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ECCU Business Cycles

ECCU Business Cycles »

Source: ECCU Business Cycles : Impact of the U.S.

Volume/Issue: 2009/71

Series: IMF Working Papers

Author(s): Yan Sun , and Wendell Samuel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872187

Keywords: linkages, common, cointegration, equation, correlation, statistic,

With a fixed peg to the U.S. dollar for more than three decades, the tourism-dependent Eastern Caribbean Currency Union (ECCU) countries share a close economic relationship with the U.S. This paper analyzes the imp...

Real Implications of Financial Linkages Between Canada and the United States

Real Implications of Financial Linkages Between Canada and the United States »

Source: Real Implications of Financial Linkages Between Canada and the United States

Volume/Issue: 2008/23

Series: IMF Working Papers

Author(s): Vladimir Klyuev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868852

Keywords: trade linkages, financial linkages, SVAR, gdp growth, real gdp, bonds, stock prices, corporate bonds,

This paper documents the extent of financial linkages between Canada and the United States and explores the impact of changes in U.S. financial conditions on financial conditions and real economic activity in Canad...

Trade Linkages and International Business Cycle Comovement: Evidence from Korean Industry Data1

Trade Linkages and International Business Cycle Comovement: Evidence from Korean Industry Data1 »

Source: Trade Linkages and International Business Cycle Comovement: Evidence from Korean Industry Data

Volume/Issue: 2019/116

Series: IMF Working Papers

Author(s): Dongyeol Lee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 May 2019

ISBN: 9781498315845

Keywords: External shocks, Economic stabilization, Economic growth, Business cycles, Industrial structure, Business Cycle, Comovement, Trade Linkage, Vertical Linkage, Korean economy

Through the 2000s, Korea's export and import linkages to advanced and emerging markets increased significantly. At the same time, the correlation of output growth between Korea and these economies rose. This paper...

Economic Geography and Wages

Economic Geography and Wages »

Source: Economic Geography and Wages : The Case of Indonesia

Volume/Issue: 2004/79

Series: IMF Working Papers

Author(s): Mary Amiti , and Lisa Cameron

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451850239

Keywords: Agglomeration, vertical linkages, economic geography, cost linkages, demand linkages, market access, wage, benefits, National Security and War, Economic History: Government

The paper finds a significant shift in the economic characteristics of civil conflicts during the1990s. Conflicts have become shorter but with more severe contractions and a stronger recovery of growth. The overall...

Financial Linkages Between the U.S. and Latin America

Financial Linkages Between the U.S. and Latin America »

Source: Financial Linkages Between the U.S. and Latin America : Evidence from Daily Data

Volume/Issue: 2007/262

Series: IMF Working Papers

Author(s): Srideep Ganguly , and Roberto Benelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868258

Keywords: stock market, correlations, bond, correlation, Financial linkages, U.S. Shocks,

Motivated by recent bursts of global financial market turbulence, this paper investigates the linkages between the financial markets in the United States and those of the seven largest Latin American economies, foc...

Central America's Regional Trends and U.S. Cycles

Central America's Regional Trends and U.S. Cycles »

Source: Central America's Regional Trends and U.S. Cycles

Volume/Issue: 2008/50

Series: IMF Working Papers

Author(s): Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

ISBN: 9781451869125

Keywords: business fluctuations, cycles, linkages, common, correlations, correlation, statistics, cointegration,

The economies of Central America share a close relationship with the United States, with considerable comovement of GDP growth over a long period of time. Trade, the financial sector, and remittance flows are all p...

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds »

Source: Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Volume/Issue: 2010/9

Series: IMF Working Papers

Author(s): Aaron Howard Clifford Brown , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451961904

Keywords: Macrofinancial Linkages, bonds, government bonds, correlation, covariance, standard deviation,

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic ass...

The Impact of Oil Prices on the Banking System in the GCC

The Impact of Oil Prices on the Banking System in the GCC »

Source: The Impact of Oil Prices on the Banking System in the GCC

Volume/Issue: 2016/161

Series: IMF Working Papers

Author(s): Padamja Khandelwal , Ken Miyajima , and Andre Santos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 August 2016

ISBN: 9781475523393

Keywords: Macro-financial linkages, nonperforming loans, panel vector autoregression

This paper examines the links between global oil price movements and macroeconomic and financial developments in the GCC. Using a range of multivariate panel approaches, including a panel vector autoregression appr...

Three Cycles

Three Cycles »

Source: Three Cycles : Housing, Credit, and Real Activity

Volume/Issue: 2009/231

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Alain Kabundi , Deniz Igan , Francisco Nadal De Simone , and Marcelo Pinheiro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873788

Keywords: Macro-financial linkages, house prices, business cycle, lead, spillovers,

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House pric...

Spillovers From the Rest of the World Into Sub-Saharan African Countries1

Spillovers From the Rest of the World Into Sub-Saharan African Countries1 »

Source: Spillovers From the Rest of the World Into Sub-Saharan African Countries

Volume/Issue: 2009/155

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451873023

Keywords: Growth spillovers, financial linkages, panel estimate, world growth, gdp growth,

This paper investigates the impact of a global slowdown on individual African countries using a series of dynamic panel regressions for countries in the region, relating real growth in domestic output to world grow...