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Common Factors in Latin America's Business Cycles

Timmermann, Allan; Catão, Luis; Aiolfi, Marco - International Monetary Fund (IMF) - 2006

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financial variables spanning over a century. The constructed indices are used to derive a...

Persistent link: https://www.econbiz.de/10005264082

Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages

Helbling, Thomas; Bayoumi, Tamim - International Monetary Fund (IMF) - 2003

This paper reviews the international business cycle among Group of Seven (G-7) countries since 1973 from two angles. An examination of business cycle synchronization among these countries using simple descriptive statistics shows that synchronized slowdowns have been the norm rather than the...

Persistent link: https://www.econbiz.de/10005264125

Capital Operating Time and total Factor Productivity Growth in France

Simone, Francisco Nadal-De; Everaert, Luc - International Monetary Fund (IMF) - 2003

Data on the weekly operating time of capital improve the measurement of effective capital input in production. The production function of the French business sector is found to be consistent with a Cobb-Douglas technology under constant returns to scale. Total factor productivity growth,...

Persistent link: https://www.econbiz.de/10005264177

Mexico; Selected Issues

International Monetary Fund (IMF); International … - 2004

This Selected Issues paper analyzes the sources of Mexicoâ€™s economic growth since the 1960s, and compares various decompositions of historical growth into trend and cyclical components. The role of the implied output gaps in the inflation process is assessed. The paper presents...

Persistent link: https://www.econbiz.de/10005825457

A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle

Al-Hassan, Abdullah - International Monetary Fund (IMF) - 2009

This paper constructs a coincident indicator for the Gulf Cooperation Council (GCC) area business cycle. The resulting coincident indicator provides a reliable measure of the GCC business cycle; over the last decade, the GCC coincident index and the real GDP growth have moved closely together....

Persistent link: https://www.econbiz.de/10004999961

Gdp Growth, Potential Output, and Output Gaps in Mexico

Faal, Ebrima - International Monetary Fund (IMF) - 2005

This paper analyzes the sources of Mexico's economic growth since the 1960s and compares various decompositions of historical growth into its trend and cyclical components. The role of the implied output gaps in the inflationary process is then assessed. Looking ahead, the paper presents...

Persistent link: https://www.econbiz.de/10005604901

In Search of Coincident and Leading Indicators of Economic Activity in Argentina

Simone, Alejandro - International Monetary Fund (IMF) - 2001

. Therefore, it is useful to construct indicators that coincide or lead the actual direction and level of economic activity. A … general methodology to construct these indicators is proposed and adapted for Argentina. Three coincident indicators could be … constructed, but no reliable leading indicator could be found. From an econometric standpoint, the coincident indicators produce …

Persistent link: https://www.econbiz.de/10005604906

Estimating Indexes of Coincident and Leading Indicators; An Application to Jordan

Mongardini, Joannes; Saadi-Sedik, Tahsin - International Monetary Fund (IMF) - 2003

The analysis of coincident and leading indicators can help policymakers gauge the short-term direction of economic … reliability of these indicators. This paper presents an econometric approach to deriving composite indexes of coincident and … leading indicators for a small open economy, Jordan. The results show that, even with limited monthly observations, it is …

Persistent link: https://www.econbiz.de/10005605176

Estimation of Economic Growth in France Using Business Survey Data

Kabundi, Alain N. - International Monetary Fund (IMF) - 2004

This paper proposes a new way of computing a coincident indicator for economic activity in France using data from business surveys. We use the generalized dynamic factor model à la Forni and others (2000) to extract common components from a large number of survey observations. The results...

Persistent link: https://www.econbiz.de/10005605434

New Indicators for Tracking Growth in Real Time

Matheson, Troy - International Monetary Fund (IMF) - 2011

-of-sample forecasting exercise, we find that the indicators generally produce good GDP growth forecasts relative to a range of time series …We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical … performance of our indicators and find that they do a good job at describing the business cycle. In a recursive out …

Persistent link: https://www.econbiz.de/10008876579

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