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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...

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...

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 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...

A Noteon Saving-Investment Correlations in the EMS

A Noteon Saving-Investment Correlations in the EMS »

Source: A Noteon Saving-Investment Correlations in the EMS

Volume/Issue: 1990/97

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1990

ISBN: 9781451949452

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

This paper extends recent work by Feldstein and Horioka (1980) and Bayoumi (1990), and examines saving-investment correlations for industrial countries in the post-war period. The focus of the enquiry is on differe...

Recent Advances in Credit Risk Modeling

Recent Advances in Credit Risk Modeling »

Source: Recent Advances in Credit Risk Modeling

Volume/Issue: 2009/162

Series: IMF Working Papers

Author(s): Jose Gasha , Andre Santos , Jorge Chan-Lau , Carlos Medeiros , Marcos Souto , and Christian Capuano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873092

Keywords: Keyword:credit risk, correlation, probability, correlations, arbitrage, Financial Economics: General,

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worl...

Do Remittances to Latin America Depend on the U.S. Business Cycle?

Do Remittances to Latin America Depend on the U.S. Business Cycle? »

Source: Do Remittances to Latin America Depend on the U.S. Business Cycle?

Volume/Issue: 2007/273

Series: IMF Working Papers

Author(s): Ewa Gradzka , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868364

Keywords: remittance, remittance flows, correlations, cointegration

We use a range of methods and remittance data from 1990 to 2007 to assess the strength and significance of linkages between remittance flows to Latin America and the U.S. business cycle. All of the evidence suggest...

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...