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Spillovers Across NAFTA

Spillovers Across NAFTA »

Source: Spillovers Across NAFTA

Volume/Issue: 2008/3

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Andrew Swiston

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868654

Keywords: NAFTA, correlation, covariance, correlations,

This paper examines linkages across North America by estimating the size of spillovers from the major regions of the world-the United States, euro area, Japan, and the rest of the world-to Canada and Mexico, and de...

Regional Economic Outlook, April 2008, Asia and Pacific

Regional Economic Outlook, April 2008, Asia and Pacific »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 April 2008

DOI: http://dx.doi.org/10.5089/9781589067103.086

ISBN: 9781589067103

Keywords: recession, domestic demand, export growth, correlations, oil prices

2008 is shaping up as a challenging year for Asia. Activity in most economies remains fairly buoyant, but growth in the United States and, to a lesser extent, Europe is slowing sharply. Given its extensive trade an...

Are Prices Countercyclical?

Are Prices Countercyclical? »

Source: Are Prices Countercyclical?

Volume/Issue: 1992/88

Series: IMF Working Papers

Author(s): Eswar Prasad , and Bankim Chadha

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1992

ISBN: 9781451851076

Keywords: correlations, price level, rate of inflation, correlation

This paper examines the comovement of prices with the cyclical component of output. It argues that determining the cyclical behavior of prices by applying the same stationarity-inducing transformation to the levels...

The Feldstein-Horioka Test of International Capital Mobility

The Feldstein-Horioka Test of International Capital Mobility »

Source: The Feldstein-Horioka Test of International Capital Mobility : Is it Feasible?

Volume/Issue: 1996/100

Series: IMF Working Papers

Author(s): W. Jansen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1996

ISBN: 9781451852356

Keywords: capital mobility, correlation, cointegration, correlations, time series

Feldstein and Horioka (1980) argued that the correlation of saving and investment in a cross-section of countries may provide a test of global capital mobility. This paper argues that neither the long-run nor the s...

The Output Decline in the Aftermath of Reform

The Output Decline in the Aftermath of Reform »

Source: The Output Decline in the Aftermath of Reform : The Cases of Bulgaria, Czechoslovakia, and Romania

Volume/Issue: 1992/59

Series: IMF Working Papers

Author(s): Jonathan Ostry , Eduardo Borensztein , and Dimitri Demekas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1992

ISBN: 9781451965711

Keywords: correlations, correlation, equation, price liberalization, dummy variables

This paper analyzes the declines in economic activity experienced by Bulgaria, the Czech and Slovak Federal Republic (CSFR), and Romania in the period since the initiation of market-oriented reforms in these countr...

Saving-Investment Correlations

Saving-Investment Correlations »

Source: Saving-Investment Correlations : Immobile Capital. Government Policy or Endogenous Behavior?

Volume/Issue: 1989/66

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 August 1989

ISBN: 9781451961881

Keywords: capital mobility, correlations, correlation, international capital, bootstrap

This paper analyzes reasons for the high post-war correlations of saving and investment, both across countries and over time. It is concluded that the main reason for the observed high correlations over the recent...

Financial Market Spillovers in Transition Economies

Financial Market Spillovers in Transition Economies »

Source: Financial Market Spillovers in Transition Economies

Volume/Issue: 2000/71

Series: IMF Working Papers

Author(s): Ratna Sahay , and R. Gelos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451849233

Keywords: contagion, speculative attacks, correlations, stock market, correlation, granger causality

This paper examines financial market comovements across European transition economies and compares their experience to that of their regions. Correlations in monthly indices of exchange market pressures can partly...

Productivity Shocks, Learning, and Open Economy Dynamics

Productivity Shocks, Learning, and Open Economy Dynamics »

Source: Productivity Shocks, Learning, and Open Economy Dynamics

Volume/Issue: 2004/88

Series: IMF Working Papers

Author(s): Jacques Miniane

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851199

Keywords: Learning, Current Account Dynamics, correlations, equation, correlation, random walk,

I study the implications of productivity shocks in a model where agents observe the aggregate level of productivity but not its permanent and transitory components separately. The model's predictions under learning...

The Effect of the ERMon Participating Economies

The Effect of the ERMon Participating Economies »

Source: The Effect of the ERMon Participating Economies

Volume/Issue: 1991/86

Series: IMF Working Papers

Author(s): Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1991

ISBN: 9781451953725

Keywords: exchange rate, correlation, fixed exchange rate, correlations, exchange rate regime

The effect of membership of the ERM on macroeconomic performance is analyzed using vector autoregression techniques. The results indicate that while the ERM has had little effect on the nature of the shocks hitting...

Correlations in Emerging Market Bonds

Correlations in Emerging Market Bonds »

Source: Correlations in Emerging Market Bonds : The Role of Local and Global Factors

Volume/Issue: 2010/6

Series: IMF Working Papers

Author(s): A. Hamann , Irina Bunda , and Subir Lall

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451961775

Keywords: financial crises, comovement, contagion, correlations, bond, bonds, correlation, bond returns,

This paper examines the comovement in emerging market bond returns and disentangles the influence of external and domestic factors. The conceptual framework, set in the context of asset allocation, allows us to des...