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Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis

Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis »

Source: Global Financial Transmission into Sub-Saharan Africa - A Global Vector Autoregression Analysis

Volume/Issue: 2014/241

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , Mehdi Hosseinkouchack , and Alexis Meyer-Cirkel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 2014

ISBN: 9781498305051

Keywords: GVAR, Financial Transmission, prices, output, commodity, equity, commodity prices, Models with Panel Data, Forecasting and Simulation, Forecasting and Simulation,

Sub-Saharan African countries are exposed to spillovers from global financial variables, but the impact on economic activity is more significant in more financially developed economies. Generalized impulse response...

Global Financial Transmission into Sub-Saharan Africa - A Global Vector Autoregression Analysis

Global Financial Transmission into Sub-Saharan Africa - A Global Vector Autoregression Analysis »

Volume/Issue: 2014/241

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , Mehdi Hosseinkouchack , and Alexis Meyer-Cirkel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 2014

DOI: http://dx.doi.org/10.5089/9781498305051.001

ISBN: 9781498305051

Keywords: GVAR, Financial Transmission, prices, output, commodity, equity, commodity prices, Models with Panel Data, Forecasting and Simulation, Forecasting and Simulation,

Sub-Saharan African countries are exposed to spillovers from global financial variables, but the impact on economic activity is more significant in more financially developed economies. Generalized impulse response...

A Financial Conditions Index for South Africa

A Financial Conditions Index for South Africa »

Source: A Financial Conditions Index for South Africa

Volume/Issue: 2012/196

Series: IMF Working Papers

Author(s): Nombulelo Gumata , Eliphas Ndou , and Nir Klein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505450

Keywords: Financial conditions index, factor analysis, gdp growth, explanatory power, granger causality, standard deviation, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy,

The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman fi...

A Financial Conditions Index for South Africa

A Financial Conditions Index for South Africa »

Volume/Issue: 2012/196

Series: IMF Working Papers

Author(s): Nombulelo Gumata , Eliphas Ndou , and Nir Klein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505450.001

ISBN: 9781475505450

Keywords: Financial conditions index, factor analysis, gdp growth, explanatory power, granger causality, standard deviation, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy,

The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman fi...