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Global and Regional Spillovers to Pacific Island Countries

Global and Regional Spillovers to Pacific Island Countries »

Source: Global and Regional Spillovers to Pacific Island Countries

Volume/Issue: 2012/154

Series: IMF Working Papers

Author(s): Yiqun Wu , Patrizia Tumbarello , and Niamh Sheridan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504491

Keywords: Pacific islands, spillover, downside scenarios, equation, statistic, cointegration, oil prices

Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging Asia has increased over the last two decades. PICs have become more exposed to the region's business cycles, and spi...

Global Equilibrium Exchange Rates

Global Equilibrium Exchange Rates »

Source: Global Equilibrium Exchange Rates : Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework

Volume/Issue: 1999/175

Series: IMF Working Papers

Author(s): Susana Garcia Cervero , J. Lopez , Enrique Alberola Ila , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

ISBN: 9781451858730

Keywords: Equilibrium Exchange Rates, Panel Cointegration, exchange rate, cointegration, exchange rates, real exchange rate, statistics

This paper presents a methodology for calculating bilateral equilibrium exchange rates for a panel of currencies in a way that guarantees global consistency. The methodology has three parts: a theoretical model tha...

Global and Regional Spillovers to Pacific Island Countries

Global and Regional Spillovers to Pacific Island Countries »

Volume/Issue: 2012/154

Series: IMF Working Papers

Author(s): Yiqun Wu , Patrizia Tumbarello , and Niamh Sheridan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475504491.001

ISBN: 9781475504491

Keywords: Pacific islands, spillover, downside scenarios, equation, statistic, cointegration, oil prices

Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging Asia has increased over the last two decades. PICs have become more exposed to the region's business cycles, and spi...

Global Equilibrium Exchange Rates
			: Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework

Global Equilibrium Exchange Rates : Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework »

Volume/Issue: 1999/175

Series: IMF Working Papers

Author(s): Susana Garcia Cervero , J. Lopez , Enrique Alberola Ila , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

DOI: http://dx.doi.org/10.5089/9781451858730.001

ISBN: 9781451858730

Keywords: Equilibrium Exchange Rates, Panel Cointegration, exchange rate, cointegration, exchange rates, real exchange rate, statistics

This paper presents a methodology for calculating bilateral equilibrium exchange rates for a panel of currencies in a way that guarantees global consistency. The methodology has three parts: a theoretical model tha...

Regional Financial Spillovers Across Europe
			: A Global VAR Analysis

Regional Financial Spillovers Across Europe : A Global VAR Analysis »

Volume/Issue: 2009/23

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Alessandro Galesi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

DOI: http://dx.doi.org/10.5089/9781451871708.001

ISBN: 9781451871708

Keywords: Global VAR, Macro-Financial Linkages, International Financial Spillovers, equity prices, statistics, error variance, cointegration, bootstrap,

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of in...