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Understanding the Evolution of World Business Cycles

Understanding the Evolution of World Business Cycles »

Source: Understanding the Evolution of World Business Cycles

Volume/Issue: 2005/211

Series: IMF Working Papers

Author(s): Ayhan Kose , Christopher Otrok , and Charles Whiteman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

ISBN: 9781451862300

Keywords: International business cycles, globalization, transmission of macroeconomic fluctuations, business cycles, globalization period, business cycle, National Government Expenditures and Related Policies: General, performance measures, Publicly Provided Goods,

This paper studies the changes in world business cycles during 1960-2003. We employ a Bayesian dynamic latent factor model to estimate common and country-specific components in the main macroeconomic aggregates of...

Do Credit Shocks Matter? A Global Perspective

Do Credit Shocks Matter? A Global Perspective »

Source: Do Credit Shocks Matter? A Global Perspective

Volume/Issue: 2010/261

Series: IMF Working Papers

Author(s): Thomas Helbling , Ayhan Kose , Christopher Otrok , and Raju Huidrom

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209613

Keywords: credit spreads, macroeconomic fluctuations, global recession, recession, recessions, global recessions, financial markets, Financial Markets and the Macroeconomy, Financial Aspects of Economic Integration, Open Economy Macroeconomics

This paper examines the importance of credit market shocks in driving global business cycles over the period 1988:1-2009:4. We first estimate common components in various macroeconomic and financial variables of th...

Financial Integration and Macroeconomic Volatility

Financial Integration and Macroeconomic Volatility »

Source: Financial Integration and Macroeconomic Volatility

Volume/Issue: 2003/50

Series: IMF Working Papers

Author(s): Marco Terrones , Eswar Prasad , and Ayhan Kose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451846997

Keywords: Financial Globalization, Macroeconomic Fluctuations, Income and Consumption Volatility, International Risk Sharing, financial integration, output volatility, capital flows, trade openness, trade integration, Financial Aspects of Economic Integration

This paper examines the impact of international financial integration on macroeconomic volatility in a large group of industrial and developing economies over the period 1960-99. We report two major results: First,...

Understanding the Evolution of World Business Cycles

Understanding the Evolution of World Business Cycles »

Volume/Issue: 2005/211

Series: IMF Working Papers

Author(s): Ayhan Kose , Christopher Otrok , and Charles Whiteman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

DOI: http://dx.doi.org/10.5089/9781451862300.001

ISBN: 9781451862300

Keywords: International business cycles, globalization, transmission of macroeconomic fluctuations, business cycles, globalization period, business cycle, National Government Expenditures and Related Policies: General, performance measures, Publicly Provided Goods,

This paper studies the changes in world business cycles during 1960-2003. We employ a Bayesian dynamic latent factor model to estimate common and country-specific components in the main macroeconomic aggregates of...

Do Credit Shocks Matter? A Global Perspective

Do Credit Shocks Matter? A Global Perspective »

Volume/Issue: 2010/261

Series: IMF Working Papers

Author(s): Thomas Helbling , Ayhan Kose , Christopher Otrok , and Raju Huidrom

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

DOI: http://dx.doi.org/10.5089/9781455209613.001

ISBN: 9781455209613

Keywords: credit spreads, macroeconomic fluctuations, global recession, recession, recessions, global recessions, financial markets, Financial Markets and the Macroeconomy, Financial Aspects of Economic Integration, Open Economy Macroeconomics

This paper examines the importance of credit market shocks in driving global business cycles over the period 1988:1-2009:4. We first estimate common components in various macroeconomic and financial variables of th...

Financial Integration and Macroeconomic Volatility

Financial Integration and Macroeconomic Volatility »

Volume/Issue: 2003/50

Series: IMF Working Papers

Author(s): Marco Terrones , Eswar Prasad , and Ayhan Kose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

DOI: http://dx.doi.org/10.5089/9781451846997.001

ISBN: 9781451846997

Keywords: Financial Globalization, Macroeconomic Fluctuations, Income and Consumption Volatility, International Risk Sharing, financial integration, output volatility, capital flows, trade openness, trade integration, Financial Aspects of Economic Integration

This paper examines the impact of international financial integration on macroeconomic volatility in a large group of industrial and developing economies over the period 1960-99. We report two major results: First,...