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A comparative analysis of the synchronisation of business cycles for developed and developing economies with the world business cycle
Botha, Ilse - In: The South African journal of economics 78 (2010) 2, pp. 192-207
Persistent link: https://www.econbiz.de/10003989840
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Investment composition and international business cycles
Oviedo, Pedro Marcelo; Singh, Rajesh Kumar - In: Journal of international economics 89 (2013) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10009691613
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World Shocks, World Prices, and Business Cycles : An Empirical Investigation
Fernàndez, Andrés - 2016
intratemporal relative price such as the terms of trade and possibly an intertemporal price such as the world interest rate. This … paper presents an empirical framework in which multiple commodity prices and the world interest rate transmit world … disturbances. Estimates on a panel of 138 countries over the period 1960-2015 indicate that world shocks explain on average 33 …
Persistent link: https://www.econbiz.de/10012979352
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Real‐time weakness of the global economy
Leiva‐Leon, Danilo; Pérez-Quirós, Gabriel; Rots, Eyno - 2020
provides a consistent narrative of the main regional contributors of world economy's weakness. Third, it allows to perform …
Persistent link: https://www.econbiz.de/10012249766
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What has caused global business cycle decoupling : smaller shocks or reduced sensitivity?
Berger, Tino; Richter, Julia - 2017
According to a growing body of empirical literature, global shocks have become less important for business cycles in industrialized countries and emerging market economies since the mid-1980s. In this paper, we analyze the question of what might have caused a decoupling from the global business...
Persistent link: https://www.econbiz.de/10011584095
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...
Persistent link: https://www.econbiz.de/10011987786
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World shocks, world prices, and business cycles : an empirical investigation
Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - In: Journal of international economics 108 (2017), pp. 2-14
Persistent link: https://www.econbiz.de/10011915826
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How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - 2018
We propose a dynamic factor model with time-varying parameters and stochastic volatility to analyze the relationship between global factors and country-specific capital flow dynamics. Studying a global sample of 43 countries from 1994 until 2015, we show that global co-movement of macroeconomic,...
Persistent link: https://www.econbiz.de/10011929696
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How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - In: Journal of international money and finance 109 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012403958
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World Shocks, World Prices, and Business Cycles : An Empirical Investigation
Fernández, Andrés - 2016
intratemporal relative price such as the terms of trade and possibly an intertemporal price such as the world interest rate. This … paper presents an empirical framework in which multiple commodity prices and the world interest rate transmit world … disturbances. Estimates on a panel of 138 countries over the period 1960-2015 indicate that world shocks explain on average 33 …
Persistent link: https://www.econbiz.de/10012455847