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People’s Republic of China

People’s Republic of China »

Source: People's Republic of China : Hong Kong Special Administrative Region: Selected Issues

Volume/Issue: 2008/42

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 February 2008

ISBN: 9781451816976

Keywords: interest rates, interest, domestic interest rates, international monetary fund, business cycle

Hong Kong, like other city financial centers, has a high private saving rate. This paper seeks to understand what the principal drivers of saving and investment in financial centers are. Cyclical frequency changes...

People's Republic of China—Hong Kong Special Administrative Region: Selected Issues

People's Republic of China—Hong Kong Special Administrative Region: Selected Issues »

Source: People's Republic of China : Hong Kong Special Administrative Region: Selected Issues

Volume/Issue: 2008/42

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 February 2008

ISBN: 9781451816976

Keywords: interest rates, interest, domestic interest rates, international monetary fund, business cycle

Hong Kong, like other city financial centers, has a high private saving rate. This paper seeks to understand what the principal drivers of saving and investment in financial centers are. Cyclical frequency changes...

Hong Kong’s Growth Synchronization with China and the U.S.

Hong Kong’s Growth Synchronization with China and the U.S. »

Source: Hong Kong's Growth Synchronization with China and the U.S. : A Trend and Cycle Analysis

Volume/Issue: 2015/82

Series: IMF Working Papers

Author(s): Dong He , Wei Liao , and Tommy Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 April 2015

ISBN: 9781484336106

Keywords: Business cycle synchronization, permanent income hypothesis, stochastic trend, structural vector autoregression, permanent income, exports, economy, International Business Cycles, structural vector autoregression.,

This paper investigates the synchronization of Hong Kong SAR's economic growth with mainland China and the United States. This paper identifies trends of economic growth based on the permanent income hypothesis. Sp...

Business Cycles in Emerging Markets

Business Cycles in Emerging Markets »

Source: Business Cycles in Emerging Markets : The Role of Durable Goods and Financial Frictions

Volume/Issue: 2011/133

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455259380

Keywords: real business cycles, durables, financial frictions, business cycles, total consumption, interest rates, business cycle, elasticity of substitution, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

This paper examines how durable goods and financial frictions shape the business cycle of a small open economy subject to shocks to trend and transitory shocks. In the data, nondurable consumption is not as volatil...

China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?1

China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?1 »

Source: China's Slowdown and Global Financial Market Volatility : Is World Growth Losing Out?

Volume/Issue: 2016/63

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2016

ISBN: 9781513590455

Keywords: China&;amp;#x2019;s slowdown, global financial market volatility, international business cycle, Global VAR, volatility, market volatility, financial market, trade, global financial market, Time-Series Models

China's GDP growth slowdown and a surge in global financial market volatility could both adversely affect an already weak global economic recovery. To quantify the global macroeconomic consequences of these shocks,...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy*

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »

Source: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Impact of the Systemic Economies and MENA Business Cycles*

The Global Impact of the Systemic Economies and MENA Business Cycles* »

Source: The Global Impact of the Systemic Economies and MENA Business Cycles

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

Spillovers from China's Growth Slowdown and Rebalancing to the ASEAN-5 Economies

Spillovers from China's Growth Slowdown and Rebalancing to the ASEAN-5 Economies »

Source: Spillovers from China's Growth Slowdown and Rebalancing to the ASEAN-5 Economies

Volume/Issue: 2016/170

Series: IMF Working Papers

Author(s): Allan Dizioli , Jaime Guajardo , Vladimir Klyuev , Rui Mano , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 August 2016

ISBN: 9781475524260

Keywords: China’;s slowdown and rebalancing, international business cycle, spillovers, Global VAR, Flexible System of Global Models (FSGM), ASEAN-5.

After many years of rapid expansion, China's growth is slowing to more sustainable levels and is rebalancing, with consumption becoming the main growth driver. This transition is likely to have negative effects on...

Export Spillovers from Global Shocks for the Middle East and Central Asia

Export Spillovers from Global Shocks for the Middle East and Central Asia »

Source: Export Spillovers from Global Shocks for the Middle East and Central Asia

Volume/Issue: 2014/80

Series: IMF Working Papers

Author(s): Alberto Behar , and Jaime Espinosa-Bowen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 May 2014

ISBN: 9781484380796

Keywords: Gravity model, Caucasus, oil exports, oil exporters, exporters, services exports, exporter, Trade Forecasting and Simulation, International Business Cycles,

This paper quantifies the effect of realized and potential global growth disappointments on export volumes from the Middle East, North Africa, the Caucasus, and Central Asia. Estimates of export elasticities with r...

The Comovement in Commodity Prices

The Comovement in Commodity Prices »

Source: The Comovement in Commodity Prices : Sources and Implications

Volume/Issue: 2013/140

Series: IMF Working Papers

Author(s): Ron Alquist , and Olivier Coibion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2013

ISBN: 9781484378144

Keywords: comovement, factor models, factor analysis, global production, agricultural commodities, idiosyncratic shocks, International Business Cycles, comovement: factor models,

We present a simple macroeconomic model with a continuum of primary commodities used in the production of the final good, such that the real prices of commodities have a factor structure. One factor captures the co...