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Michal Andrle
and
Patrick Blagrave
We assess the degree of cross-market price discrepancy (a proxy for market integration), its evolution over time, and proximate determinants, using monthly price data for 21 agricultural goods and 60 markets in India. Econometric analysis shows that cross-market price integration is positively associated with the level of transportation infrastructure, and distance between market pairs. There is no robust evidence that price integration has increased in recent years, suggesting that any positive effects of recent policy initiatives are either small, outweighed by the identified determinants of integration, or yet to come.
Mr. Ranil M Salgado

Abstract

Although Asia remains a growth leader in the global economy, growth is expected to ease slightly to 5.5 percent during 2016, with countries affected to varying degrees by a still weak global recovery, slowing global trade, and the short-term impact of China’s growth transition. Structural reforms are needed if Asia is to maintain its position in the global economy, including reforms aimed at enhancing productive capacity. Needed reforms range from state-owned enterprise and financial sector reform in China to labor and product market reforms in Japan and reforms to remove supply bottlenecks in India, ASEAN, frontier economies, and small states.

Mr. Zhongxia Zhang
and
Miss Yuan Gao
This paper studies growth patterns in Emerging Market Economies (EMs) from the perspective on clusters and taxonomies. First, it documents developments over the past five decades in EMs and uses a cluster analysis to better understand convergence and the investment-growth nexus. Second, it looks at the performance of EMs since 2000 and develops a taxonomy to classify countries according to their factor endowments as well as their real and financial external linkages. The taxonomy offers insights on growth dynamics pre and post the global financial crisis. Results highlight the high degree of heterogeneity in EMs and the need for more granular and targeted near and long-term policy advice.
Mr. Ron Alquist
and
Mr. Olivier Coibion
We present a simple macroeconomic model with a continuum of primary commodities used in the production of the final good, such that the real prices of commodities have a factor structure. One factor captures the combined contribution of all aggregate shocks which have no direct effects on commodity markets other than through general equilibrium effects on output, while other factors represent direct commodity shocks. Thus, the factor structure provides a decomposition of underlying structural shocks. The theory also provides guidance on how empirical factors can be rotated to identify the structural factors. We apply factor analysis and the identification conditions implied by the model to a cross-section of real non-energy commodity prices. The theoretical restrictions implied by the model are consistent with the data and thus yield a structural interpretation of the common factors in commodity prices. The analysis suggests that commodity-related shocks have generally played a limited role in global business cycle fluctuations.
Mr. Clinton R. Shiells
,
Mr. Antonio Spilimbergo
,
Mr. Vladimir Klyuev
, and
Raghuram Rajan
The IMF Research Bulletin, a quarterly publication, selectively summarizes research and analytical work done by various departments at the IMF and also provides a listing of research documents and other research-related activities, including conferences and seminars. The Bulletin is intended to serve as a summary guide to research done at the IMF on various topics, and to provide a better perspective on the analytical underpinnings of the IMF’s operational work.
International Monetary Fund
The main findings are as follows: (1) an increase in private national saving during 2001-03 was the key contributor to the turnaround in Pakistan's external current account during this period; (2) while Pakistan's growth was mainly export-led before 2003-04, it was largely led by domestic demand in 2004, especially consumer demand but also private and public investment; and (3) the structural reforms implemented in Pakistan during the past four years should make the observed strengthening in domestic savings and rise in domestic investment permanent, auguring well for accelerated growth within a sustainable external balance. The country's growth prospects would be further enhanced by a more externally driven growth process, and by an acceleration of structural reforms to further improve productivity and the investment climate.
International Monetary Fund

Abstract

This paper provides an analysis of recent developments relating to the major nonfuel primary commodities (hereafter referred to as commodities) entering international trade. The unit value of manufactured exports in dollar terms also increased every year from 1972 to 1980; the rate of increase was 1 2 percent per annum. The persistent upward trend in dollar prices of commodities that characterized much of the 1970s ended in 1980. In addition to the movements in exchange rates outlined above, which determine the differences in price movements when measured in different currencies, the factors shown in various studies to have the greatest impact on current commodity prices are the rates of world inflation, the level of economic activity in the major markets for primary commodities, and the supply of the commodities concerned. Econometric studies have shown a positive relationship between commodity prices and inflation. In one study, changes in domestic wholesale prices of the industrial countries were found to have a significantly positive relationship to commodity prices with an elasticity of about one.