1.

Record Nr.

UNINA9910464820203321

Autore

Swiston A (Andrew James)

Titolo

Spillovers across NAFTA [[electronic resource] /] / prepared by Andrew Swiston and Tamim Bayoumi

Pubbl/distr/stampa

Washington, D.C., : International Monetary Fund, Western Hemisphere Dept., 2008

ISBN

1-4623-7094-2

1-4527-1479-7

1-282-44837-4

1-4519-1318-4

9786613821560

Descrizione fisica

1 online resource (34 p.)

Collana

IMF working paper ; ; WP/08/3

Altri autori (Persone)

BayoumiTamim A

Soggetti

Electronic books.

Canada Foreign economic relations United States

United States Foreign economic relations Canada

Mexico Foreign economic relations United States

United States Foreign economic relations Mexico

Canada Economic conditions

United States Economic conditions 1945-

Mexico Economic conditions 1994-

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"January 2008."

Nota di bibliografia

Includes bibliographical references (p. 18-19).

Nota di contenuto

Contents; I. Introduction; II. Identifying Spillovers in a Vector Autoregression; III. Where do Shocks to Canada and Mexico Originate?; A. The Evolution of Domestic Shocks and Correlations Over Time; B. Size of Spillovers to Canada; C. Size of Spillovers to Mexico; IV. By What Channels Are Spillovers Transmitted?; A. Measuring the Channels; B. Sources of Spillovers to Canada; C. Sources of Spillovers to Mexico; V. Conclusions; References; Tables; 1. Canada: Correlations, Variances, and Covariances of VAR Residuals; 2. Mexico: Correlations, Variances, and Covariances of VAR Residuals

3. Canada: Variance Decompositions of Real GDP4. Mexico: Variance



Decompositions of Real GDP; Figures; 1. Measures of U.S. Integration with Canada and Mexico; 2. Canada: Spillovers Across Eight VARs; 3. Canada: Spillovers Across Eight VARs by Subsample; 4. Domestic Shocks and Canadian Responses by Subsample; 5. Mexico: Spillovers Across Eight VARs; 6. Mexico: Spillovers Across Eight VARs, 1996-2007; 7. Domestic Shocks and Mexican Responses by Subsample; 8. Canada: Decomposition of Spillovers; 9. Canada: Decomposition of Spillovers by Subsample; 10. Mexico: Decomposition of Spillovers