03253nam 2200637 a 450 991046482020332120181012003152.01-4623-7094-21-4527-1479-71-282-44837-41-4519-1318-49786613821560(CKB)3360000000443194(EBL)1607684(SSID)ssj0000948650(PQKBManifestationID)11602667(PQKBTitleCode)TC0000948650(PQKBWorkID)10951190(PQKB)10568120(OCoLC)535146989(MiAaPQ)EBC1607684(EXLCZ)99336000000044319420090811d2008 uy 0engur|n|---|||||txtccrSpillovers across NAFTA[electronic resource] /prepared by Andrew Swiston and Tamim BayoumiWashington, D.C. International Monetary Fund, Western Hemisphere Dept.20081 online resource (34 p.)IMF working paper ;WP/08/3"January 2008."1-4518-6865-0 Includes bibliographical references (p. 18-19).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 Residuals3. 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 SpilloversIMF working paper ;WP/08/3.CanadaForeign economic relationsUnited StatesUnited StatesForeign economic relationsCanadaMexicoForeign economic relationsUnited StatesUnited StatesForeign economic relationsMexicoCanadaEconomic conditionsUnited StatesEconomic conditions1945-MexicoEconomic conditions1994-Electronic books.Swiston A(Andrew James)894441Bayoumi Tamim A122763International Monetary Fund.Western Hemisphere Dept.MiAaPQMiAaPQMiAaPQBOOK9910464820203321Spillovers across NAFTA2285435UNINA