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Are Financial Crises Alike?

Are Financial Crises Alike? »

Source: Are Financial Crises Alike?

Volume/Issue: 2010/14

Series: IMF Working Papers

Author(s): Chrismin Tang , Mardi Dungey , Vance Martin , Brenda Gonzalez-Hermosillo , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451962086

Keywords: Contagion, Factor models, bond, bonds, bond markets, stock markets,

This paper investigates whether financial crises are alike by considering whether a single modeling framework can fit multiple distinct crises in which contagion effects link markets across national borders and ass...

Common Factors in Latin America's Business Cycles

Common Factors in Latin America's Business Cycles »

Source: Common Factors in Latin America's Business Cycles

Volume/Issue: 2006/49

Series: IMF Working Papers

Author(s): Allan Timmermann , Luis Catão , and Marco Aiolfi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

ISBN: 9781451863093

Keywords: Factor Models, business cycle, equation, real gdp, statistics,

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financi...

Accounting for Output Drops in Latin America

Accounting for Output Drops in Latin America »

Source: Accounting for Output Drops in Latin America

Volume/Issue: 2009/67

Series: IMF Working Papers

Author(s): Ruy Lama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872149

Keywords: Business cycle accounting, DSGE models, small open economy, tfp, bond, business cycle, total factor productivity,

This paper evaluates what type of models can account for the recent episodes of output drops in Latin America. I develop an open economy version of the business cycle accounting methodology (Chari, Kehoe, and McGra...

Are Financial Crises Alike?

Are Financial Crises Alike? »

Volume/Issue: 2010/14

Series: IMF Working Papers

Author(s): Chrismin Tang , Mardi Dungey , Vance Martin , Brenda Gonzalez-Hermosillo , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451962086.001

ISBN: 9781451962086

Keywords: Contagion, Factor models, bond, bonds, bond markets, stock markets,

This paper investigates whether financial crises are alike by considering whether a single modeling framework can fit multiple distinct crises in which contagion effects link markets across national borders and ass...

Common Factors in Latin America's Business Cycles

Common Factors in Latin America's Business Cycles »

Volume/Issue: 2006/49

Series: IMF Working Papers

Author(s): Allan Timmermann , Luis Catão , and Marco Aiolfi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

DOI: http://dx.doi.org/10.5089/9781451863093.001

ISBN: 9781451863093

Keywords: Factor Models, business cycle, equation, real gdp, statistics,

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financi...

Accounting for Output Drops in Latin America

Accounting for Output Drops in Latin America »

Volume/Issue: 2009/67

Series: IMF Working Papers

Author(s): Ruy Lama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

DOI: http://dx.doi.org/10.5089/9781451872149.001

ISBN: 9781451872149

Keywords: Business cycle accounting, DSGE models, small open economy, tfp, bond, business cycle, total factor productivity,

This paper evaluates what type of models can account for the recent episodes of output drops in Latin America. I develop an open economy version of the business cycle accounting methodology (Chari, Kehoe, and McGra...