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Spillovers from the Maturing of China's Economy

Spillovers from the Maturing of China's Economy »

Source: Spillovers from the Maturing of China's Economy

Volume/Issue: 2016/212

Series: IMF Working Papers

Author(s): Allan Dizioli , Benjamin Hunt , and Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 November 2016

ISBN: 9781475552225

Keywords: Spillovers, Asia and Pacific, China’;s slowdown and rebalancing, international business cycle, model based analysis, China&;amp;#x2019;s slowdown and rebalancing, Computable General Equilibrium Models, Forecasting and Simulation, Open Economy Macroeconomics, International Business Cycles

China's transition to a new growth model continues and the impact has been felt across the globe. Several trends contribute to the ‘maturing' of China's economy: i) structural slowing on the convergence path; ii) o...

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...

Growth Slowdowns and the Middle-Income Trap

Growth Slowdowns and the Middle-Income Trap »

Source: Growth Slowdowns and the Middle-Income Trap

Volume/Issue: 2013/71

Series: IMF Working Papers

Author(s): Shekhar Aiyar , Romain Duval , Damien Puy , Yiqun Wu , and Longmei Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2013

ISBN: 9781484330647

Keywords: growth, slowdown, middle income trap, Bayesian Model Averaging, per capita income, export diversification, gdp per capita, trade openness, growth rates, Bayesian Analysis

The “middle-income trap” is the phenomenon of hitherto rapidly growing economies stagnating at middle-income levels and failing to graduate into the ranks of high-income countries. In this study we ex...

Measuring Oil-Price Shocks Using Market-Based Information1

Measuring Oil-Price Shocks Using Market-Based Information1 »

Source: Measuring Oil-Price Shocks Using Market-Based Information

Volume/Issue: 2012/19

Series: IMF Working Papers

Author(s): Tao Wu , and Michele Cavallo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931810

Keywords: Oil Shocks, Market-Based Information, VAR Identification, oil market, opec, equation, oil demand, Multiple or Simultaneous Equation Models: Time-Series Models, Methodology for Collecting, Estimating

We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then...

China

China »

Source: China : Sources of Real Exchange Rate Fluctuations

Volume/Issue: 2004/18

Series: IMF Working Papers

Author(s): Tao Wang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2004

ISBN: 9781451843675

Keywords: real exchange rate, structural VAR, exchange rate, effective exchange rate, real effective exchange rate, exchange rate fluctuations, Multiple or Simultaneous Equation Models: Time-Series Models, Open Economy Macroeconomics, Economywide Country Studies: Asia including Middle East,

This paper reviews the evolution of China's real effective exchange rate between 1980 and 2002, and uses a structural vector autoregression model to study the relative importance of different types of macroeconomic...

Mauritius

Mauritius »

Source: Mauritius : Unemployment and the Role of Institutions

Volume/Issue: 2003/211

Series: IMF Working Papers

Author(s): James Yao , and Calvin McDonald

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

ISBN: 9781451874860

Keywords: institutions, wage, skilled labor, employment, labor demand, labor market, Demand and Supply of Labor: General, Unemployment: Models, Duration, Incidence

Despite strong economic growth, a "U"-curve unemployment phenomenon in Mauritius can be observed. Unemployment plunged from 21 percent to less than 4 percent between the early 1980s and the early 1990s, but this tr...

The Effectiveness of Monetary Policy Transmission Under Capital Inflows

The Effectiveness of Monetary Policy Transmission Under Capital Inflows »

Source: The Effectiveness of Monetary Policy Transmission Under Capital Inflows : Evidence from Asia

Volume/Issue: 2012/265

Series: IMF Working Papers

Author(s): Sonali Jain-Chandra , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 November 2012

ISBN: 9781475525823

Keywords: Monetary policy transmission, dynamic factor model, structural VAR, long-term interest rates, bond yields, Monetary Policy (Targets, Instruments, and Effects), Open Economy Macroeconomics,

The effectiveness of the monetary policy transmission mechanism in open economies could be impaired if interest rates are driven primarily by global factors, especially during periods of large capital inflows. The...

The Global Financial Crisis

The Global Financial Crisis »

Source: The Global Financial Crisis : An Anatomy of Global Growth

Volume/Issue: 2013/76

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 March 2013

ISBN: 9781484362013

Keywords: Growth Synchronization, global shocks, global financial crisis, idiosyncratic shocks, pre-crisis, Bayesian Analysis, Time-Series Models, International Policy Coordination and Transmission, Open Economy Macroeconomics,

The global financial crisis was a stark reminder of the importance of cross-country linkages in the global economy. We document growth synchronization across a diverse group of 185 countries covering 7 regions, and...

Demand Spillovers and the Collapse of Trade in the Global Recession

Demand Spillovers and the Collapse of Trade in the Global Recession »

Source: Demand Spillovers and the Collapse of Trade in the Global Recession

Volume/Issue: 2010/142

Series: IMF Working Papers

Author(s): Kei-Mu Yi , Rudolfs Bems , and Robert Johnson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201259

Keywords: Demand spillovers, trade collapse, input-output model, trade elasticity, domestic demand, intermediate goods, world trade, goods imports, global trade, Macroeconomic Aspects Of International Trade And Finance,

This paper uses a global input-output framework to quantify US and EU demand spillovers and the elasticity of world trade to GDP during the global recession of 2008-2009. We find that 20-30 percent of the decline i...

Future of Asia’s Finance

Future of Asia’s Finance »

Source: Future of Asia's Finance : How Can it Meet Challenges of Demographic Change and Infrastructure Needs?

Volume/Issue: 2014/126

Series: IMF Working Papers

Author(s): Ding Ding , Waikei Lam , and Shanaka Peiris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 July 2014

ISBN: 9781498321082

Keywords: Demographic change, infrastructure financing, financial deepening, financial integration, capital and financial flows, bond, financial markets, financial sector development, bonds, Models with Panel Data

There is a role for Asia's financial sector to play to address the challenges associated with the region's changing demographics and infrastructure investment needs. Enhancing financial innovation and integration i...