Similar Search Results

Asymmetric output responses to commodity price shocks

Wilson, James; Mati, Amine; Newiak, Monique - 2021

and negative commodity terms-of-trade shocks. Using a sample of 27 oil-exporting countries and a panel VAR method, the …

Persistent link: https://www.econbiz.de/10012612329

Spillovers from Global and Regional Shocks to Armenia

Ayvazyan, Knarik - 2015

Using a structural vector auto-regression (SVAR) model, this paper examines the size, geographical sources, and transmission channels of global and regional shocks to the Armenian economy. Results show that Armenian economic activity is strongly influenced by global demand shocks and changes in...

Persistent link: https://www.econbiz.de/10012418027

Spillovers from China's growth slowdown and rebalancing to the ASEAN-5 economies

Dizioli, Allan; Guajardo, Jaime; Kljuev, Vladimir … - 2016

After many years of rapid expansion, China's growth is slowing to more sustainable levels and is rebalancing, with consumption becoming the main growth driver. This transition is likely to have negative effects on its trading partners in the near term. This paper studies the potential spillovers...

Persistent link: https://www.econbiz.de/10011715194

After the boom : commodity prices and economic growth in Latin America and the Caribbean

Gruss, Bertrand - 2014

Persistent link: https://www.econbiz.de/10010441755

The sources of business cycles in a low income country

Houssa, Romain; Mohimont, Jolan; Otrok, Christopher M. - 2015

with a combination of sign and recursive restrictions within Bayesian VAR models. As a benchmark we provide results for …

Persistent link: https://www.econbiz.de/10011281912

Japan's Stagnant Nineties : A Vector Autoregression Retrospective

Rendu, Christel - 1999

This paper uses a vector autoregression (VAR) approach to identify the driving forces of the growth slowdown in Japan … surprising conclusion is that trends in public consumption had a dampening impact on activity in the 1990s. The VAR estimations …

Persistent link: https://www.econbiz.de/10014403466

Credit Cyclicality in Chile : A Cross-Country Perspective

Söderling, Ludvig - 2008

This paper analyzes the determinants of credit cyclicality. It constructs a financial development index and studies whether it affects the amplitude of impulse responses to shocks to output, terms of trade, global liquidity, and global risk appetite. The paper uses both country-specific VARs for...

Persistent link: https://www.econbiz.de/10014401870

Desynchronized : The Comovement of Non-Hydrocarbon Business Cycles in the GCC

Cevik, Serhan - 2011

This paper investigates the empirical characteristics of business cycles and the extent of cyclical comovement in the Gulf Cooperation Council (GCC) countries, using various measures of synchronization for non-hydrocarbon GDP and constituents of aggregate demand during the period 1990-2010. By...

Persistent link: https://www.econbiz.de/10014397084

Recession and Recovery in the United Kingdom in the 1990's : A Vector Autoregression Approach

Catão, Luis - 1995

This paper uses a vector autoregression (VAR) approach to identify the causes of the 1990-92 recession in the UK. The … VAR approach is shown to be particularly pertinent for quantifying the relative magnitude of the different demand shocks … precipitated primarily by shocks to consumption, and that monetary factors explain just part of this contraction. The VAR model …

Persistent link: https://www.econbiz.de/10014398172

After the Boom : Commodity Prices and Economic Growth in Latin America and the Caribbean

Gruss, Bertrand - 2014

After skyrocketing over the past decade, commodity prices have remained stable or eased somewhat since mid-2011—and most projections suggest they are not likely to resume the upward trend observed in the last decade. This paper analyzes what this turn in the commodity price cycle may imply for...

Persistent link: https://www.econbiz.de/10014411438

1
2
3
4
5
6
7
8
9
10
Next
Last