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Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?

Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? »

Source: Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?

Volume/Issue: 2012/13

Series: IMF Working Papers

Author(s): Pau Rabanal , and Juan Rubio-Ramirez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931186

Keywords: International Business Cycles, Spectrum, Cointegration, tfp, intermediate goods, elasticity of substitution, business cycle, Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?, International Monetary Arrangements and Institutions, Open Economy Macroeconomics,

Real exchange rates exhibit important low-frequency fluctuations. This makes the analysis of real exchange rates at all frequencies a more sound exercise than the typical business cycle one, which compares actual a...

Deconstructing the International Business Cycle

Deconstructing the International Business Cycle »

Source: Deconstructing the International Business Cycle : Why does a U.S. sneeze give the rest of the world a cold?

Volume/Issue: 2010/239

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209392

Keywords: international business cycles, identification, structural VAR, business cycle, real gdp, correlation, standard errors, statistics, Multiple or Simultaneous Equation Models: Time-Series Models, International Factor Movements and International Business: General

The 2008 crisis underscored the interconnectedness of the international business cycle, with U.S. shocks leading to the largest global slowdown since the 1930s. We estimate spillover effects across major advanced c...

Fiscal Multipliers and the State of the Economy1

Fiscal Multipliers and the State of the Economy1 »

Source: Fiscal Multipliers and the State of the Economy

Volume/Issue: 2012/286

Series: IMF Working Papers

Author(s): Anja Baum , Marcos Poplawski-Ribeiro , and Anke Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 December 2012

ISBN: 9781475565829

Keywords: business cycle, nonlinear analysis, fiscal multipliers, fiscal adjustment, government spending, fiscal consolidation, fiscal multipliers., Quantitative Policy Modeling,

Only a few empirical studies have analyzed the relationship between fiscal multipliers and the underlying state of the economy. This paper investigates this link on a country-by-country basis for the G7 economies (...

Global Business Cycles

Global Business Cycles »

Source: Global Business Cycles : Convergence or Decoupling?

Volume/Issue: 2008/143

Series: IMF Working Papers

Author(s): Ayhan Kose , Eswar Prasad , and Christopher Otrok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

ISBN: 9781451870015

Keywords: macroeconomic fluctuations, convergence, decoupling, business cycle, globalization period, business cycle fluctuations,

This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups-industrial countries, emerging markets,...

Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Source: Globalization, the Business Cycle, and Macroeconomic Monitoring

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...

How Different Is the Cyclical Behavior of Home Production Across Countries?

How Different Is the Cyclical Behavior of Home Production Across Countries? »

Source: How Different Is the Cyclical Behavior of Home Production Across Countries?

Volume/Issue: 2006/46

Series: IMF Working Papers

Author(s): Ayhan Kose , and William Blankenau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

ISBN: 9781451863062

Keywords: home (non-market), general equilibrium, business cycle, correlations, correlation, time series, Macroeconomic Aspects of International Trade and Finance: General, Time Allocation and Labor Supply,

This paper studies stylized business cycle properties of household production in four industrialized countries (Canada, the United States, Germany, and Japan). We employ a dynamic small open economy business cycle...

Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?

Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? »

Volume/Issue: 2012/13

Series: IMF Working Papers

Author(s): Pau Rabanal , and Juan Rubio-Ramirez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931186.001

ISBN: 9781463931186

Keywords: International Business Cycles, Spectrum, Cointegration, tfp, intermediate goods, elasticity of substitution, business cycle, Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?, International Monetary Arrangements and Institutions, Open Economy Macroeconomics,

Real exchange rates exhibit important low-frequency fluctuations. This makes the analysis of real exchange rates at all frequencies a more sound exercise than the typical business cycle one, which compares actual a...

Deconstructing the International Business Cycle
			: Why does a U.S. sneeze give the rest of the world a cold?

Deconstructing the International Business Cycle : Why does a U.S. sneeze give the rest of the world a cold? »

Volume/Issue: 2010/239

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

DOI: http://dx.doi.org/10.5089/9781455209392.001

ISBN: 9781455209392

Keywords: international business cycles, identification, structural VAR, business cycle, real gdp, correlation, standard errors, statistics, Multiple or Simultaneous Equation Models: Time-Series Models, International Factor Movements and International Business: General

The 2008 crisis underscored the interconnectedness of the international business cycle, with U.S. shocks leading to the largest global slowdown since the 1930s. We estimate spillover effects across major advanced c...

Fiscal Multipliers and the State of the Economy

Fiscal Multipliers and the State of the Economy »

Volume/Issue: 2012/286

Series: IMF Working Papers

Author(s): Anja Baum , Marcos Poplawski-Ribeiro , and Anke Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 December 2012

DOI: http://dx.doi.org/10.5089/9781475565829.001

ISBN: 9781475565829

Keywords: business cycle, nonlinear analysis, fiscal multipliers, fiscal adjustment, government spending, fiscal consolidation, fiscal multipliers., Quantitative Policy Modeling,

Only a few empirical studies have analyzed the relationship between fiscal multipliers and the underlying state of the economy. This paper investigates this link on a country-by-country basis for the G7 economies (...

Global Business Cycles
			: Convergence or Decoupling?

Global Business Cycles : Convergence or Decoupling? »

Volume/Issue: 2008/143

Series: IMF Working Papers

Author(s): Ayhan Kose , Eswar Prasad , and Christopher Otrok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

DOI: http://dx.doi.org/10.5089/9781451870015.001

ISBN: 9781451870015

Keywords: macroeconomic fluctuations, convergence, decoupling, business cycle, globalization period, business cycle fluctuations,

This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups-industrial countries, emerging markets,...