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The two-sided effect of financial globalization on output volatility

Meller, Barbara - 2011

This paper provides evidence for a significant relation between international financial markets’ integration and output volatility. In the framework of a threshold model, it is shown empirically that this relation depends on country’s financial risk. Financial risk indicates a country’s...

Persistent link: https://www.econbiz.de/10009006765

Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 Countries

Antonakakis, Nikolaos; Badinger, Harald - 2012

This paper considers the linkages between output growth and output volatility for the sample of G7 countries over the period 1958M2-2011M7, thereby paying particular attention to spillovers within and between countries. Using the VAR-based spillover index approach by Diebold and Yilmaz (2012),...

Persistent link: https://www.econbiz.de/10011374341

International Spillovers of Output Growth and Output Growth Volatility : Evidence from the G7

Antonakakis, Nikolaos; Badinger, Harald - 2010

This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960 q1 - 2009 q3, using a multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model to identify the source and magnitude of spillovers. Results...

Persistent link: https://www.econbiz.de/10011374385

Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 countries

Antonakakis, Nikolaos; Badinger, Harald - 2012

Persistent link: https://www.econbiz.de/10009622257

Can the Great Moderation Explain the Lower Output Volatility across the World?

Coric, Bruno - 2011

In this paper we assess the hypothesis that the unprecedented stability of the United States economy, in the decades preceding the outbreak of the financial crisis in August 2007, caused a relatively low output volatility in other national economies. The results of the time series analysis of 97...

Persistent link: https://www.econbiz.de/10013133375

Are Chinese Trade Flows Different?

Cheung, Yin-Wong - 2012

We find that Chinese trade flows respond to economic activity and relative prices -- as represented by a trade weighted exchange rate -- but the relationships are not always precisely or robustly estimated. Chinese exports are generally well-behaved, rising with foreign GDP and decreasing as the...

Persistent link: https://www.econbiz.de/10013106099

The Global Financial Crisis : An Anatomy of Global Growth

Matheson, Troy - 2013

document growth synchronization across a diverse group of 185 countries covering 7 regions, and pay particular attention to the … contributions from global, regional, and idiosyncratic shocks. We find a high degree of global synchronization over 1990 to 2011 … recursive experiment, we find rising global growth synchronization just prior to the crisis, largely resulting from a shift in …

Persistent link: https://www.econbiz.de/10013082486

Collateral Damage : Dollar Strength and Emerging Markets’ Growth

Druck, Pablo - 2015

We document that, historically, although stronger growth in the U.S. increases growth in emerging markets, U.S. dollar appreciation (depreciation) cycles - which are highly persistent - mitigate (amplify) the impact on real GDP growth in emerging markets. We argue that the main transmission...

Persistent link: https://www.econbiz.de/10013015605

The Sources of the Great Moderation : A Survey

Coric, Bruno - 2015

The decades preceding the outbreak of the financial crisis in August of 2007 were a period of exceptional stability for the US economy. A number of studies over the past decade proposed different theoretical rationales and underpinning empirical evidence to explain the so-called Great...

Persistent link: https://www.econbiz.de/10013038699

International Spillovers of Output Growth and Output Growth Volatility : Evidence from the G7 Countries

Antonakakis, Nikolaos - 2014

This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960Q1 – 2010Q4, using a multivariate GARCH model and volatility impulse response functions (VIRFs) to identify the source, magnitude and the duration of volatility spillovers....

Persistent link: https://www.econbiz.de/10013058576

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