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World Economic Outlook, October 2016

Subdued Demand: Symptoms and Remedies

Global growth is projected to slow in 2016 before recovering in 2017, thought the current outlook is shaped by a complex confluence of ongoing challenges.

World Economic Outlook, October 2016

Subdued Demand: Symptoms and Remedies

Global growth is projected to slow in 2016 before recovering in 2017, thought the current outlook is shaped by a complex confluence of ongoing challenges.

Regional Economic Outlook, October 2016, Middle East and Central Asia

Regional Economic Outlook, October 2016, Middle East and Central Asia »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

DOI: http://dx.doi.org/10.5089/9781513534497.086

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

This issue focuses on the ongoing adjustment to cheaper oil and subdued economic activity for oil-producing countries, as well as the weak and fragile recovery in the Caucasus and Central Asia region. It also discusses globa...

Spillovers from Japan's Unconventional Monetary Policy to Emerging Asia

Spillovers from Japan's Unconventional Monetary Policy to Emerging Asia »

Source: Spillovers from Japan's Unconventional Monetary Policy to Emerging Asia : a Global VAR approach

Volume/Issue: 2016/99

Series: IMF Working Papers

Author(s): Giovanni Ganelli, and Nour Tawk

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 May 2016

ISBN: 9781484361689

Keywords: QQE; Spillovers; Emerging Asia; Japan

We use a Global VAR model to study spillovers from the Bank of Japan's quantitative and qualitative easing (QQE) on emerging Asia.1 Our main result is that, despite an appreciation of their currencies vis-à-vis the yen, the...

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Source: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau, and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long...

China's Growing Influence on Asian Financial Markets1

China's Growing Influence on Asian Financial Markets1 »

Source: China's Growing Influence on Asian Financial Markets

Volume/Issue: 2016/173

Series: IMF Working Papers

Author(s): Serkan Arslanalp, Wei Liao, Shi Piao, and Dulani Seneviratne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 August 2016

ISBN: 9781475525137

Keywords: China, Spillovers, Equity markets, Foreign Exchange Markets

This paper finds that financial spillovers from China to regional markets are on the rise. The main transmission channel appears to be trade linkages, although direct financial linkages are playing an increasing role. Withou...

The Cost of Aggressive Sovereign Debt Policies

The Cost of Aggressive Sovereign Debt Policies »

Source: The Cost of Aggressive Sovereign Debt Policies : How Much is theprivate Sector Affected?

Volume/Issue: 2009/29

Series: IMF Working Papers

Author(s): Christoph Trebesch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871760

Keywords: Sovereign Default, Reputation Spillovers, debt policies, debt crisis, external borrowing,

This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusable versus...

Price Dynamics in China

Price Dynamics in China »

Source: Price Dynamics in China

Volume/Issue: 2010/221

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455208869

Keywords: inflation spillovers, provincial inflation, money growth, price inflation, aggregate demand,

Chinese inflation, particularly non-food inflation, has been surprisingly modest in recent years. We find that supply factors, including those captured through upstream foreign commodity and producer prices, have been import...

3. Caucasus and Central Asia: Is the Worst Over?

3. Caucasus and Central Asia: Is the Worst Over? »

Source: Regional Economic Outlook, October 2016, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

Fiscal accommodation and exchange rate adjustment have helped the Caucasus and Central Asia (CCA) mitigate the immediate impact from large and persistent external shocks, particularly the slump...

4. How Will China’s Rebalancing Affect the Middle East and Central Asia?

4. How Will China’s Rebalancing Affect the Middle East and Central Asia? »

Source: Regional Economic Outlook, October 2016, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

Weaker commodity prices, slower global growth, and higher global risk aversion are the channels through which the Middle East, North Africa, Afghanistan, and Pakistan (MENAP) and the Caucasus an...

Caucasus and Central Asia

Caucasus and Central Asia »

Source: Regional Economic Outlook, October 2016, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

Population, millions (2015) GDP per capita, U.S. dollars (2015) Sources: IMF Regional Economic Outlook database; and Microsoft Map Land. Note: Th...

Africa’s Rising Exposure to China: How Large Are Spillovers Through Trade?

Africa’s Rising Exposure to China: How Large Are Spillovers Through Trade? »

Source: Africa's Rising Exposure to China : How Large Are Spillovers Through Trade?

Volume/Issue: 2013/250

Series: IMF Working Papers

Author(s): Paulo Drummond, and Estelle Liu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 December 2013

ISBN: 9781484311318

Keywords: spillover, panel data, econometrics, export growth, exporters, oil exporters, total exports, General,

The rapid growth in China's domestic investment in recent decades has generated a large appetite for global goods, including from sub-Saharan Africa (SSA). This paper estimates the impact of changes in China's investment gro...