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Sectorial Macroeconomic Interdependencies

Sectorial Macroeconomic Interdependencies »

Source: Sectorial Macroeconomic Interdependencies : Evidence for Latin America, East Asia and Europe

Volume/Issue: 1999/11

Series: IMF Working Papers

Author(s): Norman Loayza , J. Lopez , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

ISBN: 9781451842760

Keywords: International Comovements, Currency Areas, Error Components Models, common, output growth, andean pact, trade integration, regional trade

This paper analyzes common economic patterns across countries and economic sectors in Latin America, East Asia and Europe for the period 1970–94 by means of an error-components model that decomposes real val...

Asset Pricing in the International Economy

Asset Pricing in the International Economy »

Source: Asset Pricing in the International Economy

Volume/Issue: 1993/15

Series: IMF Working Papers

Author(s): José Barrionuevo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1993

ISBN: 9781451843187

Keywords: consumption growth, real returns, per capita consumption, downward bias, consumption component

This paper presents a statistical and economic interpretation of the low and often economically implausible risk aversion estimates obtained for fixed income assets throughout the finance literature. For a statisti...

Sectorial Macroeconomic Interdependencies
			: Evidence for Latin America, East Asia and Europe

Sectorial Macroeconomic Interdependencies : Evidence for Latin America, East Asia and Europe »

Volume/Issue: 1999/11

Series: IMF Working Papers

Author(s): Norman Loayza , J. Lopez , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

DOI: http://dx.doi.org/10.5089/9781451842760.001

ISBN: 9781451842760

Keywords: International Comovements, Currency Areas, Error Components Models, common, output growth, andean pact, trade integration, regional trade

This paper analyzes common economic patterns across countries and economic sectors in Latin America, East Asia and Europe for the period 1970–94 by means of an error-components model that decomposes real val...

Asset Pricing in the International Economy

Asset Pricing in the International Economy »

Volume/Issue: 1993/15

Series: IMF Working Papers

Author(s): José Barrionuevo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1993

DOI: http://dx.doi.org/10.5089/9781451843187.001

ISBN: 9781451843187

Keywords: consumption growth, real returns, per capita consumption, downward bias, consumption component

This paper presents a statistical and economic interpretation of the low and often economically implausible risk aversion estimates obtained for fixed income assets throughout the finance literature. For a statisti...