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The Granular Origins of Macroeconomic Fluctuations in Europe

The Granular Origins of Macroeconomic Fluctuations in Europe »

Source: The Granular Origins of Macroeconomic Fluctuations in Europe

Volume/Issue: 2017/229

Series: IMF Working Papers

Author(s): Christian Ebeke , and Kodjovi Eklou

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 November 2017

ISBN: 9781484324806

Keywords: Idiosyncratic shocks; Aggregate fluctuations, SMEs; Balance Sheets, Idiosyncratic shocks, Aggregate fluctuations, SMEs, Balance Sheets, Financial Markets and the Macroeconomy

This paper investigates the microeconomic origins of aggregate economic fluctuations in Europe. It examines the relevance of idiosyncratic shocks at the top 100 large firms (the granular shocks) in explaining aggre...

The Comovement in Commodity Prices

The Comovement in Commodity Prices »

Source: The Comovement in Commodity Prices : Sources and Implications

Volume/Issue: 2013/140

Series: IMF Working Papers

Author(s): Ron Alquist , and Olivier Coibion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2013

ISBN: 9781484378144

Keywords: comovement, factor models, factor analysis, global production, agricultural commodities, idiosyncratic shocks, International Business Cycles, comovement: factor models,

We present a simple macroeconomic model with a continuum of primary commodities used in the production of the final good, such that the real prices of commodities have a factor structure. One factor captures the co...

Assessing the Assessment

Assessing the Assessment »

Source: Assessing the Assessment : A Critical Look At the June 2003 Assessment of the United Kingdom'S Five Tests for Euro Entry

Volume/Issue: 2004/116

Series: IMF Working Papers

Author(s): Carlo Cottarelli , and Julio Escolano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451853964

Keywords: Assessing the Assessment, Five Tests, Euro Entry, output volatility, monetary union, inflation, idiosyncratic shocks, Macroeconomics and Monetary Economics: General,

This paper provides a framework for evaluating the decision to enter a currency area, including the best timing for entry, and uses it to evaluate the assessment of the five tests for euro entry published by the U....

The Global Financial Crisis

The Global Financial Crisis »

Source: The Global Financial Crisis : An Anatomy of Global Growth

Volume/Issue: 2013/76

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 March 2013

ISBN: 9781484362013

Keywords: Growth Synchronization, global shocks, global financial crisis, idiosyncratic shocks, pre-crisis, Bayesian Analysis, Time-Series Models, International Policy Coordination and Transmission, Open Economy Macroeconomics,

The global financial crisis was a stark reminder of the importance of cross-country linkages in the global economy. We document growth synchronization across a diverse group of 185 countries covering 7 regions, and...

The Granular Origins of Macroeconomic Fluctuations in Europe

The Granular Origins of Macroeconomic Fluctuations in Europe »

Volume/Issue: 2017/229

Series: IMF Working Papers

Author(s): Christian Ebeke , and Kodjovi Eklou

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 November 2017

DOI: http://dx.doi.org/10.5089/9781484324806.001

ISBN: 9781484324806

Keywords: Idiosyncratic shocks; Aggregate fluctuations, SMEs; Balance Sheets, Idiosyncratic shocks, Aggregate fluctuations, SMEs, Balance Sheets, Financial Markets and the Macroeconomy

This paper investigates the microeconomic origins of aggregate economic fluctuations in Europe. It examines the relevance of idiosyncratic shocks at the top 100 large firms (the granular shocks) in explaining aggre...

The Comovement in Commodity Prices
			: Sources and Implications

The Comovement in Commodity Prices : Sources and Implications »

Volume/Issue: 2013/140

Series: IMF Working Papers

Author(s): Ron Alquist , and Olivier Coibion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2013

DOI: http://dx.doi.org/10.5089/9781484378144.001

ISBN: 9781484378144

Keywords: comovement, factor models, factor analysis, global production, agricultural commodities, idiosyncratic shocks, International Business Cycles, comovement: factor models,

We present a simple macroeconomic model with a continuum of primary commodities used in the production of the final good, such that the real prices of commodities have a factor structure. One factor captures the co...

Assessing the Assessment
			: A Critical Look At the June 2003 Assessment of the United Kingdom'S Five Tests for Euro Entry

Assessing the Assessment : A Critical Look At the June 2003 Assessment of the United Kingdom'S Five Tests for Euro Entry »

Volume/Issue: 2004/116

Series: IMF Working Papers

Author(s): Carlo Cottarelli , and Julio Escolano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

DOI: http://dx.doi.org/10.5089/9781451853964.001

ISBN: 9781451853964

Keywords: Assessing the Assessment, Five Tests, Euro Entry, output volatility, monetary union, inflation, idiosyncratic shocks, Macroeconomics and Monetary Economics: General,

This paper provides a framework for evaluating the decision to enter a currency area, including the best timing for entry, and uses it to evaluate the assessment of the five tests for euro entry published by the U....

The Global Financial Crisis
			: An Anatomy of Global Growth

The Global Financial Crisis : An Anatomy of Global Growth »

Volume/Issue: 2013/76

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 March 2013

DOI: http://dx.doi.org/10.5089/9781484362013.001

ISBN: 9781484362013

Keywords: Growth Synchronization, global shocks, global financial crisis, idiosyncratic shocks, pre-crisis, Bayesian Analysis, Time-Series Models, International Policy Coordination and Transmission, Open Economy Macroeconomics,

The global financial crisis was a stark reminder of the importance of cross-country linkages in the global economy. We document growth synchronization across a diverse group of 185 countries covering 7 regions, and...