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International propagation of shocks : a dynamic factor model using survey forecasts

Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947

Persistent link: https://www.econbiz.de/10012305192

A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020

observations. Our results show that the Covid-19 pandemic will lead to a significant fall in world output that is most likely long …

Persistent link: https://www.econbiz.de/10012293790

A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020

Persistent link: https://www.econbiz.de/10012298775

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

International information flows, sentiments and cross-country business cycle fluctuations

Brzoza-Brzezina, Michał; Kotłowski, Jacek; … - 2020

Persistent link: https://www.econbiz.de/10012250331

World shocks, world prices, and business cycles : an empirical investigation

Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - 2016

Persistent link: https://www.econbiz.de/10011574934

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

World shocks, world prices, and business cycles : an empirical investigation

Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - 2017

SVAR models that include a single world price (such as the terms-of-trade) predict that world shocks explain a small … multiple commodity prices transmit world disturbances. Estimates on a panel of 138 countries over the period 1960-2015 indicate … that world shocks explain on average 33 percent of output fluctuations in individual economies. This figure doubles when …

Persistent link: https://www.econbiz.de/10011673250

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

Multinational firms and international business cycle transmission

Cravino, Javier; Levchenko, Andrei A. - In: The quarterly journal of economics 132 (2017) 2, pp. 921-962

Persistent link: https://www.econbiz.de/10012029668