Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper presents a novel approach to detail the propagation of shocks to public debt. The modeling technique involves a ...

The support vector machine (SVM) is known for its good performance in two-class classification, but its extension to multiclass classification is still an ongoing research issue. In this article, we ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper provides econometric estimates of trade elasticities for Brazil obtained through cointegration and vector auto ...

This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers (2008) and show that, when ...

This paper investigates whether or not the factors influencing inflation in Uganda have changed over the last decade. The study applies the vector auto regression (VAR) methodology to establish how ...