studied. This research aims to investigate the interdependent relationships between world GDP, world commodity prices, world … autoregression (TVAR) to capture regime changes in the variables of the world economy. World economic data and Indonesia's economic … data were utilized to prove different responses to the world economic situation in two different regimes. This research …

globalization from 1880 to 1913 and the Great Depression. We find that joint global dynamics across various financial quantities and …

dynamics of co-movement and compare recent developments to earlier episodes such as the early era of financial globalization …