Tara Iyer

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

3

DOWNLOADS

274

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

The Market Price of Risk and Macro-Financial Dynamics

IMF Working Paper No. 2023/199
Number of pages: 87 Posted: 05 Oct 2023
International Monetary Fund, Brown University and International Monetary Fund (IMF)
Downloads 141 (436,120)

Abstract:

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Macro-Finance, Financial Conditions Index, Monetary Policy, Asset Pricing, Market Price of Risk, Consumption Volatility, Causal Identification

2.

Overcoming Data Sparsity: A Machine Learning Approach to Track the Real-Time Impact of COVID-19 in Sub-Saharan Africa

IMF Working Paper No. 2022/088
Number of pages: 23 Posted: 25 May 2022
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 79 (655,684)

Abstract:

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Sub-Saharan Africa, Economic Activity, GDP, Machine Learning, Nowcasting, COVID-19, machine learning approach, data sparsity, GDP statistics, crisis in Sub-Saharan Africa, learning framework, Oil prices, Real effective exchange rates, Africa, Global

3.

The Sovereign-Bank Nexus in Emerging Markets in the Wake of the COVID-19 Pandemic

IMF Working Paper No. 2022/223
Number of pages: 54 Posted: 13 Dec 2022
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 54 (799,668)

Abstract:

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Sovereign-bank nexus, emerging markets, financial stability, sovereign risk, COVID-19, banking sector, corporate investment