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Global business cycles [[electronic resource] ] : convergence or decoupling? / / M. Ayhan Kose, Christopher Otrok, and Eswar S. Prasad
| Global business cycles [[electronic resource] ] : convergence or decoupling? / / M. Ayhan Kose, Christopher Otrok, and Eswar S. Prasad |
| Autore | Kose M. Ayhan |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, 2008 |
| Descrizione fisica | 1 online resource (51 p.) |
| Altri autori (Persone) |
OtrokChristopher
PrasadEswar |
| Collana | IMF working paper |
| Soggetto topico |
Business cycles - Econometric models
Globalization |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3965-4
1-4527-8339-X 1-4518-7001-9 9786612840944 1-282-84094-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; A. A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling?
B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I. A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor |
| Record Nr. | UNINA-9910463996603321 |
Kose M. Ayhan
|
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| Washington, D.C., : International Monetary Fund, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Business Cycles : : Convergence or Decoupling? / / Ayhan Kose, Eswar Prasad, Christopher Otrok
| Global Business Cycles : : Convergence or Decoupling? / / Ayhan Kose, Eswar Prasad, Christopher Otrok |
| Autore | Kose Ayhan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (51 p.) |
| Altri autori (Persone) |
PrasadEswar
OtrokChristopher |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Econometric models
Globalization Econometrics Finance: General Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Globalization: General General Financial Markets: General (includes Measurement and Data) Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Finance Econometrics & economic statistics Business cycles Consumption Emerging and frontier financial markets Factor models Economics Financial services industry Econometric models |
| ISBN |
1-4623-3965-4
1-4527-8339-X 1-4518-7001-9 9786612840944 1-282-84094-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; A. A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling?
B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I. A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor |
| Record Nr. | UNINA-9910788245303321 |
|
Kose Ayhan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||