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Does foreign direct investment synchronise business cycles? : results from a panel approach
Fries, Claudia; Kappler, Marcus - 2015
This study readdresses the determinants of business cycle synchronisation. We test, on the one hand, whether FDI … of trade integration for the similarity of business cycles are less robust and thus less important for the transmission …
Persistent link: https://www.econbiz.de/10010519622
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Does foreign direct investment synchronise business cycles? : results from a panel approach
Fries, Claudia; Kappler, Marcus - 2013
estimator. Results indicate that the trade channel is not as important as cross-section models suggest but that FDI may have the … Monetary Union as well as many other countries strives to attract foreign direct investment (FDI) because of its reputation as … being highly beneficial for the host economy. But stronger FDI linkages may also have a significant impact on business …
Persistent link: https://www.econbiz.de/10010432451
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Does Foreign Direct Investment Synchronise Business Cycles? Results from a Panel Approach
Fries, Claudia - 2015
This study readdresses the determinants of business cycle synchronisation. We test, on the one hand, whether FDI … of trade integration for the similarity of business cycles are less robust and thus less important for the transmission …
Persistent link: https://www.econbiz.de/10013022484
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Chapter 9. Assessing International Efficiency
Heathcote, Jonathan; Perri, Fabrizio - In: Handbook of international economics : Volume 4, (pp. 523-584). 2014
This chapter is structured in three parts. The first part outlines the methodological steps, involving both theoretical and empirical work, for assessing whether an observed allocation of resources across countries is efficient. The second part applies the methodology to the long-run allocation...
Persistent link: https://www.econbiz.de/10014025377
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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
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How do credit supply shocks propagate internationally? : A GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
period 1983-2009. We experiment with inter-country links that distinguish bilateral trade, portfolio investment, foreign … bilateral trade and inward foreign direct investment or outward banking claim exposures in a GVAR fits the data better than … using trade weights only. We use sign restrictions on the short-run impulse responses to financial shocks that have the …
Persistent link: https://www.econbiz.de/10009389753
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Inter-industry trade and business cycle dynamics
Lechthaler, Wolfgang; Mileva, Mariya - 2016
Motivated by the increased importance of trade between industrialized and less-developed countries, we build a DSGE … model featuring comparative advantage and inter-industry trade to analyze business cycle dynamics of industrialized …
Persistent link: https://www.econbiz.de/10011478292
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Can Indeterminacy and Self-Fulfilling Expectations Help Explain International Business Cycles? A Preliminary Investigation
McKnight, Stephen - 2016
indeterminacy model can also resolve the Backus-Smith puzzle without requiring a low value of the trade elasticity …
Persistent link: https://www.econbiz.de/10013004783
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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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How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach
Eickmeier, Sandra - 2016
period 1983-2009. We experiment with inter-country links that distinguish bilateral trade, portfolio investment, foreign … bilateral trade and inward foreign direct investment or outward banking claim exposures in a GVAR fits the data better than … using trade weights only. We use sign restrictions on the short-run impulse responses to financial shocks that have the …
Persistent link: https://www.econbiz.de/10012991020