The global impact of the systemic economies and MENA business cycles [[electronic resource] /] / prepared by Paul Cashin, Kamiar Mohaddes, and Mehdi Raissi |
Autore | Cashin Paul |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
Descrizione fisica | 1 online resource (41 p.) |
Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi |
Collana | IMF working paper |
Soggetto topico |
Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models Business cycles - Middle East - Econometric models Business cycles - Africa, North - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4755-3230-X
1-4755-9666-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP 2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers 7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988 |
Record Nr. | UNINA-9910452731703321 |
Cashin Paul | ||
Washington, D.C., : International Monetary Fund, c2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi |
Autore | Cashin Paul |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (41 p.) |
Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models Business cycles - Middle East - Econometric models Business cycles - Africa, North - Econometric models Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Economywide Country Studies: Asia including Middle East Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Currency Foreign exchange Petroleum, oil & gas industries Oil Oil prices Vector autoregression Real effective exchange rates Oil production Commodities Econometric analysis Production Petroleum industry and trade |
ISBN |
1-4755-3230-X
1-4755-9666-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP 2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers 7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988 |
Record Nr. | UNINA-9910779643103321 |
Cashin Paul | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The global impact of the systemic economies and MENA business cycles / / prepared by Paul Cashin, Kamiar Mohaddes, and Mehdi Raissi |
Autore | Cashin Paul |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
Descrizione fisica | 1 online resource (41 p.) |
Disciplina | 332.1532 |
Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi |
Collana | IMF working paper |
Soggetto topico |
Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models Business cycles - Middle East - Econometric models Business cycles - Africa, North - Econometric models |
ISBN |
1-4755-3230-X
1-4755-9666-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP 2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers 7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988 |
Record Nr. | UNINA-9910810127103321 |
Cashin Paul | ||
Washington, D.C., : International Monetary Fund, c2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|