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Do recessions occur concurrently across countries? : a multinomial logistic approach
Poon, Aubrey; Zhu, Dan - 2022
We develop a novel multinomial logistic model to detect and forecast concurrent recessions across multi-countries. The key advantage of our proposed framework is that we can detect recessions across countries using the additional informational content from the cross-country panel feature of the...
Persistent link: https://www.econbiz.de/10013365832
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Pricing-to-market and business cycle synchronization
Juvenal, Luciana; Monteiro, Paulo Santos - 2010
Persistent link: https://www.econbiz.de/10008668602
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Asian catch up, world growth and international capital flows in the XXIst century : a prospective analysis with the INGENUE 2 model
Aglietta, Michel; Borgy, Vladimir; Château, Jean; … - 2007
Persistent link: https://www.econbiz.de/10003407711
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An endogenously clustered factor approach to international business cycles
Francis, Neville; Owyang, Michael T.; Savascin, Özge - 2012
Persistent link: https://www.econbiz.de/10009530300
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World shocks, world prices, and business cycles : an empirical investigation
Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - 2017
SVAR models that include a single world price (such as the terms-of-trade) predict that world shocks explain a small … multiple commodity prices transmit world disturbances. Estimates on a panel of 138 countries over the period 1960-2015 indicate … that world shocks explain on average 33 percent of output fluctuations in individual economies. This figure doubles when …
Persistent link: https://www.econbiz.de/10011673250
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Oil and the US macroeconomy : an update and a simple forecasting exercise
Kliesen, Kevin L. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741406
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The state of the Indian economy 2009-10
Joseph C., Mathew (contributor) - 2009
Despite signs of recovery from the global financial crisis, the GDP growth rate for the Indian economy is likely to be between 5.8 to 6.1 per cent in 2009-10, below the 6.7 per cent recorded in fiscal 2008-09. While there has been an improvement in Indian industry, particularly the manufacturing...
Persistent link: https://www.econbiz.de/10003899434
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Forecasting national recessions using State level data
Owyang, Michael T.; Piger, Jeremy Max; Wall, Howard J. - 2012
Persistent link: https://www.econbiz.de/10009530302
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Indian economic outlook 2008-09 and 2009-10
Kumar, Rajiv (contributor) - 2009
This paper provides an outlook for the Indian economy in the light of the extraordinary global financial crisis, that started in the US, but which has now transformed into the worst economic downturn since the Great Depression. The Indian economy was slowing down even before the onset of global...
Persistent link: https://www.econbiz.de/10003817276
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Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael (contributor);  … - 2001 - [Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117