IMF Publications by Subject
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Vector autoregression:
2016
Title: Testing Shock Transmission Channels to Low-Income Developing Countries
Series: Working Paper No. 16/102
Date: May 23, 2016
Subject: Business cycles Developed countries Econometric models Emerging markets Error analysis External shocks Low-income developing countries Oil exporting countries Spillovers Vector autoregression
Title: VAR meets DSGE : Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Series: Working Paper No. 16/90
Date: April 11, 2016
Subject: General equilibrium models Low-income developing countries Monetary transmission mechanism Variables (Mathematics) Vector autoregression
Title: Dynamic Connectedness of Asian Equity Markets
Series: Working Paper No. 16/57
Date: March 9, 2016
Subject: Asia and Pacific Vector autoregression
2015
Title: Big Players Out of Synch : Spillovers Implications of US and Euro Area Shocks
Series: Working Paper No. 15/215
Date: September 30, 2015
Subject: Developed countries Economic conditions Emerging markets Euro Area Exchange rates External shocks Monetary policy Panel analysis Spillovers United States Vector autoregression
Title: On the Drivers of Inflation in Sub-Saharan Africa
Series: Working Paper No. 15/189
Date: August 5, 2015
Subject: Angola Benin Botswana Burkina Faso Burundi Cameroon Central African Republic Chad Comoros Congo, Democratic Republic of the Congo, Republic of Djibouti Econometric models Equatorial Guinea Eritrea Ethiopia External shocks Gabon Gambia, The Ghana Guinea Guinea-Bissau Inflation Kenya Lesotho Liberia Madagascar Malawi Mali Mauritania Mauritius Monetary policy Mozambique Namibia Niger Nigeria Rwanda Senegal Seychelles Sierra Leone South Africa Sub-Saharan Africa Sudan Supply and demand Swaziland Tanzania Togo Uganda Vector autoregression Zambia Zimbabwe
Title: What Really Drives Public Debt : A Holistic Approach
Series: Working Paper No. 15/137
Date: June 25, 2015
Subject: Euro Area Fiscal policy Monetary policy Sovereign debt Vector autoregression
Title: The Sources of Business Cycles in a Low Income Country
Series: Working Paper No. 15/40
Date: February 25, 2015
Subject: Business cycles Commodity price shocks Cross country analysis Developing countries Econometric models External shocks Ghana Low-income developing countries Regional shocks South Africa Vector autoregression
2014
Title: Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
Series: Working Paper No. 14/241
Date: December 29, 2014
Subject: Angola Benin Botswana Burkina Faso Burundi Cameroon Central African Republic Chad Comoros Congo, Democratic Republic of the Congo, Republic of Cross country analysis Djibouti Econometric models Economic growth Equatorial Guinea Eritrea Ethiopia External shocks Gabon Gambia, The Ghana Guinea Guinea-Bissau Kenya Lesotho Liberia Madagascar Malawi Mali Mauritania Mauritius Mozambique Namibia Niger Nigeria Rwanda Senegal Seychelles Sierra Leone South Africa Spillovers Sub-Saharan Africa Sudan Swaziland Tanzania Togo Uganda Vector autoregression Zambia Zimbabwe
Title: Safe Debt and Uncertainty in Emerging Markets : An Application to South Africa
Series: Working Paper No. 14/231
Date: December 19, 2014
Subject: Debt ceilings Debt sustainability Econometric models Emerging markets Fiscal policy Public debt South Africa Vector autoregression
Title: Oil Price Volatility and the Role of Speculation
Series: Working Paper No. 14/218
Date: December 12, 2014
Subject: Commodity price shocks Econometric models Oil prices Vector autoregression