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Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal
| Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal |
| Autore | Tuesta Vicente |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 53 p. : ill |
| Altri autori (Persone) |
Rubio-RamirezJuan
RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Econometric models
Foreign exchange rates - Econometric models Econometrics Foreign Exchange Macroeconomics Production and Operations Management Production Cost Capital and Total Factor Productivity Capacity Multiple or Simultaneous Equation Models Multiple Variables: General Macroeconomics: Consumption Saving Wealth Environment and Growth Currency Foreign exchange Econometrics & economic statistics Economic growth Real exchange rates Total factor productivity Vector error correction models Consumption Sustainable growth Industrial productivity Econometric models Economics Economic development |
| ISBN |
1-4623-7796-3
1-4518-7359-X 1-4527-5510-8 1-282-84418-0 9786612844188 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788226303321 |
Tuesta Vicente
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal
| Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal |
| Autore | Tuesta Vicente |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 53 p. : ill |
| Disciplina | 332.1;332.15 |
| Altri autori (Persone) |
RabanalPau
Rubio-RamirezJuan |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Econometric models
Foreign exchange rates - Econometric models Capacity Capital and Total Factor Productivity Consumption Cost Currency Econometric models Econometrics & economic statistics Econometrics Economic development Economic growth Economics Environment and Growth Foreign Exchange Foreign exchange Industrial productivity Macroeconomics Macroeconomics: Consumption Multiple or Simultaneous Equation Models Multiple Variables: General Production and Operations Management Production Real exchange rates Saving Sustainable growth Total factor productivity Vector error correction models Wealth |
| ISBN |
1-4623-7796-3
1-4518-7359-X 1-4527-5510-8 1-282-84418-0 9786612844188 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I. Introduction -- II. The Great Moderation and Real Exchange Rate Volatility -- 1. Standard Deviation of HP-Filtered Data. USA and UK -- 2. Standard Deviation of HP-Filtered Data. Canada and Australia -- III. The Model -- A. Households -- B. Firms -- B.1 Final goods producers -- B.2 Intermediate goods producers -- B.3 The processes for TFP -- C. Market Clearing -- D. Equilibrium -- D.1 Equilibrium definition -- D.2 Equilibrium conditions -- E. Balanced Growth and the Restriction on the Cointegrating Vector -- IV. Estimation of the VECM -- A. Data -- 3. TFP Processes for the US and the "Rest of the World" -- B. Integration and Cointegration Properties -- 1. Unit Root tests for TFP -- 2. Cointegration Statistics I -- 3. Cointegration Statistics II: Johansen's test -- C. The VECM Model -- 4. Likelihood ratio tests -- 5. VECM model -- V. Results -- A. Parameterization -- B. Matching Real Exchange Rate Volatility -- 6a. Results -- 6b. Results -- 6c. Results -- C. Intuition -- 4. Impulse Response to a Home Country TFP shock. Model with Stationary TFP Shocks -- 5. Impulse Response to a Home-Country TFP shock. Model with Stationary TFP Shocks -- 7. Changing ρa and к -- 6. Impulse Response to a Home-Country TFP shock. Model with Cointegrated TFP Shocks -- 7. Impulse Response to a Home-Country TFP shock. Model with Cointegrated TFP Shocks -- D. Matching the Increase in Real Exchange Rate Volatility -- E. The "Backus-Smith Puzzle" -- 8. Investment-Specific Technology shocks -- VI. Concluding Remarks -- A. Normalize Equilibrium Conditions -- References -- Footnotes. |
| Record Nr. | UNINA-9910828970603321 |
|
Tuesta Vicente
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finance & Development, June 2012
| Finance & Development, June 2012 |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (60 p.) |
| Collana | Finance & Development |
| Soggetto topico |
Global Financial Crisis, 2008-2009
International finance Finance: General Labor Macroeconomics Criminology Public Finance General Financial Markets: General (includes Measurement and Data) Illegal Behavior and the Enforcement of Law Informal Economy Underground Econom Financial Crises Environment and Growth Labour income economics Finance Economic growth Economics of specific sectors Economic & financial crises & disasters Informal economy Sustainable growth Employment Financial crises Emerging and frontier financial markets Economic sectors Financial markets Informal sector Economics Money laundering Economic development Financial services industry Prices |
| ISBN |
1-4639-9673-X
1-4639-9279-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; DEPARTMENTS; Letters to the Editor; People in Economics; Minder of the Gaps; Boxes; Box 1 Economics: Changing the paradigm; Box 2 Slow progress for women; FEATURES; FIVE YEARS ON; The Crisis and Beyond; Tracking the Global Recovery; Charts; Chart 1 On track; Chart 2 Two-speed rebound; Chart 3 Trade returns; Chart 4 In search of jobs; Chart 5 Joined at the hip; Chart 6 Oil threatens recovery; Fixing the System; Trade Policy: So Far So Good?; Chart 1 Bounce back; Chart 2 Lower levies; Shedding Debt; Chart 1 Piling on debt; Chart 2 Consumers gorge; Chart 3 Corporate restraint
Bystanders at the Collapse Chart 1 Hit hard; Chart 2 In recovery; Stable Disequilibrium; Commodities in Boom; Chart 1 A wild ride; Chart 2 Fast comeback; Picture This; Water for People; ALSO IN THIS ISSUE; Going Green; Chart 1 Greening up; Chart 2 Renewables rising; Dirty Money, Real Pain; Out of the Shadows; Back to Basics; What Are Money Markets?; More Jobs, Better Jobs; Chart 1 Less poverty; Chart 2 Same old story; Chart 3 Limiting factors; Chart 4 Nourish children; Straight Talk; Age of Austerity; Book Reviews; Data Spotlight; G7 Borrowing from Abroad |
| Record Nr. | UNINA-9910779202203321 |
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finance & Development, June 2012
| Finance & Development, June 2012 |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (60 p.) |
| Disciplina | 332.10973 |
| Collana | Finance & Development |
| Soggetto topico |
Global Financial Crisis, 2008-2009
International finance Finance: General Labor Macroeconomics Criminology Public Finance General Financial Markets: General (includes Measurement and Data) Illegal Behavior and the Enforcement of Law Informal Economy Underground Econom Financial Crises Environment and Growth Labour income economics Finance Economic growth Economics of specific sectors Economic & financial crises & disasters Informal economy Sustainable growth Employment Financial crises Emerging and frontier financial markets Economic sectors Financial markets Informal sector Economics Money laundering Economic development Financial services industry Prices Income economics |
| ISBN |
1-4639-9673-X
1-4639-9279-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; DEPARTMENTS; Letters to the Editor; People in Economics; Minder of the Gaps; Boxes; Box 1 Economics: Changing the paradigm; Box 2 Slow progress for women; FEATURES; FIVE YEARS ON; The Crisis and Beyond; Tracking the Global Recovery; Charts; Chart 1 On track; Chart 2 Two-speed rebound; Chart 3 Trade returns; Chart 4 In search of jobs; Chart 5 Joined at the hip; Chart 6 Oil threatens recovery; Fixing the System; Trade Policy: So Far So Good?; Chart 1 Bounce back; Chart 2 Lower levies; Shedding Debt; Chart 1 Piling on debt; Chart 2 Consumers gorge; Chart 3 Corporate restraint
Bystanders at the Collapse Chart 1 Hit hard; Chart 2 In recovery; Stable Disequilibrium; Commodities in Boom; Chart 1 A wild ride; Chart 2 Fast comeback; Picture This; Water for People; ALSO IN THIS ISSUE; Going Green; Chart 1 Greening up; Chart 2 Renewables rising; Dirty Money, Real Pain; Out of the Shadows; Back to Basics; What Are Money Markets?; More Jobs, Better Jobs; Chart 1 Less poverty; Chart 2 Same old story; Chart 3 Limiting factors; Chart 4 Nourish children; Straight Talk; Age of Austerity; Book Reviews; Data Spotlight; G7 Borrowing from Abroad |
| Record Nr. | UNINA-9910813578403321 |
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||