Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center
Series: Working Paper No. 2009/195
Date: September 1, 2009
Subject: Bank deposits Banking Commercial banks Cyclical indicators Econometric analysis Economic growth Financial institutions Financial services Oil prices Prices Vector error correction models
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