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The Global Impact of the Systemic Economies and MENA Business Cycles* »
Article
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...
The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »
Article
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...