Systemic risk, aggregate demand, and commodity prices /

The paper presents a global model with systemic and country risks, as well as commodity prices. We show that systemic risk shocks have an important impact on world economic activity, with the busts in world output gap corresponding to unobserved systemic risk associated with major financial events....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gómez P., Javier Guillermo (Gómez Pineda) (Autor), Guillaume, Dominique M. (Autor), Tanyeri, Kadir (Autor)
Autor Corporativo: International Monetary Fund. Office of the Managing Director
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2015.
Colección:IMF working paper ; WP/15/165.
Temas:
Financial risk > Econometric models.
Country risk > Econometric models.
Financial crises > Econometric models.
Commercial products > Prices > Econometric models.
Capital movements > Econometric models.
Risque financier > Modèles économétriques.
Risque pays > Modèles économétriques.
Prix > Modèles économétriques.
Mouvements de capitaux > Modèles économétriques.
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