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Liberalization policy : "fits & starts" or gradual change in India
Ansari, Mohammed I.; Gang, Ira N. - 1999
In this paper we assess the impact of external economic liberalization in India on the transmission of aggregate shocks … eight variable vector autoregression (VAR) model. We also test two propositions regarding the nature of India …, and prices for India and its world counterparts. The analysis is extended to include dummy variables and distributed lags …
Persistent link: https://www.econbiz.de/10011577454
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Liberalization policy : 'fits & starts' or gradual change in India
Ansari, Mohammed I.; Gang, Ira N. - In: Comparative economic studies 41 (1999) 4, pp. 23-46
Persistent link: https://www.econbiz.de/10001446862
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Recent trends in regional financial integration and trade liberalization in Maghreb countries : a multivariate threshold autoregressive analysis
Zenasni, Soumia - 2015
Increased globalization over the last two decades has led to strong growth in international business activity and international financial integration. This phenomenon covers a wide array of economic activities, including regional and international integration, investment and trade, international...
Persistent link: https://www.econbiz.de/10011374056
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Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences
Binh Thai Pham; Sala, Hector - 2021
We bring the notion of connectedness (Diebold and Yilmaz, 2012) to a set of two critical macroeconomic variables as inflation and unemployment. We focus on the G7 economies plus Spain, and use monthly data –high-frequency data in a macro setting – to explore the extent and consequences of...
Persistent link: https://www.econbiz.de/10012491801
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Effects of monetary policy on the $/£ exchange rate : is there a 'delayed overshooting puzzle'?
Heinlein, Reinhold; Krolzig, Hans-Martin - 2011
The determination of the $/£ exchange rate is studied in a small symmetric macroeconometric model including UK-US differentials in inflation, output gap, short and long-term interest rates for the four decades since the breakdown of Bretton Woods. The key question addressed is the possible...
Persistent link: https://www.econbiz.de/10009410483
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How do credit supply shocks propagate internationally? : A GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
We study how credit supply shocks in the US, the euro area and Japan are transmitted to other economies. We use the recently-developed GVAR approach to model financial variables jointly with macroeconomic variables in 33 countries for the period 1983-2009. We experiment with inter-country links...
Persistent link: https://www.econbiz.de/10009389753
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International transmission of financial stress : evidence from a GVAR
Dovern, Jonas; Roye, Björn van - 2013
We analyze the international transmission of financial stress and its effects on economic activity. We construct country specific monthly financial stress indexes (FSI) using dynamic factor models from 1970 until 2012 for 20 countries. We show that there is a strong co-movement of the FSI during...
Persistent link: https://www.econbiz.de/10009761846
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How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach
Eickmeier, Sandra - 2016
We study how credit supply shocks in the US, the euro area and Japan are transmitted to other economies. We use the recently-developed GVAR approach to model financial variables jointly with macroeconomic variables in 33 countries for the period 1983-2009. We experiment with inter-country links...
Persistent link: https://www.econbiz.de/10012991020
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International macroeconomic vulnerability
Velloso, João; Garcia, Márcio Gomes Pinto; Guillén, … - 2022
and measure the source of the shock, impact variables and duration of impact. Our approach brings light not only to …
Persistent link: https://www.econbiz.de/10012814956