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The Identification of the Causes of Business Cycles Across Countries

The Identification of the Causes of Business Cycles Across Countries »

Source: The Identification of the Causes of Business Cycles Across Countries

Volume/Issue: 1990/4

Series: IMF Working Papers

Author(s): Don Schlagenhauf , and Stefan Norrbin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

ISBN: 9781451930085

Keywords: business cycle, equation, equations, time series

Empirical research has been conducted on the various theories of the business cycle over many countries. However, very little research has attempted to undertake a multi-country disaggregate investigation into the...

Technology Shocks and Aggregate Fluctuations

Technology Shocks and Aggregate Fluctuations »

Source: Technology Shocks and Aggregate Fluctuations : How Well Does the RBC Model Fit Postwar U.S. Data?

Volume/Issue: 2004/234

Series: IMF Working Papers

Author(s): Jordi Gali Garreta , and Pau Rabanal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2004

ISBN: 9781451875652

Keywords: Real Business Cycles, Technology Shocks, Nominal Rigidities, Real Frictions, business cycle, correlation, equation, time series,

Our answer: Not so well. We reached that conclusion after reviewing recent research on the role of technology as a source of economic fluctuations. The bulk of the evidence suggests a limited role for aggregate tec...

Foreign Entanglements

Foreign Entanglements »

Source: Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries

Volume/Issue: 2007/182

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Andrew Swiston

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867466

Keywords: international business cycles, vector autoregressions, correlation, equation, covariance,

VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of small industrial countries, which proxies for global shocks. U.S. and global shocks generate si...

Key Features of Australian Business Cycles

Key Features of Australian Business Cycles »

Source: Key Features of Australian Business Cycles

Volume/Issue: 2001/171

Series: IMF Working Papers

Author(s): Paul Cashin , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858501

Keywords: duration dependence, real gdp, growth cycles, business cycle, correlation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and contractions in the le...

The Influence of 'Big Brothers

The Influence of 'Big Brothers »

Source: The Influence of 'Big Brothers : ' How Important are Regional Factors for Uruguay?

Volume/Issue: 2010/60

Series: IMF Working Papers

Author(s): Sebastian Sosa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451963847

Keywords: business cycle, VAR, exchange rate, correlation, correlations, real exchange rate, equations,

This paper examines the role played by regional factors in Uruguay, identifies the sources and transmission mechanisms of shocks stemming from the region, and assesses how vulnerable Uruguay is to a potential crisi...

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice »

Source: The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

Volume/Issue: 2007/163

Series: IMF Working Papers

Author(s): Akito Matsumoto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867275

Keywords: international business cycle, international portfolio choice, nonseparability in utility, nontraded goods, nontraded factors, traded good, traded goods, correlation, equations, equation,

This paper analyzes the role of nonseparable utility and nontradables in business cycles and portfolio choice. I find that nonseparability in utility can change the portfolio choice significantly. Unlike previous r...

Forecasting Thailand's Core Inflation

Forecasting Thailand's Core Inflation »

Source: Forecasting Thailand's Core Inflation

Volume/Issue: 2004/90

Series: IMF Working Papers

Author(s): Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851427

Keywords: Core Inflation, cointegration, statistics, equation, Forecasting and Other Model Applications, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evo...

Trade, Finance, Specialization, and Synchronization

Trade, Finance, Specialization, and Synchronization »

Source: Trade, Finance, Specialization, and Synchronization

Volume/Issue: 2003/81

Series: IMF Working Papers

Author(s): Jean Imbs

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

ISBN: 9781451850383

Keywords: specialization, financial openness, international business cycle, optimal currency area, financial integration, equation, correlations, correlation, bilateral trade, Open Economy Macroeconomics,

The paper investigates the determinants of business cycles synchronization across regions. It uses both international and intranational data to evaluate the linkages between trade in goods, trade in financial asset...

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...

Short-Term Forecasting

Short-Term Forecasting »

Source: Short-Term Forecasting : Projecting Italian GDPone Quarter to Two Years Ahead

Volume/Issue: 2001/109

Series: IMF Working Papers

Author(s): Matteo Iacoviello

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451853216

Keywords: Bayesian Vector Autoregressions, survey, gdp growth, equation, correlation, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper presents a "bridge model" for short-run (one or two quarters ahead) forecasting of Italian GDP, relying on industrial production and survey indicators as key variables that can help in providing a real-t...