IMF Publications by Subject
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Vector error correction models:
2008
Title: Investigating Inflation Dynamics in Sudan
Series: Working Paper No. 2008/189
Date: July 1, 2008
Subject: Exchange rates Inflation Monetary base Structural vector autoregression Vector error correction models
2007
Title: Estimation of a Behavioral Equilibrium Exchange Rate Model for Ghana
Series: Working Paper No. 2007/155
Date: July 1, 2007
Subject: Exports Real effective exchange rates Real exchange rates Real interest rates Vector error correction models
Title: Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
Series: Working Paper No. 2007/141
Date: June 1, 2007
Subject: Inflation Real exchange rates Vector autoregression Vector error correction models
2003
Title: On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
Series: Working Paper No. 2003/073
Date: April 1, 2003
Subject: Vector autoregression Vector error correction models
1997
Title: Long: Horizon Exchange Rate Predictability?
Series: Working Paper No. 1997/006
Date: January 1, 1997
Subject: Econometric analysis Exchange rates Foreign exchange Vector error correction models
1994
Title: The Use of Financial Spreads As Indicator Variables: Evidence for the U.K. and Germany
Series: Working Paper No. 1994/031
Date: March 1, 1994
Notes: Also published in Staff Papers, Vol. 41, No. 3, September 1994.
Subject: Econometric analysis Financial institutions Financial services Foreign exchange Inflation Prices Real exchange rates Sovereign bonds Vector error correction models Yield curve
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