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Financing of Global Imbalances

Financing of Global Imbalances »

Article

Source: Financing of Global Imbalances

Volume/Issue: 2007/177

Series: IMF Working Papers

Author(s): Maria Teresa Punzi , and W. Christopher Walker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867411

Keywords: home bias, panel VAR, U.S. bond inflows, bond, bond flows, equation, correlation, statistics, Us Bond Inflows,

This paper analyzes the determinants of bond flows, now the dominant source of capital inflows, into the United States, as a means of establishing conditions affecting the financing of the U.S. current account defi...

The Global Welfare Impact of China

The Global Welfare Impact of China »

Article

Source: The Global Welfare Impact of China : Trade Integration and Technological Change

Volume/Issue: 2012/79

Series: IMF Working Papers

Author(s): Julian Di Giovanni , Jing Zhang , and Andrei Levchenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502312

Keywords: productivity growth, trade costs, correlation, equation, Neoclassical Models of Trade, Economic Growth of Open Economies,

This paper evaluates the global welfare impact of China's trade integration and technological change in a quantitative Ricardian-Heckscher-Ohlin model implemented on 75 countries. We simulate two alternative produc...

Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Article

Source: Globalization, the Business Cycle, and Macroeconomic Monitoring

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...

How Does Globalization Affect the Synchronization of Business Cycles?

How Does Globalization Affect the Synchronization of Business Cycles? »

Article

Source: How Does Globalization Affect the Synchronization of Business Cycles?

Volume/Issue: 2003/27

Series: IMF Working Papers

Author(s): Ayhan Kose , Eswar Prasad , and Marco Terrones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 March 2003

ISBN: 9781451844542

Keywords: Macroeconomic fluctuations, trade and financial integration, output and consumption comovement, correlations, financial integration, capital flows, correlation, Open Economy Macroeconomics, International Policy Coordination and Transmission,

This paper examines the impact of rising trade and financial integration on international business cycle comovement among a large group of industrial and developing countries. The results provide at best limited su...

Correlations in Emerging Market Bonds : The Role of Local and Global Factors

Correlations in Emerging Market Bonds : The Role of Local and Global Factors »

Journal Issue

Volume/Issue: 2010/6

Series: IMF Working Papers

Author(s): A. Hamann , Irina Bunda , and Subir Lall

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451961775.001

ISBN: 9781451961775

Keywords: financial crises, comovement, contagion, correlations, bond, bonds, correlation, bond returns,

This paper examines the comovement in emerging market bond returns and disentangles the influence of external and domestic factors. The conceptual framework, set in the context of asset allocation, allows us to des...

Financing of Global Imbalances

Financing of Global Imbalances »

Journal Issue

Volume/Issue: 2007/177

Series: IMF Working Papers

Author(s): Maria Teresa Punzi , and W. Christopher Walker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867411.001

ISBN: 9781451867411

Keywords: home bias, panel VAR, U.S. bond inflows, bond, bond flows, equation, correlation, statistics, Us Bond Inflows,

This paper analyzes the determinants of bond flows, now the dominant source of capital inflows, into the United States, as a means of establishing conditions affecting the financing of the U.S. current account defi...

Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Journal Issue

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455216727.001

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...

How Does Globalization Affect the Synchronization of Business Cycles?

How Does Globalization Affect the Synchronization of Business Cycles? »

Journal Issue

Volume/Issue: 2003/27

Series: IMF Working Papers

Author(s): Ayhan Kose , Eswar Prasad , and Marco Terrones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 March 2003

DOI: http://dx.doi.org/10.5089/9781451844542.001

ISBN: 9781451844542

Keywords: Macroeconomic fluctuations, trade and financial integration, output and consumption comovement, correlations, financial integration, capital flows, correlation, Open Economy Macroeconomics, International Policy Coordination and Transmission,

This paper examines the impact of rising trade and financial integration on international business cycle comovement among a large group of industrial and developing countries. The results provide at best limited su...

Is Growth Enough? Macroeconomic Policy and Poverty Reduction

Is Growth Enough? Macroeconomic Policy and Poverty Reduction »

Journal Issue

Volume/Issue: 2002/118

Series: IMF Working Papers

Author(s): Carlos Leite , Charalambos Tsangarides , and Dhaneshwar Ghura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2002

DOI: http://dx.doi.org/10.5089/9781451854091.001

ISBN: 9781451854091

Keywords: Macroeconomic Policy, Bayesian Analysis, probability, logarithm, equation, correlation, Multiple or Simultaneous Equation Models: Models with Panel Data, Measurement and Analysis of Poverty, Comparative Studies of Countries,

The paper investigates the existence of "super pro-poor" policies-that is, policies that directly influence the income of the poor after accounting for the effect of growth. It uses a dynamic panel estimator to cap...

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables »

Journal Issue

Volume/Issue: 2007/145

Series: IMF Working Papers

Author(s): J. Polak , Joydeep Roy , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

DOI: http://dx.doi.org/10.5089/9781451867091.001

ISBN: 9781451867091

Keywords: Foreign aid, interaction variables, growth, poverty reduction, paper, surveys, equation, correlation, standard deviation, And Poverty Reduction,

Regressions in a number of recent papers written by staff members of the World Bank and the IMF rely on an interaction variable (IAV) to establish the effects of foreign aid on economic growth or the reduction of p...