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Global Business Cycles.
This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups-industrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose macroe...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2008.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Kose, M. Ayhan. | |
| 245 | 1 | 0 | |a Global Business Cycles. |
| 260 | |a Washington : |b International Monetary Fund, |c 2008. | ||
| 300 | |a 1 online resource (51 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Working Papers | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a I. Introduction; II. Methodology and Data; A.A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling? | |
| 505 | 8 | |a B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I.A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups. | |
| 505 | 8 | |a 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries. | |
| 500 | |a 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor. | ||
| 520 | |a This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups-industrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose macroeconomic fluctuations in key macroeconomic aggregates-output, consumption, and investment-into different factors. These are: (i) a global factor, which picks up fluctuations that are common across all variables and countries; (ii) three group-specific factors, which capture fluctuations that are comm. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Business cycles |x Econometric models. | |
| 650 | 0 | |a Globalization. | |
| 650 | 6 | |a Cycles économiques |x Modèles économétriques. | |
| 650 | 6 | |a Mondialisation. | |
| 650 | 7 | |a globalism. |2 aat | |
| 650 | 7 | |a Business cycles |x Econometric models |2 fast | |
| 650 | 7 | |a Globalization |2 fast | |
| 700 | 1 | |a Prasad, Eswar. | |
| 700 | 1 | |a Otrok, Christopher. | |
| 776 | 0 | 8 | |i Print version: |a Kose, M. Ayhan. |t Global Business Cycles: Convergence or Decoupling? |d Washington : International Monetary Fund, ©2008 |z 9781451870015 |
| 830 | 0 | |a IMF Working Papers. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1607835 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1607835 | ||
| 938 | |a YBP Library Services |b YANK |n 11617717 | ||
| 994 | |a 92 |b IZTAP | ||