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China's Footprint in Global Commodity Markets

China's Footprint in Global Commodity Markets »

Article

Source: China's Footprint in Global Commodity Markets

Volume/Issue: 2016/06

Series: Spillover Notes

Author(s): Christina Kolerus , Papa N'Diaye , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2016

ISBN: 9781475541069

Keywords: Crude oil, Food prices, Asia and Pacific, Commodities, Commodity prices, China, Spillovers, Industrial production, footprint, global commodity markets

This note assesses empirically the role Chinese activity plays in global commodities markets, showing that the strength of China's economic activity has a significant bearing on commodity prices, but that the impac...

Country Transparency and the Global Transmission of Financial Shocks

Country Transparency and the Global Transmission of Financial Shocks »

Article

Source: Country Transparency and the Global Transmission of Financial Shocks

Volume/Issue: 2013/156

Series: IMF Working Papers

Author(s): Luis Brandao Marques , R. Gelos , and Natalia Melgar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2013

ISBN: 9781484397237

Keywords: transmission of global financial shocks, bond, stock returns, equity markets, bond spreads, bond returns, Asset Pricing,

This paper considers the role of country-level opacity (the lack of availability of information) in amplifying shocks emanating from financial centers. We provide a simple model where, in the presence of ambiguity...

61/2 Decades of Global Trade and Income

61/2 Decades of Global Trade and Income »

Article

Source: 61/2 Decades of Global Trade and Income : 'New Normal' or 'Back to Normal' after GTC and GFC?

Volume/Issue: 2016/139

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2016

ISBN: 9781475526592

Keywords: Global Trade and Income, Elasticities, SVAR, Globalization, Technology shocks, Structural breaks

Global merchandise trade expanded rapidly over the last 61/2 decades and its relationship with global income has seen ebbs and flows. This paper examines the shifts in this relationship using time series data over...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy*

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »

Article

Source: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Financial Crisis

The Global Financial Crisis »

Article

Source: The Global Financial Crisis : An Anatomy of Global Growth

Volume/Issue: 2013/76

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 March 2013

ISBN: 9781484362013

Keywords: Growth Synchronization, global shocks, global financial crisis, idiosyncratic shocks, pre-crisis, Bayesian Analysis, Time-Series Models, International Policy Coordination and Transmission, Open Economy Macroeconomics,

The global financial crisis was a stark reminder of the importance of cross-country linkages in the global economy. We document growth synchronization across a diverse group of 185 countries covering 7 regions, and...

The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact

The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact »

Article

Source: The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact

Volume/Issue: 2009/280

Series: IMF Working Papers

Author(s): R. Gelos , Robert Rennhack , James Walsh , and Pelin Berkmen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874259

Keywords: Global crisis, transmission of shocks, cross-country linkages, current account balance, exchange rate, exchange rates,

We provide one of the first attempts at explaining the differences in the crisis impact across developing countries and emerging markets. Using cross-country regressions to explain the factors driving growth foreca...

Global Financial Shocks and Foreign Asset Repatriation

Global Financial Shocks and Foreign Asset Repatriation »

Article

Source: Global Financial Shocks and Foreign Asset Repatriation : Do Local Investors Play a Stabilizing Role?

Volume/Issue: 2014/60

Series: IMF Working Papers

Author(s): Gustavo Adler , Marie-Louise Djigbenou , and Sebastian Sosa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 April 2014

ISBN: 9781484353349

Keywords: gross capital flows, foreign assets, global financial shocks, capital inflows, net capital, net capital flows, capital outflows, General, Open Economy Macroeconomics,

We study the dynamic response of gross capital flows in emerging market economies to different global financial shocks, using a panel vector-autoregressive (PVAR) setting. Our focus lies primarily on the potentiall...

The Global Impact of the Systemic Economies and MENA Business Cycles*

The Global Impact of the Systemic Economies and MENA Business Cycles* »

Article

Source: The Global Impact of the Systemic Economies and MENA Business Cycles

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

Country Transparency and the Global Transmission of Financial Shocks

Country Transparency and the Global Transmission of Financial Shocks »

Journal Issue

Volume/Issue: 2013/156

Series: IMF Working Papers

Author(s): Luis Brandao Marques , R. Gelos , and Natalia Melgar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2013

DOI: http://dx.doi.org/10.5089/9781484397237.001

ISBN: 9781484397237

Keywords: transmission of global financial shocks, bond, stock returns, equity markets, bond spreads, bond returns, Asset Pricing,

This paper considers the role of country-level opacity (the lack of availability of information) in amplifying shocks emanating from financial centers. We provide a simple model where, in the presence of ambiguity...

61/2 Decades of Global Trade and Income : 'New Normal' or 'Back to Normal' after GTC and GFC?

61/2 Decades of Global Trade and Income : 'New Normal' or 'Back to Normal' after GTC and GFC? »

Journal Issue

Volume/Issue: 2016/139

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2016

DOI: http://dx.doi.org/10.5089/9781475526592.001

ISBN: 9781475526592

Keywords: Global Trade and Income, Elasticities, SVAR, Globalization, Technology shocks, Structural breaks

Global merchandise trade expanded rapidly over the last 61/2 decades and its relationship with global income has seen ebbs and flows. This paper examines the shifts in this relationship using time series data over...