Putting the Parts Together : : Trade, Vertical Linkages, and Business Cycle Comovement / / Andrei Levchenko, Julian Di Giovanni |
Autore | Levchenko Andrei |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (57 p.) |
Disciplina | 330.9 |
Altri autori (Persone) | Di GiovanniJulian |
Collana | IMF Working Papers |
Soggetto topico |
International trade
Business cycles Exports and Imports Macroeconomics Industries: Manufacturing Trade Policy International Trade Organizations Industry Studies: Manufacturing: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Macroeconomics: Production Trade: General International economics Manufacturing industries Economic growth Plurilateral trade Manufacturing Production growth Exports Production Economic theory |
ISBN |
1-4623-8906-6
1-4527-1777-X 9786612843914 1-282-84391-5 1-4518-7328-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Empirical Strategy and Data; A. Sector-Level and Aggregate Comovement; B. Vertical Linkages and Transmission of Shocks; C. Identification and Interpretation; D. Data and Summary Statistics; III. Results; A. Vertical Production Linkages, Trade, and Comovement; IV. The Impact of Sector-Level Trade on Aggregate Comovement; A. Heterogeneity Across Country Pairs; V. Conclusion; Appendix; I. Logs and Levels Estimates; Tables; 1. Impact of Trade on Comovement at the Sector-Level: Pooled Estimates
2. Impact of Trade on Comovement at the Sector-Level: Within- and Cross-Sector Estimates3. Impact of Trade on Comovement at the Sector-Level: Vertical Linkage Estimates; 4. Impact of Trade on Comovement at the Sector-Level: Vertical Linkages, Within-and Cross-Sector Estimates; 5. Impact of Trade on Comovement at the Sector-Level: Vertical Linkages and Elas-ticities of Substitution Estimates; 6. Impact of Trade on Aggregate Comovement: Baseline and Within vs. Cross-Sector Estimates; 7. Impact of Trade on Aggregate Comovement: Main Effect vs. Vertical Linkage Esti-mates 8. Impact of Trade on Comovement for Country-Pair Subsamples: All Specifications9. Impact of Trade on Aggregate Comovement for Subsamples: Main Effect vs. Verti-cal Linkage Estimates; A1. Country Summary Statistics: 1970-99; A2. Subsample Summary Statistics for Manufacturing Sector: 1970-99; A3. Sector Summary Statistics: 1970-99; A4. Estimates of the Impact of Total Bilateral Trade on Aggregate Comovement in Real GDP and Total Manufacturing Real Output; A5. Impact of Trade on Comovement at the Sector-Level: All Specifications for HP-Filtered Data B1. Impact of Trade on Comovement at the Aggregate-Level: Trimming ExerciseB2. Impact of Trade on Comovement at the Sector-Level: Trimming Exercise for Levels ..; B3. Impact of Trade on Comovement at the Sector-Level: Trimming Exercise for Logs; B4. Impact of Trade on Comovement at the Sector-Level: Pooled Estimates for Levels; B5. Impact of Trade on Comovement at the Sector-Level: Within- and Cross-Sector Estimates for Levels; B6. Impact of Trade on Comovement at the Sector-Level: Vertical Linkage Estimates for Levels B7. Impact of Trade on Comovement at the Sector-Level: Vertical Linkages, Within-and Cross-Sector Estimates for LevelsB8. Impact of Trade on Comovement at the Sector-Level: Vertical Linkages and Elas-ticities of Substitution Estimates for Levels; Figures; 1. Correlation of Real GDP Growth vs. Correlation of Real Manufacturing Output Growth; 2. Correlation of Real Manufacturing Output Growth vs. Trade Ratios; 3. Contour Representation of the BEA Input-Output Matrix for 28 Manufacturing Sec-tors; 4. Impact of Trade on Bilateral Aggregate Correlation Across Country Pairs; References |
Record Nr. | UNINA-9910788228403321 |
Levchenko Andrei | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Remoteness and real exchange rate volatility [[electronic resource] /] / prepared by Claudio Bravo-Ortega and Julian di Giovanni |
Autore | Bravo-Ortega Claudio |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2005 |
Descrizione fisica | 1 online resource (21 p.) |
Altri autori (Persone) | Di GiovanniJulian |
Collana | IMF working paper |
Soggetto topico |
Foreign exchange rates - Econometric models
Comparative advantage (International trade) |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8213-4
1-4527-9760-9 1-282-04440-0 1-4519-0556-4 9786613797544 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TWO-COUNTRY MODEL""; ""III. EMPIRICAL EVIDENCE""; ""IV. CONCLUSION""; ""APPENDIX""; ""REFERENCES"" |
Record Nr. | UNINA-9910464585303321 |
Bravo-Ortega Claudio | ||
[Washington, D.C.], : International Monetary Fund, Research Dept., 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon / / E. Gardner, Julian Di Giovanni |
Autore | Gardner E |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (25 p.) |
Disciplina | 336.34 |
Altri autori (Persone) | Di GiovanniJulian |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Debts, Public - Lebanon - Econometric models
Fiscal policy - Lebanon - Econometric models Banks and Banking Exports and Imports Public Finance Debt Debt Management Sovereign Debt Interest Rates: Determination, Term Structure, and Effects International Lending and Debt Problems Fiscal Policy Public finance & taxation Finance International economics Macroeconomics Public debt Debt sustainability analysis Deposit rates Fiscal policy Real interest rates Debts, Public Interest rates Debts, External |
ISBN |
1-4623-1140-7
1-4527-0065-6 1-4518-6958-4 1-282-84052-5 9786612840524 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Lebanon's Debt Dynamics; III. Methodology; Tables; 1. Standard Deviation of Changes in Monthly Real Short-Term Interest Rates, 1998-2007; A. Construction of the Variance-Covariance Matrix of Shocks; B. Monte Carlo Simulation; IV. Simulation Results; A. Summary Statistics and Simulation Distributions; 2. Standard Deviation of Shocks, 1998-2007; 3. Correlation Matrix of Shocks; Figures; 1a. Distribution of Simulated Values of Real GDP Growth Rate (g): 2008-12; 1b. Distribution of Simulated Values of Effective Interest Rate (r): Temporary Shocks, 2008 -12
1c. Distribution of Simulated Values of Effective Interest Rate (r): Permanent Shocks, 2008-121d. Distribution of Simulated Values of Debt-to-GDP Ratio (d): Temporary Shocks, 2008-12; 1e. Distribution of Simulated Values of Debt-to-GDP Ratio (d): Permanent Shocks, 2008-12; B. Fan Charts; 2a. Scenario's Debt-to-GDP Ratio Fan Chart: Temporary Shocks, 2007-12; V. Conclusion; 2b. Scenario's Debt-to-GDP Ratio Fan Chart: Permanent Shocks, 2007-12; Appendix; References |
Record Nr. | UNINA-9910788239803321 |
Gardner E | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Trade costs and real exchange rate volatility [[electronic resource] ] : the role of Ricardian comparative advantage / / prepared by Claudio Bravo-Ortega and Julian di Giovanni |
Autore | Bravo-Ortega Claudio |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Research Dept., 2005 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) | Di GiovanniJulian |
Collana | IMF working paper |
Soggetto topico |
Foreign exchange rates - Econometric models
Comparative advantage (International trade) - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-6800-X
1-4527-6934-6 1-282-10856-5 1-4519-0560-2 9786613801913 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Trade Costs and Real Exchange Rate Volatility: The Role of Ricardian Comparative Advantage""; ""Contents""; ""I. INTRODUCTION""; ""II. MULTI-COUNTRY MODEL""; ""III. EXAMPLE""; ""IV. EMPIRICAL EVIDENCE""; ""V. CONCLUSION""; ""APPENDIX MULTI-COUNTRY REAL EXCHANGE RATE VOLATILITY""; ""REFERENCES"" |
Record Nr. | UNINA-9910464561303321 |
Bravo-Ortega Claudio | ||
Washington, D.C., : International Monetary Fund, Research Dept., 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Trade Openness and Volatility / / Andrei Levchenko, Julian Di Giovanni |
Autore | Levchenko Andrei |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (62 p.) |
Altri autori (Persone) | Di GiovanniJulian |
Collana | IMF Working Papers |
Soggetto topico |
International trade - Econometric models
Financial crises - Econometric models Industrial productivity - Econometric models Econometrics Exports and Imports Macroeconomics Public Finance Industries: Manufacturing National Government Expenditures and Related Policies: General Industry Studies: Manufacturing: General Macroeconomics: Production Econometric Modeling: General Empirical Studies of Trade Public finance & taxation Manufacturing industries Econometrics & economic statistics International economics Public expenditure review Manufacturing Production growth Gravity models Trade balance Expenditures, Public Production Economic theory Econometric models Balance of trade |
ISBN |
1-4623-7698-3
1-4527-6724-6 1-4518-7004-3 9786612840975 1-282-84097-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Empirical Strategy and Data; A. Empirical Strategy; B. Additional Methodological Issues; C. Data and Summary Statistics; III. Results; A. Trade and Volatility within a Sector; B. Trade and Sector Comovement; C. Trade and Specialization; IV. The Impact on Aggregate Volatility; A. The Relationship between Each Channel and the Aggregate Volatility; B. The Impact Across Countries and Over Time; C. Country Characteristics and the Impact on Aggregate Volatility; D. Changes in the Impact on Aggregate Volatility Across Decades; V. Conclusion; Appendices
I. Sector-Level Gravity-Based InstrumentII. The Symmetry Assumption; Text Tables; 1. Volatility of Annual Output Growth per Worker: Cross-Sectional Results; 2. Volatility of Annual Output Growth per Worker: Panel Results; 3. Volatility of Annual Growth of Quantity per Worker and of Prices: Cross-Sectional Results; 4. Volatility of Annual Growth of Quantity per Worker and of Prices: Cross-Sectional Results; 5. Correlation of Annual Output Growth per Worker with the Rest of the Manufacturing Section: Cross-Section Results 6. Correlation of Annual Output Growth per Worker with the Rest of the Manufacturing Section: Panel Results7. Correlation of Annual Growth of Quantity per Worker and of Prices with Rest of the Manufacturing Section: Cross-Sectional Results; 8. Specialization and Trade Openness at the Country Level; 9. Volatility, Correlation and Specialization Coefficients Across Decades; 10. Cross-Country and Cross-Decade Impacts of Changes in Openness; 11. The Impact of Changes in Openness Evaluated at Different Percentiles of the Data; Text Figures; 1. Volatility and Openness in the 1990's 2. Comparison of Manufacturing and Aggregate Volatility3. Manufacturing Output Volatility and Openness; 4. Trade and Specialization; Appendix Tables; A1. Country Summary Statistics: 1970-99; A2. Sector Summary Statistics: 1970-99; A3. Volatility of Annual Output Growth per Worker: Cross-Sectional Robustness Results; A4. Volatility of Annual Output Growth per Worker: Panel Robustness Results; A5. Correlation of Annual Output Growth per Worker with Rest of the Manufacturing Sector: Cross-Sectional Robustness A6. Correlation of Annual Output Growth per Worker with Rest of the Manufacturing Sector: Panel Robustness ResultsA7. Specialization and Trade Openness at the Country Level: Robustness Results; Appendix Figure; A1. Sector-Level Gravity Coefficients; References |
Record Nr. | UNINA-9910788235503321 |
Levchenko Andrei | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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