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Paul Cashin

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sriram Balasubramanian & Mr. Paul Cashin, 2019. "Gross National Happiness and Macroeconomic Indicators in the Kingdom of Bhutan," IMF Working Papers 2019/015, International Monetary Fund.

    Cited by:

    1. Satish Deodhar & Sriram Balasubramanian, 2020. "The Pre-kautilyan Period: a sustainable model through ancient economic ideas and practices," Working Papers 0199, European Historical Economics Society (EHES).

  2. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," Cambridge Working Papers in Economics 1618, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Kamiar Mohaddes & Mehdi Raissi, 2016. "The U.S. Oil Supply Revolution and the Global Economy," Working Papers EPRG 1604, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    2. Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is It Different This Time Around?," Working Papers 1052, Economic Research Forum, revised 10 2016.
    3. Blagrave, Patrick & Vesperoni, Esteban, 2018. "The implications of China’s slowdown for international trade," Journal of Asian Economics, Elsevier, vol. 56(C), pages 36-47.
    4. Belke, Ansgar & Dreger, Christian & Dubova, Irina, 2016. "On the exposure of the BRIC countries to global economic shocks," Ruhr Economic Papers 622, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    5. Mala Raghavan & Faisal Khan & Sonia Kumari Selvarajan & Evelyn S. Devadason, 2023. "Cross‐country linkages between ASEAN and non‐ASEAN‐RCEP member states: A global VAR analysis," The World Economy, Wiley Blackwell, vol. 46(6), pages 1782-1814, June.
    6. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers 27855, National Bureau of Economic Research, Inc.
    7. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
    8. Md Kamal Hossain & Md Shamim Hossain, 2023. "Causal Interaction between Foreign Direct Investment Inflows and China’s Economic Growth," Sustainability, MDPI, vol. 15(10), pages 1-18, May.
    9. Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2020. "The Determinants of Indonesia’s Business Cycle," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 215-235.
    10. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018. "ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis," Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
    11. Anna Sznajderska & Mariusz Kapuściński, 2020. "Macroeconomic spillover effects of the Chinese economy," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 992-1019, September.
    12. Ganelli, Giovanni & Tawk, Nour, 2019. "Spillovers from Japan's Unconventional Monetary Policy: A global VAR Approach," Economic Modelling, Elsevier, vol. 77(C), pages 147-163.
    13. Dagher, Leila & Hasanov, Fakhri, 2022. "Oil Market Shocks and Financial Instability in Asian Countries," MPRA Paper 116079, University Library of Munich, Germany.
    14. Anna Sznajderska, 2021. "Should we recalculate the level of spillover effects if the alternative GDP measures for China are correct?," Bank i Kredyt, Narodowy Bank Polski, vol. 52(5), pages 437-456.
    15. Oyenyinka Sunday Omoshoro‐Jones & Lumengo Bonga‐Bonga, 2022. "Intra‐regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," The World Economy, Wiley Blackwell, vol. 45(1), pages 251-275, January.
    16. NTUNGILA, Floribert & PINSHI, Christian P., 2019. "Fluctuations de prix des matières premières et économie congolaise : manne d’espoir ou de malédiction ? [Fluctuations in commodity price and the congolese economy: hope or curse manna?]," MPRA Paper 95409, University Library of Munich, Germany.
    17. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2016. "Zeit für Reformen. Jahresgutachten 2016/17 [Time for Reforms. Annual Report 2016/17]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201617, September.
    18. Anna Sznajderska, 2019. "The role of China in the world economy: evidence from a global VAR model," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1574-1587, March.
    19. Razieh Zahedi & Asghar Shahmoradi & Ali Taiebnia, 2022. "The ever-evolving trade pattern: a global VAR approach," Empirical Economics, Springer, vol. 63(3), pages 1193-1218, September.
    20. Mr. Gee Hee Hong & Mr. Jaewoo Lee & Wei Liao & Dulani Seneviratne, 2016. "China and Asia in Global Trade Slowdown," IMF Working Papers 2016/105, International Monetary Fund.
    21. Jibril, Halima & Chaudhuri, Kausik & Mohaddes, Kamiar, 2020. "Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?," Energy Policy, Elsevier, vol. 137(C).
    22. Davide Furceri & João Tovar Jalles & Aleksandra Zdzienicka, 2017. "China Spillovers: New Evidence from Time-Varying Estimates," Open Economies Review, Springer, vol. 28(3), pages 413-429, July.
    23. Anna Sznajderska & Mariusz Kapuściński, 2019. "The spillover effects of Chinese economy on Southeast Asia and Oceania," NBP Working Papers 315, Narodowy Bank Polski.
    24. Mr. Serkan Arslanalp & Wei Liao & Shi Piao & Dulani Seneviratne, 2016. "China’s Growing Influence on Asian Financial Markets," IMF Working Papers 2016/173, International Monetary Fund.
    25. Allan Dizioli & Mr. Benjamin L Hunt & Wojciech Maliszewski, 2016. "Spillovers from the Maturing of China’s Economy," IMF Working Papers 2016/212, International Monetary Fund.
    26. Rui Mano, 2016. "Quantifying the Spillovers from China Rebalancing Using a Multi-Sector Ricardian Trade Model," IMF Working Papers 2016/219, International Monetary Fund.
    27. Souza, Rodrigo da Silva & Fry-McKibbin, Renée, 2021. "Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 781-800.
    28. Gee Hee Hong & Jaewoo Lee & Wei Liao & Dulani Seneviratne, 2017. "China and Asia in Global Trade Slowdown," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-34, February.
    29. Mala Raghavan & Faisal Khan & Evelyn S. Devadason, 2024. "Agri‐food trade channel and the ASEAN macroeconomic impacts from output and price shocks," Agricultural Economics, International Association of Agricultural Economists, vol. 55(1), pages 5-26, January.
    30. Maruf Rahman Maxim & Kerstin Zander, 2020. "Green Tax Reform and Employment Double Dividend in Australia Should Australia Follow Europe’s Footsteps? A CGE Analysis," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(4), pages 454-472, November.
    31. Lastauskas, Povilas & Stakenas, Julius, 2018. "Structural labour market reforms in the EU-15: Single-country vs. coordinated counterfactuals," Structural Change and Economic Dynamics, Elsevier, vol. 44(C), pages 88-99.
    32. Shu-Ling Lin & Jun Lu, 2019. "Institutional Investors and Corporate Performance: Insights from China," Sustainability, MDPI, vol. 11(21), pages 1-26, October.
    33. Jacopo Timini & Ayman El-Dahrawy Sánchez-Albornoz, 2019. "The impact of China on Latin America: trade and foreign direct investment channels," Economic Bulletin, Banco de España, issue JUN.
    34. Allan Dizioli & Mr. Jaime Guajardo & Mr. Vladimir Klyuev & Rui Mano & Mr. Mehdi Raissi, 2016. "Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies," IMF Working Papers 2016/170, International Monetary Fund.
    35. ABBAS, Shah & Nguyen, V.C. & YANFU, Zhu & Nguyen, Huu Tinh, 2020. "The Impact of China Exchange Rate Policy on its Trading Partners Evidence Based on the GVAR Model," OSF Preprints cwvqb, Center for Open Science.
    36. Andritzky, Jochen & Kassner, Bernhard & Reuter, Wolf Heinrich, 2016. "Propagation of changes in demand through international trade: Case study China," Working Papers 10/2016, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    37. Dieppe, Alistair & Gilhooly, Robert & Han, Jenny & Korhonen, Iikka & Lodge, David, 2018. "The transition of China to sustainable growth – implications for the global economy and the euro area," Occasional Paper Series 206, European Central Bank.
    38. Lixiong Yang, 2020. "State-dependent biases and the quality of China’s preliminary GDP announcements," Empirical Economics, Springer, vol. 59(6), pages 2663-2687, December.
    39. Teti, Emanuele & Dallocchio, Maurizio & De Sanctis, Daniele, 2020. "Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry," Energy Policy, Elsevier, vol. 144(C).
    40. Sin Yee Lee & Zulkefly Abdul Karim & Norlin Khalid & Mohd Azlan Shah Zaidi, 2022. "The Spillover Effects of Chinese Shocks on the Belt and Road Initiative Economies: New Evidence Using Panel Vector Autoregression," Mathematics, MDPI, vol. 10(14), pages 1-18, July.
    41. Alam, Aftab & Ma, Jingmei & Hussain, Ibrar, 2024. "China’s macroeconomic performance affects trading partners: How can their policies respond?," Journal of Policy Modeling, Elsevier, vol. 46(2), pages 448-474.
    42. Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019. "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, vol. 83(C), pages 127-140.
    43. Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    44. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Wei Chi & Hung Xuan Do, 2018. "Volatility spillover between the US, Chinese and Australian stock markets," Australian Journal of Management, Australian School of Business, vol. 43(2), pages 263-285, May.
    45. Shakirudeen Taiwo & Josine Uwilingiye, 2023. "New evidence on sources of macroeconomic fluctuations in sub‐Saharan African countries," African Development Review, African Development Bank, vol. 35(2), pages 181-197, June.
    46. Apurva Sanghi & Andrew Burns & Calvin Djiofack & Dinar Prihardini & Jagath Dissanayake & Claire Hollweg, 2017. "A Rebalancing China and Resurging India," World Bank Publications - Books, The World Bank Group, number 28422.

  3. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2014. "Fair Weather or Foul? The Macroeconomic Effects of El Niño," Cambridge Working Papers in Economics 1418, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Joaquín Bernal-Ramírez & Jair Ojeda-Joya & Camila Agudelo-Rivera & Felipe Clavijo-Ramírez & Carolina Durana-Ángel & Clark Granger-Castaño & Daniel Osorio-Rodríguez & Daniel Parra-Amado, 2022. "Impacto macroeconómico del cambio climático en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 102, pages 1-62, July.
    2. Kamiar Mohaddes & Mehdi Raissi, 2016. "The U.S. Oil Supply Revolution and the Global Economy," Working Papers EPRG 1604, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    3. Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is It Different This Time Around?," Working Papers 1052, Economic Research Forum, revised 10 2016.
    4. Wenju Cai & Yi Liu & Xiaopei Lin & Ziguang Li & Ying Zhang & David Newth, 2024. "Nonlinear country-heterogenous impact of the Indian Ocean Dipole on global economies," Nature Communications, Nature, vol. 15(1), pages 1-10, December.
    5. Nakatani, Ryota, 2018. "Adjustment to negative price shocks by a commodity exporting economy: Does exchange rate flexibility resolve a balance of payments crisis?," Journal of Asian Economics, Elsevier, vol. 57(C), pages 13-35.
    6. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
    7. Cao, Juan & Zhang, Zhao & Tao, Fulu & Chen, Yi & Luo, Xiangzhong & Xie, Jun, 2023. "Forecasting global crop yields based on El Nino Southern Oscillation early signals," Agricultural Systems, Elsevier, vol. 205(C).
    8. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers 202138, University of Pretoria, Department of Economics.
    9. Sheng, Yu & Xu, Xinpeng, 2019. "The productivity impact of climate change: Evidence from Australia's Millennium drought," Economic Modelling, Elsevier, vol. 76(C), pages 182-191.
    10. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," Cambridge Working Papers in Economics 1618, Faculty of Economics, University of Cambridge.
    11. Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024. "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, vol. 238(C).
    12. Cécile Couharde & Olivier Damette & Rémi Generoso & Kamiar Mohaddes, 2020. "The Growth Effects of El Niño and La Niña: Local Weather Conditions Matter," Post-Print hal-02947178, HAL.
    13. Yi Liu & Wenju Cai & Xiaopei Lin & Ziguang Li & Ying Zhang, 2023. "Nonlinear El Niño impacts on the global economy under climate change," Nature Communications, Nature, vol. 14(1), pages 1-11, December.
    14. Ryota Nakatani, 2017. "External Adjustment in a Resource-Rich Economy: The Case of Papua New Guinea," IMF Working Papers 2017/267, International Monetary Fund.
    15. Gilles Dufrénot & William Ginn & Marc Pourroy, 2021. "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," AMSE Working Papers 2130, Aix-Marseille School of Economics, France.
    16. International Monetary Fund, 2016. "Colombia: Selected Issues," IMF Staff Country Reports 2016/134, International Monetary Fund.
    17. Gonzalez-Salazar, Miguel & Poganietz, Witold Roger, 2021. "Evaluating the complementarity of solar, wind and hydropower to mitigate the impact of El Niño Southern Oscillation in Latin America," Renewable Energy, Elsevier, vol. 174(C), pages 453-467.
    18. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
    19. Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023. "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1690-1707, November.
    20. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers 27855, National Bureau of Economic Research, Inc.
    21. Olivier Damette & Stéphane Goutte, 2023. "Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective," Post-Print hal-03982849, HAL.
    22. Emediegwu, Lotanna Ernest, 2023. "Assessing the (a)symmetric effect of global climate anomalies on food prices: Evidence from local prices," 97th Annual Conference, March 27-29, 2023, Warwick University, Coventry, UK 334555, Agricultural Economics Society - AES.
    23. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021. "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers 202136, University of Pretoria, Department of Economics.
    24. Checo, Ariadne & Mejía, Mariam & Ramírez, Francisco A., 2017. "El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016 [The role of rainfall regimes on ," MPRA Paper 80301, University Library of Munich, Germany.
    25. Damette, Olivier & Mathonnat, Clément & Thavard, Julien, 2024. "Climate and sovereign risk: The Latin American experience with strong ENSO events," World Development, Elsevier, vol. 178(C).
    26. Alam, Md. Mahmudul & Ibrahim, Yusnidah Bt & Mia, Shahin, 2020. "Climate Change Impacts on Yield and Financial Performance of Agro-Plantation Companies in Malaysia," SocArXiv m9ugw, Center for Open Science.
    27. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers 202145, University of Pretoria, Department of Economics.
    28. Bryan Engelhardt & Matthew E. Kahn & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang, 2019. "Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis," Globalization Institute Working Papers 365, Federal Reserve Bank of Dallas.
    29. Ademmer Martin & Jannsen Nils & Meuchelböck Saskia, 2023. "Extreme Weather Events and Economic Activity: The Case of Low Water Levels on the Rhine River," German Economic Review, De Gruyter, vol. 24(2), pages 121-144, May.
    30. Luis Fernando Melo-Velandia & Camilo Andrés Orozco-Vanegas & Daniel Parra-Amado, 2022. "Extreme weather events and high Colombian food prices: A non-stationary extreme value approach," Borradores de Economia 1189, Banco de la Republica de Colombia.
    31. Joseph P. Byrne & Prince Asare Vitenu-Sackey, 2024. "The Macroeconomic Impact of Global and Country-Specific Climate Risk," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(3), pages 655-682, March.
    32. David Ubilava, 2023. "Climate, Crops, and Postharvest Conflict," Papers 2311.16370, arXiv.org, revised Sep 2024.
    33. Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020. "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers 2020104, University of Pretoria, Department of Economics.
    34. Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," Working Papers hal-04064759, HAL.
    35. Cunpu Li & Xuetong Zhang & Jing He, 2023. "Impact of Climate Change on Inflation in 26 Selected Countries," Sustainability, MDPI, vol. 15(17), pages 1-22, August.
    36. David Ubilava, 2018. "The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(1), pages 239-263.
    37. Davinson Stev Abril Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Borradores de Economia 1085, Banco de la Republica de Colombia.
    38. Annalisa Marini & Steve McCorriston, 2019. "Price Transmission in Commodity Networks," Discussion Papers 1903, University of Exeter, Department of Economics.
    39. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
    40. Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," FEEM Working Papers 343506, Fondazione Eni Enrico Mattei (FEEM).
    41. Kamiar Mohaddes & M. Hashem Pesaran, 2015. "Country-specific oil supply shocks and the global economy: a counterfactual analysis," Globalization Institute Working Papers 242, Federal Reserve Bank of Dallas.
    42. Zhang, Zhihao, 2023. "Are climate risks helpful for understanding inflation in BRICS countries?," Finance Research Letters, Elsevier, vol. 58(PB).
    43. José Vicente Romero & Sara Naranjo-Saldarriaga, 2022. "Weather Shocks and Inflation Expectations in Semi-Structural Models," Borradores de Economia 1218, Banco de la Republica de Colombia.
    44. Marini, Annalisa, 2020. "The Impact of Weather on Commodity Prices: A Warning for the Future," MPRA Paper 104572, University Library of Munich, Germany.
    45. Chaitat Jirophat & Pym Manopimoke & Suparit Suwanik, 2022. "The Macroeconomic Effects of Climate Shocks in Thailand," PIER Discussion Papers 188, Puey Ungphakorn Institute for Economic Research.
    46. Arellano-Gonzalez, Jesus & Juarez-Torres, Miriam & Zazueta-Borboa, Francisco, 2021. "Temperature shocks and local price changes of agricultural products: panel data evidence from Mexico," 2021 Annual Meeting, August 1-3, Austin, Texas 314060, Agricultural and Applied Economics Association.
    47. Mortaza Baky Haskuee & Ali Asgary, 2023. "Environmental risk of Covid-19 recovery," Energy & Environment, , vol. 34(7), pages 2758-2774, November.
    48. Dorosh, Paul A. & Kennedy, Adam & Torero, Máximo, 2016. "El Niño and cereal production shortfalls: Policies for resilience and food security in 2016 and beyond:," Policy briefs 978-089629-988-7, International Food Policy Research Institute (IFPRI).
    49. Ewen Gallic & Gauthier Vermandel, 2020. "Weather Shocks," Post-Print hal-02498669, HAL.
    50. Nam, Kyungsik, 2021. "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, vol. 96(C).
    51. Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021. "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, vol. 100(C).
    52. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
    53. Alessandro Cantelmo & Nikos Fatouros & Giovanni Melina & Chris Papageorgiou, 2024. "Monetary policy under natural disaster shocks," Temi di discussione (Economic working papers) 1443, Bank of Italy, Economic Research and International Relations Area.
    54. Ha Nguyen, 2023. "Beyond the Annual Averages: Impact of Seasonal Temperature on Employment Growth in US Counties," IMF Working Papers 2023/142, International Monetary Fund.
    55. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022. "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, vol. 78(C).
    56. César Salazar & Andrés Acuña‐Duarte & José Maria Gil, 2023. "Drought shocks and price adjustments in local food markets in Chile: Do product quality and marketing channel matter?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(3), pages 349-363, May.
    57. Kaitano Dube, 2024. "El Niño’s Implications for the Victoria Falls Resort and Tourism Economy in the Era of Climate Change," Sustainability, MDPI, vol. 16(12), pages 1-15, June.
    58. Patrick Blagrave, 2019. "Inflation Co-Movement in Emerging and Developing Asia: The Monsoon Effect," IMF Working Papers 2019/147, International Monetary Fund.
    59. Ogunlesi, Ayodeji, 2018. "Agricultural Productivity, Fiscal and Trade Policies Nexus in Sub-Saharan Africa: A Panel Structural Vector Error Correction Model Analysis," MPRA Paper 90202, University Library of Munich, Germany.
    60. Shanghui Jia & Xinhui Chen & Liyan Han & Jiayu Jin, 2023. "Global climate change and commodity markets: A hedging perspective," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(10), pages 1393-1422, October.
    61. Ventosa-Santaulària, Daniel & Tapia, Edwin & Pérez-Peña, Anna Karina, 2024. "Inflation dynamics under different weather regimes: Evidence from Mexico," Ecological Economics, Elsevier, vol. 220(C).
    62. Mr. Sebastian Acevedo Mejia & Mr. Mico Mrkaic & Natalija Novta & Evgenia Pugacheva & Petia Topalova, 2018. "The Effects of Weather Shocks on Economic Activity: What are the Channels of Impact?," IMF Working Papers 2018/144, International Monetary Fund.
    63. Dean Ford & Amy Wood, 2015. "El Niño and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series AN2015/07, Reserve Bank of New Zealand.
    64. Cécile Couharde & Rémi Generoso & Olivier Damette & Kamiar Mohaddes, 2019. "Reexamining the growth effects of ENSO: the role of local weather conditions," Working Papers hal-04141873, HAL.
    65. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
    66. Burney, Nadeem A. & Mohaddes, Kamiar & Alawadhi, Ahmad & Al-Musallam, Marwa, 2018. "The dynamics and determinants of Kuwait's long-run economic growth," Economic Modelling, Elsevier, vol. 71(C), pages 289-304.
    67. Sitong Yang & Shouwei Li & Xue Rui & Tianxiang Zhao, 2024. "The impact of climate risk on the asset side and liability side of the insurance industry: evidence from China," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-51, June.
    68. Natoli, Filippo, 2022. "Temperature surprise shocks," MPRA Paper 112568, University Library of Munich, Germany.
    69. Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers 202155, University of Pretoria, Department of Economics.
    70. Bogale, A., 2018. "Developing National Response Strategies for Enhanced Resilience of African Economies: Lessons from the 2015/16 El Nino impacts," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276991, International Association of Agricultural Economists.
    71. Allan Dizioli & Mr. Jaime Guajardo & Mr. Vladimir Klyuev & Rui Mano & Mr. Mehdi Raissi, 2016. "Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies," IMF Working Papers 2016/170, International Monetary Fund.
    72. Kouadio, Louis & Tixier, Philippe & Byrareddy, Vivekananda & Marcussen, Torben & Mushtaq, Shahbaz & Rapidel, Bruno & Stone, Roger, 2021. "Performance of a process-based model for predicting robusta coffee yield at the regional scale in Vietnam," Ecological Modelling, Elsevier, vol. 443(C).
    73. Zhu, Yichen & Ghoshray, Atanu, 2021. "Climate Anomalies and Its Impact on U.S. Corn and Soybean Prices," 2021 Conference, August 17-31, 2021, Virtual 315271, International Association of Agricultural Economists.
    74. Zhu, Xuehong & Zhang, Shishi & Ding, Qian, 2024. "Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 91(C).
    75. Agustin L. Arcenas, 2018. "Determining the Inflationary Effects of El Niño and La Niña in the Philippines," UP School of Economics Discussion Papers 201802, University of the Philippines School of Economics.
    76. Zhang, Yongji & Liu, Lingxi & Lan, Minghui & Su, Zhi & Wang, Ke, 2024. "Climate change and economic policy uncertainty: Evidence from major countries around the world," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1045-1060.
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    109. Allan Dizioli & Mr. Jaime Guajardo & Mr. Vladimir Klyuev & Rui Mano & Mr. Mehdi Raissi, 2016. "Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies," IMF Working Papers 2016/170, International Monetary Fund.
    110. Cai, Yifei & Zhang, Dongna & Chang, Tsangyao & Lee, Chien-Chiang, 2022. "Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area," Energy Economics, Elsevier, vol. 109(C).
    111. Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019. "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, vol. 78(C), pages 134-149.
    112. Prakash Ranjan, Ravi & Bhattachharyya, Malay, 2018. "Does investor attention to energy stocks exhibit power law?," Energy Economics, Elsevier, vol. 75(C), pages 573-582.
    113. Malek KhojastehNeghad & Raheleh Hosseini, 0. "Effects of Oil Shocks on the Unemployment: GVAR Approach," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(65), pages 50-69, September.
    114. Thomas Theobald & Peter Hohlfeld, 2017. "Why have the recent oil price declines not stimulated global economic growth?," IMK Working Paper 185-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    115. Wei, Honghong & Lahiri, Radhika, 2019. "The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA," Energy Economics, Elsevier, vol. 80(C), pages 553-569.
    116. Claudio Calero & Lindsay W Turner, 2020. "Regional economic development and tourism: A literature review to highlight future directions for regional tourism research," Tourism Economics, , vol. 26(1), pages 3-26, February.
    117. Quintero Otero, Jorge David, 2020. "Not all sectors are alike: Differential impacts of shocks in oil prices on the sectors of the Colombian economy," Energy Economics, Elsevier, vol. 86(C).
    118. Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022. "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, vol. 258(C).
    119. Yin, Libo & Yang, Qingyuan, 2016. "Predicting the oil prices: Do technical indicators help?," Energy Economics, Elsevier, vol. 56(C), pages 338-350.
    120. Jinyu Chen & Xuehong Zhu, 2021. "The Effects of Different Types of Oil Price Shocks on Industrial PPI: Evidence from 36 Sub-industries in China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3411-3434, September.
    121. Martin Feldkircher & Pierre L. Siklos, 2018. "Global inflation dynamics and inflation expectations," CAMA Working Papers 2018-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    122. D. O. Olayungbo & Chisom Umechukwu, 2022. "Asymmetric oil price shocks and the economies of selected oil-exporting African countries: a global VAR approach," Economic Change and Restructuring, Springer, vol. 55(4), pages 2137-2170, November.
    123. Su, Chi-Wei & Khan, Khalid & Tao, Ran & Umar, Muhammad, 2020. "A review of resource curse burden on inflation in Venezuela," Energy, Elsevier, vol. 204(C).
    124. Yihong Ma, Simon Cottrell, Sarath Delpachitra, Xiao Yu, Ping Jiang, and Quan Tran Ha Minh, 2023. "What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
    125. Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2014. "Does Inflation Slow Long-Run Growth in India?," IMF Working Papers 2014/222, International Monetary Fund.
    126. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2021. "The dynamic effects of international oil price shocks on economic fluctuation," Resources Policy, Elsevier, vol. 74(C).
    127. Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
    128. Nasir, Muhammad Ali & Al-Emadi, Ahmed Abdulsalam & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2019. "Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis," Resources Policy, Elsevier, vol. 61(C), pages 166-179.
    129. Prachi Mishra & Raghuram G. Rajan, 2016. "Rules of the Monetary Game," Working Papers id:10533, eSocialSciences.
    130. Max Breitenlechner & Riikka Nuutilainen, 2023. "China’s Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?," Open Economies Review, Springer, vol. 34(3), pages 555-577, July.
    131. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    132. Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019. "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, vol. 83(C), pages 127-140.
    133. Abimelech Paye Gbatu & Zhen Wang & Presley K. Wesseh, Jr & Isaac Yak Repha Tutdel, 2017. "Asymmetric and Dynamic Effects of Oil Price Shocks and Exchange Rate Fluctuations: Evidence from a Panel of Economic Community of West African States (ECOWAS)," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 1-13.
    134. Zubarev, Andrey & Kirillova, Maria, 2021. "Эконометрическая Оценка Влияния Шоков На Рынке Нефти На Макроэкономические Показатели Российской Федерации С Помощью Gvar Моделирования [The Impact of Oil Market Shocks on the Macroeconomic Indicat," MPRA Paper 110410, University Library of Munich, Germany, revised 01 Nov 2021.
    135. Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    136. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
    137. Breitenlechner, Max & Nuutilainen, Riikka, 2019. "China's monetary policy and the loan market: How strong is the credit channel in China?," BOFIT Discussion Papers 15/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
    138. Sarker, Md Showaib Rahman & Mazumder, Sharif & Amin, Md Ruhul, 2023. "Oil price uncertainty, workplace misconduct, and cash holding," International Review of Financial Analysis, Elsevier, vol. 89(C).
    139. Wong, Jin Boon & Zhang, Qin, 2023. "Managerial performance and oil price shocks," Energy Economics, Elsevier, vol. 124(C).
    140. Christof Rühl, 2022. "Energy sanctions and the global economy: mandated vs unilateral sanctions," International Economics and Economic Policy, Springer, vol. 19(2), pages 383-399, May.
    141. Daniel Zerfu Gurara & Mthuli Ncube, 2013. "We develop a global vector autoregressive model (GVAR) to analyze the global growth spillover effects on Africa. The model contains 46 African countries and 30 developed and emerging market countries,," Working Paper Series 981, African Development Bank.
    142. Parnes, Dror, 2019. "Heterogeneous noncompliance with OPEC's oil production cuts," Energy Economics, Elsevier, vol. 78(C), pages 289-300.
    143. Hu, Xiaolu & Yu, Jing & Zhong, Angel, 2023. "The asymmetric effects of oil price shocks on green innovation," Energy Economics, Elsevier, vol. 125(C).
    144. Qin Zhang & Jin Boon Wong, 2022. "Do oil shocks impact stock liquidity?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 472-491, March.
    145. Wang, Qiang & Li, Rongrong, 2016. "Impact of cheaper oil on economic system and climate change: A SWOT analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 925-931.
    146. Tobi Olasojiand & Elijah Acquah-Andoh, 2016. "Evaluating The Short Run Effects Of U.S. Crude Oil Inventory Levels On Wti Crude Oil Price From 1993 - 2013," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(3), pages 64-84.
    147. Wang, Qizhen & Zhu, Yingming & Wang, Yudong, 2017. "The effects of oil shocks on export duration of China," Energy, Elsevier, vol. 125(C), pages 55-61.
    148. Bertrand Gruss, 2014. "After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean," IMF Working Papers 2014/154, International Monetary Fund.
    149. Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
    150. Mongelli, Francesco Paolo & Pointner, Wolfgang & van den End, Jan Willem, 2022. "The effects of climate change on the natural rate of interest: a critical survey," Working Paper Series 2744, European Central Bank.
    151. Wheeler,Collette Mari & Baffes,John & Kabundi,Alain Ntumba & Kindberg-Hanlon,Gene & Nagle,Peter Stephen Oliver & Ohnsorge,Franziska Lieselotte, 2020. "Adding Fuel to the Fire : Cheap Oil during the COVID-19 Pandemic," Policy Research Working Paper Series 9320, The World Bank.
    152. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  5. Mr. Paul Cashin & Mr. Antonio Lemus, 2012. "The Eastern Caribbean Currency Union: Would a Fiscal Insurance Mechanism Mitigate National Income Shocks?," IMF Working Papers 2012/017, International Monetary Fund.

    Cited by:

    1. Ms. Juliana Dutra Araujo, 2009. "Fiscal Cycles in the Caribbean," IMF Working Papers 2009/158, International Monetary Fund.
    2. Heinz Handler, 2013. "The Eurozone: Piecemeal Approach to an Optimum Currency Area," WIFO Working Papers 446, WIFO.
    3. Mr. Sebastian Sosa & Mr. Paul Cashin, 2009. "Macroeconomic Fluctuations in the Caribbean: The Role of Climatic and External Shocks," IMF Working Papers 2009/159, International Monetary Fund.
    4. Ms. Evridiki Tsounta, 2008. "What Attracts Tourists to Paradise?," IMF Working Papers 2008/277, International Monetary Fund.
    5. Goohoon Kwon & Mr. Raphael A Espinoza, 2009. "Regional Financial Integration in the Caribbean: Evidence From Financial and Macroeconomic Data," IMF Working Papers 2009/139, International Monetary Fund.

  6. Cashin, P. & Mohaddes, K. & Raissi, M., 2012. "The Global Impact of the Systemic Economies and MENA Business Cycles," Cambridge Working Papers in Economics 1250, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Kamiar Mohaddes & Mehdi Raissi, 2016. "The U.S. Oil Supply Revolution and the Global Economy," Working Papers EPRG 1604, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    2. Ludovic Gauvin & Cyril C. Rebillard, 2018. "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
    3. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," Cambridge Working Papers in Economics 1618, Faculty of Economics, University of Cambridge.
    4. Gauvin, Ludovic & Rebillard, Cyril, 2013. "Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model," MPRA Paper 65457, University Library of Munich, Germany.
    5. Cashin, P. & Mohaddes, K. & Raissi, M. & Raissi, M., 2012. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Cambridge Working Papers in Economics 1249, Faculty of Economics, University of Cambridge.
    6. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
    7. Kamiar Mohaddes & Mehdi Raissi, 2012. "Oil Prices, External Income, and Growth: Lessons from Jordan," Working Papers 688, Economic Research Forum, revised 2012.
    8. Mr. Jorge I Canales Kriljenko & Mehdi Hosseinkouchack & Alexis Meyer-Cirkel, 2014. "Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis," IMF Working Papers 2014/241, International Monetary Fund.
    9. Xue, Huidan & Li, Chenguang & Wang, Liming, 2018. "The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand," 2018 Annual Meeting, August 5-7, Washington, D.C. 273971, Agricultural and Applied Economics Association.
    10. Amany El-Anshasy & Kamiar Mohaddes & Jeffrey B. Nugent, 2015. "Oil, Volatility and Institutions:Cross-Country Evidence from Major Oil Producers," Cambridge Working Papers in Economics 1523, Faculty of Economics, University of Cambridge.
    11. Alotaibi, Abdullah R & Mishra, Anil V, 2015. "Global and Regional Volatility Spillovers to GCC Stock Markets," MPRA Paper 61101, University Library of Munich, Germany.
    12. Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI, 2015. "Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 231-258.
    13. Burney, Nadeem A. & Mohaddes, Kamiar & Alawadhi, Ahmad & Al-Musallam, Marwa, 2018. "The dynamics and determinants of Kuwait's long-run economic growth," Economic Modelling, Elsevier, vol. 71(C), pages 289-304.
    14. Gunter, Ulrich & Zekan, Bozana, 2021. "Forecasting air passenger numbers with a GVAR model," Annals of Tourism Research, Elsevier, vol. 89(C).
    15. Daniel Zerfu Gurara & Mthuli Ncube, 2013. "We develop a global vector autoregressive model (GVAR) to analyze the global growth spillover effects on Africa. The model contains 46 African countries and 30 developed and emerging market countries,," Working Paper Series 981, African Development Bank.
    16. Somar Almohamad & Anil V. Mishra & Xiao Yu, 2018. "Mena Stock Markets Integration: Pre and Post Global Financial Crisis," Australian Economic Papers, Wiley Blackwell, vol. 57(2), pages 107-141, June.

  7. Mr. Paul Cashin & Samya Beidas-Strom, 2011. "Are Middle Eastern Current Account Imbalances Excessive?," IMF Working Papers 2011/195, International Monetary Fund.

    Cited by:

    1. Milan Nedeljkovic & Gonzalo Varela & Michele Savini Zangrandi, 2015. "Indonesia Current Account Assessment," World Bank Publications - Reports 22340, The World Bank Group.
    2. Moral-Benito, Enrique & Roehn, Oliver, 2016. "The impact of financial regulation on current account balances," European Economic Review, Elsevier, vol. 81(C), pages 148-166.
    3. Olusegun Ayodele Akanbi & Rashid Sbia, 2018. "Investigating the twin-deficit phenomenon among oil-exporting countries: Does oil really matter?," Empirical Economics, Springer, vol. 55(3), pages 1045-1064, November.
    4. Alberto Behar & Armand Fouejieu, 2018. "External adjustment in oil exporters: The role of fiscal policy and the exchange rate," The World Economy, Wiley Blackwell, vol. 41(3), pages 926-957, March.
    5. Ismail O. Fasanya & Abiodun Adetokunbo & Felix O. Ajayi, 2018. "Oil Revenue Shocks and the Current Account Balance Dynamics in Nigeria: New evidence from Asymmetry and Structural Breaks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(4), pages 72-87, October-D.
    6. Eberechukwu Uneze & Maxwell Ekor, 2012. "The determinants of current account balance in an oil-rich exporting country: the case of Nigeria," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 36(4), pages 456-478, December.
    7. Araujo, Juliana D. & Li, Bin Grace & Poplawski-Ribeiro, Marcos & Zanna, Luis-Felipe, 2016. "Current account norms in natural resource rich and capital scarce economies," Journal of Development Economics, Elsevier, vol. 120(C), pages 144-156.
    8. Mr. Steven T Phillips & Mr. Luis Catão & Mr. Luca A Ricci & Mr. Rudolfs Bems & Ms. Mitali Das & Mr. Julian Di Giovanni & Ms. Filiz D Unsal & Marola Castillo & Jungjin Lee & Jair Rodriguez & Mr. Mauric, 2013. "The External Balance Assessment (EBA) Methodology," IMF Working Papers 2013/272, International Monetary Fund.
    9. Olusegun Akanbi, 2015. "Fiscal policy and current account in an oil-rich economy: the case of Nigeria," Empirical Economics, Springer, vol. 48(4), pages 1563-1585, June.
    10. Emir Zildžović, 2015. "The Sustainability Of Serbia`S External Position: The Impact Of Fiscal Adjustment And External Shocks," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(204), pages 31-60, January –.

  8. Mr. Paul Cashin & Mr. Montfort Mlachila & Cleary Haines, 2010. "Caribbean Bananas: The Macroeconomic Impact of Trade Preference Erosion," IMF Working Papers 2010/059, International Monetary Fund.

    Cited by:

    1. Deepraj Mukherjee, 2018. "Corruption in International Business: Does Economic Globalization Help?," Global Business Review, International Management Institute, vol. 19(3), pages 623-634, June.
    2. Bandiera, Antonella, 2021. "Deliberate displacement during conflict: Evidence from Colombia," World Development, Elsevier, vol. 146(C).
    3. Mr. Raphael A Espinoza & Mr. Oral Williams & Mr. Ananthakrishnan Prasad, 2010. "Regional Financial Integration in the GCC," IMF Working Papers 2010/090, International Monetary Fund.
    4. Ms. Nita Thacker & Mr. Sebastian Acevedo Mejia & Mr. Roberto Perrelli, 2012. "Caribbean Growth in an International Perspective: The Role of Tourism and Size," IMF Working Papers 2012/235, International Monetary Fund.
    5. Goohoon Kwon & Mr. Raphael A Espinoza, 2009. "Regional Financial Integration in the Caribbean: Evidence From Financial and Macroeconomic Data," IMF Working Papers 2009/139, International Monetary Fund.
    6. Samuel Bazzi & Christopher Blattman, 2014. "Economic Shocks and Conflict: Evidence from Commodity Prices," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(4), pages 1-38, October.

  9. Emilio Pineda & Mr. Paul Cashin & Ms. Yan M Sun, 2009. "Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union," IMF Working Papers 2009/078, International Monetary Fund.

    Cited by:

    1. International Monetary Fund, 2015. "St. Kitts and Nevis: 2015 Article IV Consultation-First Post-Program Monitoring Program Monitoring Discussions-Press Release; and Staff Report," IMF Staff Country Reports 2015/248, International Monetary Fund.
    2. Mr. Paul Cashin & Samya Beidas-Strom, 2011. "Are Middle Eastern Current Account Imbalances Excessive?," IMF Working Papers 2011/195, International Monetary Fund.
    3. Mr. Paul Cashin & Mr. Antonio Lemus, 2012. "The Eastern Caribbean Currency Union: Would a Fiscal Insurance Mechanism Mitigate National Income Shocks?," IMF Working Papers 2012/017, International Monetary Fund.
    4. Nizar, Muhammad Afdi, 2012. "Pengaruh Jumlah Turis Dan Devisa Pariwisata Terhadap Nilai Tukar Rupiah [The Effect Of Tourism On Rupiah Exchange Rates]," MPRA Paper 65629, University Library of Munich, Germany.
    5. Wright, Nicholas Anthony, 2013. "Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches," MPRA Paper 61170, University Library of Munich, Germany.

  10. Mr. Sebastian Sosa & Mr. Paul Cashin, 2009. "Macroeconomic Fluctuations in the Caribbean: The Role of Climatic and External Shocks," IMF Working Papers 2009/159, International Monetary Fund.

    Cited by:

    1. Ms. Juliana Dutra Araujo, 2009. "Fiscal Cycles in the Caribbean," IMF Working Papers 2009/158, International Monetary Fund.
    2. Tunc, Cengiz & Kılınç, Mustafa, 2016. "Exchange Rate Pass-Through in a Small Open Economy: A Structural VAR Approach," MPRA Paper 72770, University Library of Munich, Germany, revised 28 Jul 2016.
    3. Nlandu Mamingi & Patrice Borda, 2015. "The Determinants of Economic Growth in The Countries of the Organization of the Eastern Caribbean States [Croissance économique-Econométrie ARDL]," Post-Print hal-02532219, HAL.
    4. Ms. Nita Thacker & Mr. Sebastian Acevedo Mejia & Mr. Roberto Perrelli, 2012. "Caribbean Growth in an International Perspective: The Role of Tourism and Size," IMF Working Papers 2012/235, International Monetary Fund.
    5. Adrian Boos & Karin Holm‐Müller, 2012. "A theoretical overview of the relationship between the resource curse and genuine savings as an indicator for “weak” sustainability," Natural Resources Forum, Blackwell Publishing, vol. 36(3), pages 145-159, August.
    6. Mr. Sebastian Sosa, 2008. "External Shocks and Business Cycle Fluctuations in Mexico: How Important are U.S. Factors?," IMF Working Papers 2008/100, International Monetary Fund.
    7. BORJA, Karla, 2013. "Home And Host Country Business Cycles And Remittances: The Case Of El Salvador And The Dominican Republic," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(2), pages 101-118.
    8. Butkiewicz, James L. & Gordon, Leo-Rey C., 2013. "The Economic Growth Effect of Offshore Banking in Host Territories: Evidence from the Caribbean," World Development, Elsevier, vol. 44(C), pages 165-179.

  11. Rupa Duttagupta & Mr. Paul Cashin, 2008. "The Anatomy of Banking Crises," IMF Working Papers 2008/093, International Monetary Fund.

    Cited by:

    1. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 330, National Institute of Economic and Social Research.
    2. Garriga, Ana Carolina, 2011. "Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises," MPRA Paper 59154, University Library of Munich, Germany.
    3. Theo S. Eicher & Charis Christofides & Chris Papageorgiou, 2012. "Did Established Early Warning Signals Predict the 2008 Crises?," Working Papers UWEC-2012-05, University of Washington, Department of Economics.
    4. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
    5. Shchepeleva, Maria & Stolbov, Mikhail & Weill, Laurent, 2024. "Do sanctions trigger financial crises?," Finance Research Letters, Elsevier, vol. 64(C).
    6. M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli & Federica Piersimoni, 2018. "Spatial autocorrelation and clusters in modelling corporate bankruptcy of manufacturing firms," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 45(4), pages 475-491, December.
    7. HABIBI, Reza, 2021. "Role Of Early Warning Systems In Predicting The Stock Price Crisis: What We Learnt From Grasshopper And Ants Fable," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(2), pages 6-20, June.
    8. Dudin, Mikhail & Sekerin, Vladimir & Smirnova, Olga & Frolova, Evgenia & Sepiashvili, Ekaterina, 2014. "State Anti-Crisis Management of Banking Sector: Looking for Optimization Ways and Contemporary Development Trends," Working Papers dudnov, Russian Presidential Academy of National Economy and Public Administration.
    9. Alexandru Monahov, 2015. "The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting," GREDEG Working Papers 2015-24, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    10. Ana Carolina Garriga, 2017. "Regulatory lags, liberalization, and vulnerability to banking crises," Regulation & Governance, John Wiley & Sons, vol. 11(2), pages 143-165, June.
    11. Dan OLTEANU, 2011. "A Survey On The Drivers And Mechanisms Of Financial Crises," Romanian Journal of Economics, Institute of National Economy, vol. 33(2(bis)(42), pages 73-100, December.
    12. Peter L. Rousseau & Hakan Yilmazkuday, 2009. "Inflation, Finance, and Growth: A Trilateral Analysis," Vanderbilt University Department of Economics Working Papers 0916, Vanderbilt University Department of Economics.
    13. Kehinde Damilola Ilesanmi & Devi Datt Tewari, 2021. "An Early Warning Signal (EWS) Model for Predicting Financial Crisis in Emerging African Economies," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 101-110, January.
    14. K. Batu Tunay, 2010. "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 9-46.
    15. Thangjam Rajeshwar Singh, 2011. "An ordered probit model of an early warning system for predicting financial crisis in India," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 185-201, Bank for International Settlements.
    16. Tamadonejad, Alireza & Abdul-Majid, Mariani & Rahman, aisyah & jusoh, mansor & Tabandeh, Razieh, 2016. "Early Warning Systems for Banking Crises: Political and Economic Stability," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 50(2), pages 31-38.
    17. Firano, Zakaria & Filali adib, Fatine, 2018. "Prevision des difficultes bancaires : un modele d'alerte precoce pour le cas du maroc [Prediction of banking difficulties: an early warning model for moroccan banking system]," MPRA Paper 95165, University Library of Munich, Germany.
    18. Zhongbo Jing & Jakob de Haan & Jan P.A.M. Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries," CIRANO Working Papers 2013s-41, CIRANO.
    19. Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung & Conseil d'Analyse Écon (ed.), 2010. "Monitoring economic performance, quality of life and sustainability. Joint report as requested by the Franco-German Ministerial Council," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75366.
    20. Karim, Dilruba & Liadze, Iana & Barrell, Ray & Davis, E. Philip, 2013. "Off-balance sheet exposures and banking crises in OECD countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 673-681.
    21. Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
    22. Conseil d'Analyse Économique & Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwi (ed.), 2010. "Evaluer la performance économique, le bien-être et la soutenabilité. Rapport du Conseil d'analyse économique et du Conseil allemand des experts en économie," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75369.
    23. Rupa Duttagupta & Mr. Montfort Mlachila, 2008. "What is Really Good for Long-Term Growth? Lessons from a Binary Classification Tree (BCT) Approach," IMF Working Papers 2008/263, International Monetary Fund.
    24. Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014. "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(2), pages 139-164, May.
    25. Hamdaoui, Mekki & Maktouf, Samir, 2020. "Financial reforms and banking system vulnerability: The role of regulatory frameworks," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 184-205.
    26. Rasool Shafieyoun & Farzad Karimi & Mohsen Babaei, 2014. "Investigating the Impact of Technical and Market Indicators on Collecting Isfahan's Sepah Bank Debts," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 149-163, July.
    27. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone, 2014. "Early warning systems and systemic banking crises in low income countries: A multinomial logit approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 258-269.
    28. Duttagupta, Rupa & Cashin, Paul, 2011. "Anatomy of banking crises in developing and emerging market countries," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 354-376, March.
    29. Radu Muntean, 2009. "Early Warning Models for Banking Supervision in Romania," Advances in Economic and Financial Research - DOFIN Working Paper Series 39, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
    30. D. Fernández-Arias & M. López-Martín & T. Montero-Romero & F. Martínez-Estudillo & F. Fernández-Navarro, 2018. "Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 275-297, June.
    31. Dudin, Mihail Nikolaevich & Sekerin, Vladimir Dmitriyevich & Smirnova, Olga Olegovna & Frolova, Åvgenia Åvgenevna & Sepiashvili, Ekaterina Nikolaevna, 2015. "State Anti-Crisis Management of Banking Sector: Looking for Optimization Ways and Contemporary Development Trends (english version)," Published Papers d154e, Russian Presidential Academy of National Economy and Public Administration.
    32. Pierre-Richard Agénor & Roy Zilberman, 2013. "Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 184, Economics, The University of Manchester.
    33. Oleksiy Lysenok & Lada Shirinyan, 2018. "Diagnostics and Systemization of Basic Signs of Banking Crisis," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 94-101, December.

  12. Mr. C. John McDermott & Mr. Paul Cashin, 2004. "Parity Reversion in Real Exchange Rates: Fast, Slow or Not At All?," IMF Working Papers 2004/128, International Monetary Fund.

    Cited by:

    1. Alan King, 2021. "The triangular purchasing power parity hypothesis: A comment," The World Economy, Wiley Blackwell, vol. 44(3), pages 837-848, March.
    2. Ganguly, Srideep & Breuer, Janice Boucher, 2010. "Nominal exchange rate volatility, relative price volatility, and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 840-856, September.
    3. Luis Fernando Melo Velandia & Óscar Reinaldo Becerra Camargo, 2008. "Una descripción de la dinámica de las tasas de interés de corto plazo en Colombia," Monetaria, CEMLA, vol. 0(2), pages 145-173, julio-sep.
    4. Derek Bond & Michael Harrison & Edward O'Brien, 2011. "Nonlinearity and structural breaks in Irish PPP relationships: an application of random field regression," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1899-1911.
    5. Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004. "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers 10751, National Bureau of Economic Research, Inc.
    6. Michael Curran & Adnan Velic, 2017. "Real Exchange Rate Persistence and Country Characteristics," Trinity Economics Papers tep0917, Trinity College Dublin, Department of Economics.
    7. Jorge Miranda P., 2013. "Deviation of the purchasing power parity hypothesis and equilibrium real exchange rate: Chile 1986-2011," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(3), pages 04-31, December.
    8. Rodrigo Caputo G. & Marco Núñez N, 2008. "Equilibrium Real Exchange Rate in Chile: Alternative Approaches," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(2), pages 59-77, August.
    9. Elizabeth Bucacos, 2008. "Real (effective) exchange rate in Uruguay: a periodic cointegration approach," Monetaria, CEMLA, vol. 0(2), pages 265-289, julio-sep.
    10. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
    11. Antoine Martin & Cyril Monnet, 2008. "Marcos de implementación de la política monetaria: un análisis comparativo," Monetaria, CEMLA, vol. 0(2), pages 221-262, julio-sep.
    12. Tian, Mary, 2018. "Tradability of output, business cycles and asset prices," Journal of Financial Economics, Elsevier, vol. 128(1), pages 86-102.
    13. Rodrigo Caputo G. & Marco Núñez N. & Rodrigo O. Valdés P., 2008. "Exchange Rate Analysis in Practice," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 61-91, April.
    14. Junttila, Juha & Korhonen, Marko, 2011. "Nonlinearity and time-variation in the monetary model of exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 288-302, June.
    15. Rodrigo Caputo G. & Marco Núñez N. & Rodrigo Valdés P., 2008. "Análisis del tipo de cambio en la práctica," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 11, pages 313-364, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    16. Fernando N. de Oliveira, 2008. "Canal de crédito bancario en Brasil: evidencia de la oferta de crédito bancario y de la composición del financiamiento externo de las empresas," Monetaria, CEMLA, vol. 0(2), pages 175-220, julio-sep.
    17. Mohsen Bahmani‐Oskooee & Scott W. Hegerty, 2009. "Purchasing Power Parity In Less‐Developed And Transition Economies: A Review Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 617-658, September.
    18. International Monetary Fund, 2006. "Belize: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2006/370, International Monetary Fund.
    19. Miranda, Jorge, 2012. "Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio [Real Exchange Rate in Chile: Dynamics, Trend and Equilibrium]," MPRA Paper 43076, University Library of Munich, Germany.
    20. Adnan Velic, 2024. "Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability," Open Economies Review, Springer, vol. 35(3), pages 497-545, July.

  13. Mr. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 2004/136, International Monetary Fund.

    Cited by:

    1. Ms. Juliana Dutra Araujo, 2009. "Fiscal Cycles in the Caribbean," IMF Working Papers 2009/158, International Monetary Fund.
    2. Agbeyegbe, Terence D., 2020. "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    3. Ramirez, Francisco A., 2009. "Perturbaciones Internacionales y Fluctuaciones del Producto Interno Bruto en una Economía en Desarrollo: Evidencia de República Dominicana para el Período 1998-2008 [International Shocks and GDP fl," MPRA Paper 38987, University Library of Munich, Germany.
    4. Magda Kandil, 2009. "Does Demand Volatility Lower Growth and Raise Inflation? Evidence from the Caribbean," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 45-69, January-J.
    5. Brigitte Granville & Sana Hussain, 2017. "Eurozone cycles: An analysis of phase synchronization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 83-114, April.
    6. Levent, Korap, 2006. "An essay upon the business cycle facts: the Turkish case," MPRA Paper 21717, University Library of Munich, Germany.
    7. knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques [globalisation and business cycle fluctuation]," MPRA Paper 22755, University Library of Munich, Germany.
    8. Levent, Korap, 2007. "Structural VAR identification of the Turkish business cycles," MPRA Paper 21971, University Library of Munich, Germany.
    9. Erden, Lutfi & Ozkan, Ibrahim, 2014. "Determinants of international transmission of business cycles to Turkish economy," Economic Modelling, Elsevier, vol. 36(C), pages 383-390.
    10. International Monetary Fund, 2006. "Kingdom of the Netherlands: Netherlands Antilles: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2006/117, International Monetary Fund.
    11. Mr. Tobias N. Rasmussen, 2004. "Macroeconomic Implications of Natural Disasters in the Caribbean," IMF Working Papers 2004/224, International Monetary Fund.
    12. Titelman Kardonsky, Daniel & Carvallo, Pablo & Pérez Caldentey, Esteban, 2013. "Weak expansions: a distinctive feature of the business cycle in Latin America and the Caribbean," Financiamiento para el Desarrollo 5224, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    13. Romain Houssa & Jolan Mohimont & Mr. Christopher Otrok, 2015. "The Sources of Business Cycles in a Low Income Country," IMF Working Papers 2015/040, International Monetary Fund.
    14. Ms. Nita Thacker & Mr. Sebastian Acevedo Mejia & Mr. Roberto Perrelli, 2012. "Caribbean Growth in an International Perspective: The Role of Tourism and Size," IMF Working Papers 2012/235, International Monetary Fund.
    15. Mr. Sebastian Sosa & Mr. Paul Cashin, 2009. "Macroeconomic Fluctuations in the Caribbean: The Role of Climatic and External Shocks," IMF Working Papers 2009/159, International Monetary Fund.
    16. Ms. Evridiki Tsounta, 2008. "What Attracts Tourists to Paradise?," IMF Working Papers 2008/277, International Monetary Fund.
    17. Ms. Yan M Sun & Mr. Wendell A. Samuel, 2009. "ECCU Business Cycles: Impact of the U.S," IMF Working Papers 2009/071, International Monetary Fund.
    18. Rachel Male, 2010. "Developing Country Business Cycles: Characterising the Cycle," Working Papers 663, Queen Mary University of London, School of Economics and Finance.

  14. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile.

    Cited by:

    1. Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers hal-01821152, HAL.
    2. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
    3. Jeffrey Frankel, 2017. "How to Cope with Volatile Commodity Export Prices: Four Proposals," CID Working Papers 335, Center for International Development at Harvard University.
    4. Wesam Salah Alaloul & Muhammad Ali Musarat & Muhammad Babar Ali Rabbani & Qaiser Iqbal & Ahsen Maqsoom & Waqas Farooq, 2021. "Construction Sector Contribution to Economic Stability: Malaysian GDP Distribution," Sustainability, MDPI, vol. 13(9), pages 1-26, April.
    5. Muhammad Ali Musarat & Wesam Salah Alaloul & M. S. Liew & Ahsen Maqsoom & Abdul Hannan Qureshi, 2021. "The Effect of Inflation Rate on CO 2 Emission: A Framework for Malaysian Construction Industry," Sustainability, MDPI, vol. 13(3), pages 1-16, February.
    6. Galán-Gutiérrez, Juan Antonio & Martín-García, Rodrigo, 2021. "Cointegration between the structure of copper futures prices and Brexit," Resources Policy, Elsevier, vol. 71(C).
    7. International Monetary Fund, 2009. "Commodity Terms of Trade: The History of Booms and Busts," IMF Working Papers 2009/205, International Monetary Fund.
    8. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    9. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019. "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    10. Apergis, Nicholas, 2014. "Can gold prices forecast the Australian dollar movements?," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 75-82.
    11. Gabriel Gomes, 2016. "On the impact of dollar movements on oil currencies," Working Papers 2016-11, CEPII research center.
    12. Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2015. "On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 110-127.
    13. Emanuel Kohlscheen, 2010. "Emerging Floaters: pass-throughs and (some) new commodity currencies," Working Papers Series 224, Central Bank of Brazil, Research Department.
    14. Skrobotov, Anton (Скроботов, Антон) & Fokin, Nikita (Фокин, Никита), 2018. "Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime [Тестирование Ассиметричной Сходимости Реального Обменного Курса К Равновес," Working Papers 021808, Russian Presidential Academy of National Economy and Public Administration.
    15. Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024. "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    16. Mauro Sayar Ferreira & André Cordeiro Valério, 2020. "Global shocks and emerging economies: disentangling the commodity roller coaster," Textos para Discussão Cedeplar-UFMG 623, Cedeplar, Universidade Federal de Minas Gerais.
    17. Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
    18. Tokarick, Stephen, 2008. "Commodity currencies and the real exchange rate," Economics Letters, Elsevier, vol. 101(1), pages 60-62, October.
    19. Oliver Morrissey & Lionel Roger & Lars Spreng, 2019. "Aid and exchange rates in sub-Saharan Africa: No more Dutch Disease?," Discussion Papers 2019-07, University of Nottingham, CREDIT.
    20. Meza, Felipe & Urrutia, Carlos, 2011. "Financial liberalization, structural change, and real exchange rate appreciations," Journal of International Economics, Elsevier, vol. 85(2), pages 317-328.
    21. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    22. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    23. Jeffrey Frankel, 2019. "Systematic Managed Floating," Open Economies Review, Springer, vol. 30(2), pages 255-295, April.
    24. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2008. "Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies," Working Papers 2008-32, CEPII research center.
    25. Luca Antonio Ricci & Gian Maria Milesi‐Ferretti & Jaewoo Lee, 2013. "Real Exchange Rates and Fundamentals: A Cross‐Country Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 845-865, August.
    26. Ahmed, Syed Shujaat & Nazir, Sidra, 2016. "Oil Prices and REER with Impact of Regime Dummies," MPRA Paper 68779, University Library of Munich, Germany.
    27. Mr. Kazim Kazimov & Mr. Kirk Hamilton & Mr. Rabah Arezki, 2011. "Resource Windfalls, Macroeconomic Stability and Growth: The Role of Political Institutions," IMF Working Papers 2011/142, International Monetary Fund.
    28. Cuestas, Juan C. & Gil-Alana, Luís A., 2009. "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
    29. Alfred Haug & Syed Basher & Perry Sadorsky, 2016. "The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach," EcoMod2016 9226, EcoMod.
    30. Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    31. Murshed, Muntasir & Rashid, Seemran, 2020. "An Empirical Investigation of Real Exchange Rate Responses to Foreign Currency Inflows: Revisiting the Dutch Disease phenomenon in South Asia," MPRA Paper 98756, University Library of Munich, Germany.
    32. Ms. Elena Dumitrescu & Mr. Rabah Arezki & Mr. Andreas Freytag & Mr. Marc G Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization," IMF Working Papers 2012/168, International Monetary Fund.
    33. Kenneth W. Clements & Renee Fry, 2006. "Commodity Currencies And Currency Commodities," CAMA Working Papers 2006-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    34. Hansen, Erwin & Wagner, Rodrigo, 2017. "Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 197-212.
    35. Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011. "Forecasting Inflation using Commodity Price Aggregates," Working Papers UWEC-2011-14, University of Washington, Department of Economics.
    36. Milesi-Ferretti, Gian Maria, 2008. "Fundamentals at Odds? The US Current Account Deficit and The Dollar," CEPR Discussion Papers 7046, C.E.P.R. Discussion Papers.
    37. Meher Manzur, 2018. "Exchange rate economics is always and everywhere controversial," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 216-232, January.
    38. Hansen, James & Gross, Isaac, 2018. "Commodity price volatility with endogenous natural resources," European Economic Review, Elsevier, vol. 101(C), pages 157-180.
    39. International Monetary Fund, 2013. "Chile: Selected Issues," IMF Staff Country Reports 2013/199, International Monetary Fund.
    40. Lone Christiansen & Alessandro Prati & Luca Antonio Ricci & Thierry Tressel, 2010. "External Balance in Low-Income Countries," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 265-322.
    41. Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013. "Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons," Cahiers de recherche 14-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    42. Martin Enilov, 2024. "The predictive power of commodity prices for future economic growth: Evaluating the role of economic development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3040-3062, July.
    43. Cordella, Tito & Gupta, Poonam, 2015. "What makes a currency procyclical? An empirical investigation," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 240-259.
    44. Arsham Reisinezhad, 2024. "The Dutch disease revisited: consistency of theory and evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(3), pages 553-603, March.
    45. Hassan Mohammadi & Mohammad Jahan-Parvar, 2012. "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 766-779, July.
    46. Jean-Louis Combes & Patrick Plane & Mr. Tidiane Kinda, 2011. "Capital Flows, Exchange Rate Flexibility, and the Real Exchange Rate," IMF Working Papers 2011/009, International Monetary Fund.
    47. Balázs Égert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?," EconomiX Working Papers 2012-18, University of Paris Nanterre, EconomiX.
    48. Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad, 2018. "Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?," Working Papers halshs-01757046, HAL.
    49. Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi, 2024. "EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods," Papers 2408.13214, arXiv.org.
    50. Q. Farooq Akram, 2008. "Commodity prices, interest rates and the dollar," Working Paper 2008/12, Norges Bank.
    51. Jorge Fornero & Markus Kirchner & Andrés Yany, 2015. "Terms of Trade Shocks and Investment in Commodity-Exporting Economies," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Caputo & Roberto Chang (ed.),Commodity Prices and Macroeconomic Policy, edition 1, volume 22, chapter 5, pages 135-193, Central Bank of Chile.
    52. Ryota Nakatani, 2017. "External Adjustment in a Resource-Rich Economy: The Case of Papua New Guinea," IMF Working Papers 2017/267, International Monetary Fund.
    53. Belke, Ansgar & Dreger, Christian & Dubova, Irina, 2016. "On the exposure of the BRIC countries to global economic shocks," Ruhr Economic Papers 622, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    54. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?," Post-Print halshs-02935658, HAL.
    55. Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013. "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," CESifo Working Paper Series 4189, CESifo.
    56. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2017. "When the Walk Is Not Random: Commodity Prices and Exchange Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
    57. Cécile Couharde & Issiaka Coulibaly & David Guerreiro & Valérie Mignon, 2013. "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," Post-Print hal-01385891, HAL.
    58. Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle, 2011. "Investigating the oil price-exchange rate nexus: Evidence from Africa," Working Papers 2011015, The University of Sheffield, Department of Economics, revised May 2011.
    59. Ms. Kornelia Krajnyak & Mr. Volodymyr Tulin, 2010. "How Expensive is Norway? New International Relative Price Measures," IMF Working Papers 2010/133, International Monetary Fund.
    60. Di Pace, Federico & Juvenal, Luciana & Petrella, Ivan, 2021. "Terms-of-trade shocks are not all alike," Bank of England working papers 901, Bank of England.
    61. Tii N. Nchofoung, 2022. "Trade shocks and labour market resilience in Sub-Saharan Africa: Does the franc zone response differently?," International Economics, CEPII research center, issue 169, pages 161-174.
    62. Michel Beine & Serge Coulombe & Wessel N. Vermeulen, 2015. "Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces," Economic Journal, Royal Economic Society, vol. 125(589), pages 1574-1615, December.
    63. Barbara Rossi, 2012. "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers 1405, Department of Economics and Business, Universitat Pompeu Fabra.
    64. Ahmed, Rashad, 2019. "Commodity Currencies and Causality: Some High-Frequency Evidence," MPRA Paper 98319, University Library of Munich, Germany, revised 25 Jan 2020.
    65. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2023. "What moves commodity terms-of-trade? Evidence from 178 countries," Journal of Commodity Markets, Elsevier, vol. 32(C).
    66. Cao, Dan & Evans, Martin & Lua, Wenlan, 2020. "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper 99054, University Library of Munich, Germany, revised 10 Mar 2020.
    67. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Muhammad Shahbaz, 2014. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working Papers hal-01880335, HAL.
    68. Felipe Aldunate & Jaime Casassus, 2010. "Consumption and Hedging in Oil Importing Developing Countries," Documentos de Trabajo 376, Instituto de Economia. Pontificia Universidad Católica de Chile..
    69. James Cust & Torfinn Harding & Pierre-Louis Vézina, 2019. "Dutch Disease Resistance: Evidence from Indonesian Firms," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 6(6), pages 1205-1237.
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    218. Belasen, Ariel R. & Demirer, Rıza, 2019. "Commodity-currencies or currency-commodities: Evidence from causality tests," Resources Policy, Elsevier, vol. 60(C), pages 162-168.
    219. Chaban, Maxym, 2011. "Home bias, distribution services and determinants of real exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 793-806.
    220. Brock Smith, 2014. "Dutch Disease and the Oil and Boom and Bust," OxCarre Working Papers 133, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    221. Evgenia Passari, 2015. "Commodity Currencies Revisited," Post-Print hal-01453266, HAL.
    222. Lubimov, I.L. (Любимов, И.Л.), 2016. "The Impact of Resource Wealth on Economic Growth: A Review of Foreign Experience and Estimates for Russia [Влияние Ресурсного Богатства На Экономический Рост: Обзор Зарубежного Опыта И Оценки Для Р," Working Papers 2044, Russian Presidential Academy of National Economy and Public Administration.
    223. Hilda Aprina, 2014. "The Impact Of Crude Palm Oil Price On Rupiah’S Rate," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(4), pages 295-314, April.
    224. Oğuz Tümtürk, 2022. "Global Uncertainty and Exchange Rate Volatility," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 69-84, December.
    225. Daniel Lederman & William F. Maloney, 2012. "Does What You Export Matter? In Search of Empirical Guidance for Industrial Policies," World Bank Publications - Books, The World Bank Group, number 9371.
    226. Shang, Jin & Hamori, Shigeyuki, 2024. "Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU," Energy Economics, Elsevier, vol. 132(C).
    227. Michael Pedersen, 2019. "The impact of commodity price shocks in a copper-rich economy: the case of Chile," Empirical Economics, Springer, vol. 57(4), pages 1291-1318, October.
    228. Gilles Duffrenot & Kimiko Sugimoto, 2010. "Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis," William Davidson Institute Working Papers Series wp974, William Davidson Institute at the University of Michigan.
    229. Michel Beine & Serge Coulombe & Wessel Vermeulen, 2015. "Dutch Disease and the Mitigation: Evidence from Canadian Provinces," OxCarre Working Papers 151, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    230. Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    231. Emilio Pineda & Mr. Paul Cashin & Ms. Yan M Sun, 2009. "Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union," IMF Working Papers 2009/078, International Monetary Fund.
    232. Stuart Landon & Constance Smith, 2010. "Government Revenue Volatility: The Case of Alberta, an Energy Dependent Economy," EERI Research Paper Series EERI_RP_2010_23, Economics and Econometrics Research Institute (EERI), Brussels.
    233. Hillary Stein, 2022. "Got Milk? The Effect of Export Price Shocks on Exchange Rates," Working Papers 23-1, Federal Reserve Bank of Boston.
    234. Baptista Palazzi, Rafael & Van Huellen, Sophie, 2024. "Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil," 2024 Annual Meeting, July 28-30, New Orleans, LA 343668, Agricultural and Applied Economics Association.
    235. Ahmed, Rashad, 2020. "Commodity currencies and causality: Some high-frequency evidence," Economics Letters, Elsevier, vol. 189(C).
    236. A. Polbin, 2017. "Modeling the real ruble exchange rate under monetary policyregime change," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 4.
    237. Jay, Squalli, 2011. "Is the dollar peg suitable for the largest economies of the Gulf Cooperation Council?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 496-512, October.
    238. Ms. Elena Loukoianova & Mr. Plamen K Iossifov, 2007. "Estimation of a Behavioral Equilibrium Exchange Rate Model for Ghana," IMF Working Papers 2007/155, International Monetary Fund.
    239. Florian Manz, 2019. "Determinants of non-performing loans: What do we know? A systematic review and avenues for future research," Management Review Quarterly, Springer, vol. 69(4), pages 351-389, November.
    240. Akhand Akhtar Hossain, 2015. "Economic Management in a Volatile Environment: Monetary and Financial Issues by Ramkishen S. Rajan and Sasidaran Gopalan Palgrave Macmillan , London , 2015 Pp. xx+283. ISBN 9 78 137 37151-5," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 29(2), pages 103-106, November.
    241. Foued Chihi & Michel Normandin, 2008. "External and Budget Deficits in Developing Countries," Cahiers de recherche 0819, CIRPEE.
    242. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2017. "Dynamic Connectedness and Causality between Oil prices and Exchange Rates," Borradores de Economia 1025, Banco de la Republica de Colombia.
    243. Bertrand Gruss, 2014. "After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean," IMF Working Papers 2014/154, International Monetary Fund.
    244. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.
    245. Eichler, Stefan & Roevekamp, Ingmar, 2018. "A market-based measure for currency risk in managed exchange rate regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 141-159.
    246. Dolado, Juan J & Charnavoki, Valery, 2012. "The effects of global shocks on small commodity-exporting economies: New evidence from Canada," CEPR Discussion Papers 8825, C.E.P.R. Discussion Papers.
    247. Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023. "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, vol. 120(C).
    248. Bürgi Bonanomi, Elisabeth & Elsig, Manfred & Espa, Ilaria, 2015. "The Commodity Sector and Related Governance Challenges from a Sustainable Development Perspective: The Example of Switzerland Current Research Gaps," Papers 865, World Trade Institute.
    249. Rasaki, Mutiu Gbade & Malikane, Christopher, 2015. "Macroeconomic shocks and fluctuations in African economies," Economic Systems, Elsevier, vol. 39(4), pages 675-696.
    250. Simiso MSOMI & Harold NGALAWA, 2023. "The Movement of Exchange Rate and Expected Income: Case of South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 65-89.
    251. Leleng KEBALO, 2016. "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 459-481, September.
    252. Ogundipe, Adeyemi & Ogundipe, Oluwatomisin, 2013. "Oil Price and Exchange Rate Volatility in Nigeria," MPRA Paper 51668, University Library of Munich, Germany.
    253. Mr. Thierry Tressel & Mr. Alessandro Prati, 2006. "Aid Volatility and Dutch Disease: Is There a Role for Macroeconomic Policies?," IMF Working Papers 2006/145, International Monetary Fund.
    254. Amin Sokhanvar & Chien-Chiang Lee, 2023. "How do energy price hikes affect exchange rates during the war in Ukraine?," Empirical Economics, Springer, vol. 64(5), pages 2151-2164, May.
    255. Jonathan Hambur & Lynne Cockerell & Christopher Potter & Penelope Smith & Michelle Wright, 2015. "Modelling the Australian Dollar," RBA Research Discussion Papers rdp2015-12, Reserve Bank of Australia.
    256. Roland Beck & Geoff Barnard, 2009. "Towards a Flexible Exchange Rate Policy in Russia," OECD Economics Department Working Papers 744, OECD Publishing.
    257. Sanidas, Elias, 2014. "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 135-151.
    258. Chihi, Foued & Normandin, Michel, 2013. "External and budget deficits in some developing countries," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 77-98.

  15. Mr. Paul Cashin & Christopher J. Kent, 2003. "The Response of the Current Account to Terms of Trade Shocks: Persistence Matters," IMF Working Papers 2003/143, International Monetary Fund.

    Cited by:

    1. Narayan, Seema & Narayan, Paresh Kumar & Tobing, Lutzardo, 2021. "Has tourism influenced Indonesia’s current account?," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 225-237.
    2. Diego Bastourre & Jorge Carrera & Javier Ibarlucia, 2008. "Commodity Prices in Argentina. What Does Move the Wind?," Money Affairs, CEMLA, vol. 0(1), pages 1-30, January-J.
    3. Rodolfo Cermeño, 2007. "Median-Unbiased Estimation in Panel Data: Methodology and Applications to the GDP Convergence and Purchasing Power Parity Hypotheses," Working Papers DTE 407, CIDE, División de Economía.
    4. Dan Andrews & Daniel Rees, 2009. "Macroeconomic Volatility and Terms of Trade Shocks," RBA Research Discussion Papers rdp2009-05, Reserve Bank of Australia.
    5. Camilo Alberto Cárdenas-Hurtado & Aaron Levi Garavito-Acosta & Jorge Hernán Toro-Córdoba, 2018. "Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case," Borradores de Economia 1043, Banco de la Republica de Colombia.
    6. Sokolova, Maria V., 2017. "Exchange Rates, International Trade, and Growth: Re-evaluation of Undervaluation," ADBI Working Papers 684, Asian Development Bank Institute.
    7. Ryota Nakatani, 2017. "External Adjustment in a Resource-Rich Economy: The Case of Papua New Guinea," IMF Working Papers 2017/267, International Monetary Fund.
    8. C�sar R. Sobrino, 2011. "Current account, productivity and terms of trade shocks in Norway," Applied Economics Letters, Taylor & Francis Journals, vol. 18(18), pages 1745-1750, December.
    9. Mr. Paul Cashin & Samya Beidas-Strom, 2011. "Are Middle Eastern Current Account Imbalances Excessive?," IMF Working Papers 2011/195, International Monetary Fund.
    10. Diego N. Moccero, 2006. "The Intertemporal Approach to the Current Account: Evidence from Argentina," Department of Economics, Working Papers 066, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    11. Chowdhury, Abdur, 2015. "Terms of trade shocks and private savings in the developing countries," Journal of Comparative Economics, Elsevier, vol. 43(4), pages 1122-1134.
    12. Gustavo Adler & Mr. Nicolas E Magud & Alejandro M. Werner, 2017. "Terms-of-Trade Cycles and External Adjustment," IMF Working Papers 2017/029, International Monetary Fund.
    13. Daniel Rees, 2013. "Terms of Trade Shocks and Incomplete Information," RBA Research Discussion Papers rdp2013-09, Reserve Bank of Australia.
    14. Christian Gillitzer & Jonathan Kearns, 2005. "Long-term Patterns in Australia’s Terms of Trade," RBA Research Discussion Papers rdp2005-01, Reserve Bank of Australia.
    15. Chen Fang & Po-Sheng Lin, 2013. "Traded Bond Denominations, Shock Persistence and Current Account Dynamics: Another Look at the Harberger–Laursen–Metzler Effect," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 502-529, October.
    16. Piotr Misztal, 2010. "The Harberger-Laursen-Metzler Effect. Theory and Practice in Poland," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(38), pages 129-146, December.
    17. Araujo, Juliana D. & Li, Bin Grace & Poplawski-Ribeiro, Marcos & Zanna, Luis-Felipe, 2016. "Current account norms in natural resource rich and capital scarce economies," Journal of Development Economics, Elsevier, vol. 120(C), pages 144-156.
    18. Mariano Kulish & Daniel Rees, 2015. "Unprecedented Changes in the Terms of Trade," RBA Research Discussion Papers rdp2015-11, Reserve Bank of Australia.
    19. Narayan, Seema, 2013. "A structural VAR model of the Fiji Islands," Economic Modelling, Elsevier, vol. 31(C), pages 238-244.
    20. Vansteenkiste, Isabel & Nickel, Christiane, 2008. "Fiscal policies, the current account and Ricardian equivalence," Working Paper Series 935, European Central Bank.
    21. Graciela L Kaminsky, 2010. "Terms of Trade Shocks and Fiscal Cycles," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
    22. Aquino, Juan Carlos & Espino, Freddy, 2013. "Terms of Trade and Current Account Fluctuations: a Vector Autoregression Approach," Working Papers 2013-008, Banco Central de Reserva del Perú.
    23. Luis N. Lanteri, 2015. "Efecto Harberger-Laursen-Metzler. Evidencia para Argentina (1986-2014)," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages 1-1, December.
    24. Gonzalo Hernández, 2011. "Terms of Trade and Output Fluctuations in Colombia," UMASS Amherst Economics Working Papers 2011-04, University of Massachusetts Amherst, Department of Economics.
    25. Beteta, Hugo E. & Moreno Brid, Juan Carlos, 2014. "Structural change and growth in Central America and the Dominican Republic: an overview of two decades, 1990-2011," Libros de la CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 37342 edited by Eclac.
    26. Eiriksson, Agust A., 2011. "The saving-investment correlation and origins of productivity shocks," Japan and the World Economy, Elsevier, vol. 23(1), pages 40-47, January.
    27. Agenor, P.-R., 1997. "Capital-Market Imperfections and the Macroeconomic Dynamics of Small Indebted Economies," Princeton Studies in International Economics 82, International Economics Section, Departement of Economics Princeton University,.
    28. Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, February.
    29. Anthony Legg & Nalini Prasad & Tim Robinson, 2007. "Global Imbalances and the Global Saving Glut – A Panel Data Assessment," RBA Research Discussion Papers rdp2007-11, Reserve Bank of Australia.
    30. Seema Wati Narayan, 2020. "Asian Current Account Balances And Spillovers From A Foreign Country, A Region And The United States," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(1), pages 1-24, April.

  16. Ms. Hong Liang & Mr. Paul Cashin & Ms. Hali J Edison, 2003. "Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?," IMF Working Papers 2003/099, International Monetary Fund.

    Cited by:

    1. Pierre L. Siklos & Diana N. Weymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Vanderbilt University Department of Economics Working Papers 0604, Vanderbilt University Department of Economics.
    2. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 685-718.
    3. Koji Kubo, 2017. "Impacts of Foreign Exchange Auctions on the Informal Market Rate in Myanmar," Global Economic Review, Taylor & Francis Journals, vol. 46(2), pages 189-202, April.
    4. Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
    5. Andreas M. Fischer & Ulan Termechikov, 2007. "Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views," Working Papers 2007-01, Swiss National Bank.
    6. Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 341-360, October.
    7. Smita Roy Trivedi & P. G. Apte, 2016. "Central Bank Intervention in USD/INR Market: Estimating Its Reaction Function and Impact on Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(3), pages 263-279, September.
    8. Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019. "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, vol. 2(1), pages 24-44.
    9. Kiss M., Norbert, 2005. "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások [Effectiveness of central-bank intervention on foreign-exchange markets. International experienc," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872.
    10. Fayyaz Hussain & Abdul Jalil, 2006. "Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan," SBP Working Paper Series 14, State Bank of Pakistan, Research Department.
    11. Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005. "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia 347, Banco de la Republica de Colombia.
    12. Berganza, Juan Carlos & Broto, Carmen, 2012. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 428-444.
    13. Timo Wollmershäuser, 2003. "Sterilisierte Devisenmarktinterventionen - ein umstrittenes währungspolitisches Instrument," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(19), pages 34-44, October.
    14. Mr. Cem Karacadag & Roberto Guimarães-Filho, 2004. "The Empirics of Foreign Exchange Intervention in Emerging Markets: The Cases of Mexico and Turkey," IMF Working Papers 2004/123, International Monetary Fund.
    15. Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    16. Dimitrios A. Sideris, 2007. "Foreign Exchange Intervention and Equilibrium Real Exchange Rates," Working Papers 56, Bank of Greece.
    17. Balazs Egert & Lubos Komarek, 2005. "Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?," Working Papers 2005/07, Czech National Bank.
    18. Moura, Marcelo L. & Pereira, Fatima R. & Attuy, Guilherme de Moraes, 2013. "Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy," Insper Working Papers wpe_304, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    19. Smita Roy Trivedi & Bobby Srinivasan, 2016. "Impact of Central Bank Intervention in the Foreign Exchange Market: Evidence from India Using an Event Study Approach," Economic Papers, The Economic Society of Australia, vol. 35(4), pages 389-402, December.
    20. Carmen Broto, 2012. "The effectiveness of forex interventions in four Latin American countries," Working Papers 1226, Banco de España.
    21. Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020. "The Effectiveness of FX Interventions: A Meta-Analysis," Discussion Papers of DIW Berlin 1895, DIW Berlin, German Institute for Economic Research.
    22. Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P., 2010. "On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates," Discussion Paper Series 1: Economic Studies 2010,08, Deutsche Bundesbank.
    23. Peter Andersen & Suk-Joong Kim, 2018. "Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 2, pages 43-71, World Scientific Publishing Co. Pte. Ltd..
    24. Simwaka, Kisu & Mkandawire, Leslie, 2010. "Official intervention in Foreign Exchange Market in Malawi: A comparison of GARCH and Equilibrium Exchange Rate approaches," MPRA Paper 23111, University Library of Munich, Germany.
    25. Balazs Egert, 2006. "Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies," CERS-IE WORKING PAPERS 0615, Institute of Economics, Centre for Economic and Regional Studies.
    26. Chris Becker & Michael Sinclair, 2004. "Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float," RBA Research Discussion Papers rdp2004-06, Reserve Bank of Australia.
    27. Muteba Mwamba, John & Dube, Sandile, 2014. "The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector," MPRA Paper 64389, University Library of Munich, Germany.
    28. Zulfiqar Hyder & Muhammad Mazhar Khan, 2007. "Monetary Conditions Index for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 165-190.
    29. Shawn Chen‐Yu Leu, 2009. "Managed Floating in Australia," Economic Papers, The Economic Society of Australia, vol. 28(4), pages 310-322, December.
    30. Yu Hsing, 2010. "Analysis of movements in the AUD/USD exchange rate: comparison of four major models," Applied Economics Letters, Taylor & Francis Journals, vol. 17(6), pages 575-580.
    31. Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Papers (Old Series) 0315, Federal Reserve Bank of Cleveland.
    32. Bal??zs ??gert, 2006. "Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies," William Davidson Institute Working Papers Series wp846, William Davidson Institute at the University of Michigan.
    33. Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
    34. Becksndale Masawi & Sukanto Bhattacharya & Terry Boulter, 2018. "Does the Information Content of Central Bank Speeches Impact on the Level of Exchange Rate? A Comparative Study of Canadian and Australian Central Bank Communications," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 1-27, March.
    35. Bal??zs ??gert & Maroje Lang, 2005. "Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn?," William Davidson Institute Working Papers Series wp755, William Davidson Institute at the University of Michigan.
    36. Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021. "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    37. Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006. "Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(5), pages 446-467, December.
    38. Соломія Бричка & Денис Клиновський & Дмитро Круковець & Артем Огарков, 2019. "Мета-аналіз: ефект fx-інтервенцій на валютний курс," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, vol. 2(1), pages 24-47.
    39. Simwaka, Kisu & Mkandawire, Leslie, 2008. "The efficacy of foreign exchange market intervention in Malawi," MPRA Paper 15946, University Library of Munich, Germany.
    40. Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia.
    41. Herman Kamil, 2008. "Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia," IMF Working Papers 2008/088, International Monetary Fund.
    42. Roberto Guimaraes & Cem Karacadag, 2005. "The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey," Money Macro and Finance (MMF) Research Group Conference 2005 68, Money Macro and Finance Research Group.
    43. Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018, January-A.
    44. Balázs Égert & Maroje Lang, 2006. "Foreign exchange interventions in a small emerging market: the case of Croatia," Economic Change and Restructuring, Springer, vol. 39(1), pages 35-62, June.
    45. Su, Fei & Zhang, Jingjing, 2018. "Global price discovery in the Australian dollar market and its determinants," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 35-55.
    46. International Monetary Fund, 2008. "Colombia: Selected Issues," IMF Staff Country Reports 2008/032, International Monetary Fund.
    47. Stephen Grenville, 2010. "A New Mind-set for Exchange Rates," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 17(1), pages 55-62.
    48. Harry Clarke, 2010. "Formulating Policy Responses to Global Warming in the Face of Uncertainty," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 17(1), pages 33-54.
    49. José Darío Uribe & Jorge Toro, 2005. "Foreign exchange market intervention in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 139-49, Bank for International Settlements.
    50. Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Department of Economics.
    51. Sanidas, Elias, 2014. "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 135-151.

  17. Ms. Ratna Sahay & Mr. Luis Felipe Céspedes & Mr. Paul Cashin, 2002. "Keynes, Cocoa, and Copper: In Search of Commodity Currencies," IMF Working Papers 2002/223, International Monetary Fund.

    Cited by:

    1. Valerie Cerra & Sweta C. Saxena, 2005. "Growth Dynamics: The Myth of Economic Recovery," Macroeconomics 0508008, University Library of Munich, Germany.
    2. Cashin, Paul & Cespedes, Luis F. & Sahay, Ratna, 2004. "Commodity currencies and the real exchange rate," Journal of Development Economics, Elsevier, vol. 75(1), pages 239-268, October.
    3. van der Ploeg, Frederick & Poelhekke, Steven, 2007. "Volatility, Financial Development and the Natural Resource Curse," CEPR Discussion Papers 6513, C.E.P.R. Discussion Papers.
    4. HEGERTY, Scott W., 2014. "Exchange Market Pressure And Regional Price Spillovers In Russia, Ukraine, And Belarus," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(2).
    5. Jacome H., Luis I. & Saadi Sedik, Tahsin & Townsend, Simon, 2012. "Can emerging market central banks bail out banks? A cautionary tale from Latin America," Emerging Markets Review, Elsevier, vol. 13(4), pages 424-448.
    6. Rautava, Jouko, 2004. "The role of oil prices and the real exchange rate in Russia's economy--a cointegration approach," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 315-327, June.
    7. Hegerty, Scott W., 2016. "Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 23-37.
    8. Miss Eva Gutierrez, 2006. "Export Performance and External Competitiveness in the former Yugoslav Republic of Macedonia," IMF Working Papers 2006/261, International Monetary Fund.
    9. Henri Lorie & Kiran Younas Khan, 2006. "What Determines the Domestic Prices of Agricultural Commodities in Pakistan?," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 667-687.
    10. International Monetary Fund, 2005. "Algeria: Selected Issues," IMF Staff Country Reports 2005/052, International Monetary Fund.
    11. Ricardo Caballero & Kevin Cowan & Jonathan Kearns, 2004. "Fear of Sudden Stops: Lessons from Australia and Chile," NBER Working Papers 10519, National Bureau of Economic Research, Inc.
    12. Ms. Hong Liang & Mr. Paul Cashin & Ms. Hali J Edison, 2003. "Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?," IMF Working Papers 2003/099, International Monetary Fund.
    13. Fiona Tregenna, 2012. "Sources of Subsectoral Growth in South Africa," Oxford Development Studies, Taylor & Francis Journals, vol. 40(2), pages 162-189, June.
    14. A Ghoshray & Ashira Perera, 2011. "The Model of Commodity Prices after Sir Arthur Lewis Revisited," Department of Economics Working Papers 08/11, University of Bath, Department of Economics.
    15. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
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    132. Richard M. Auty, 2014. "The resource curse and sustainable development," Chapters, in: Giles Atkinson & Simon Dietz & Eric Neumayer & Matthew Agarwala (ed.), Handbook of Sustainable Development, chapter 17, pages 267-278, Edward Elgar Publishing.
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    134. Alexandros Sarris, 2014. "Trade, food and welfare," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 13, pages 325-352, Edward Elgar Publishing.
    135. Philip Borkin, 2006. "Past, Present and Future Developments in New Zealand’s Terms of Trade," Treasury Working Paper Series 06/09, New Zealand Treasury.
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    137. Chen, Mei-Hsiu, 2010. "Understanding world metals prices--Returns, volatility and diversification," Resources Policy, Elsevier, vol. 35(3), pages 127-140, September.
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    139. Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
    140. Gilles Duffrenot & Kimiko Sugimoto, 2010. "Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis," William Davidson Institute Working Papers Series wp974, William Davidson Institute at the University of Michigan.
    141. Balagtas, Joseph Valdes & Holt, Matthew T., 2008. "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 91(1), pages 1-21, April.
    142. Rebecca Driver & Stephen Millard, 2004. "Exchange rates, commodities and the implications of volatility in a small open economy world," Money Macro and Finance (MMF) Research Group Conference 2003 26, Money Macro and Finance Research Group.
    143. Mei-Hsiu Chen, 2009. "UNDERSTANDING WORLD COMMODITY PRICES Returns, Volatility and Diversification," Economics Discussion / Working Papers 09-03, The University of Western Australia, Department of Economics.
    144. Samuel Bazzi & Christopher Blattman, 2014. "Economic Shocks and Conflict: Evidence from Commodity Prices," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(4), pages 1-38, October.
    145. Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(15), pages 1383-1402, October.
    146. Scandizzo, Pasquale Lucio & Savastano, Sara & Vezzani, Antonio, 2010. "The deterministic and speculative component of the terms of trade of primary commodities: An “Eclectic” Real Option value approach," 114th Seminar, April 15-16, 2010, Berlin, Germany 61086, European Association of Agricultural Economists.
    147. T. G. Saji & V. P. Joshith & T. A. Binoy & K. Sravana, 2024. "Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 572-581, May.
    148. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Working Papers Central Bank of Chile 556, Central Bank of Chile.
    149. Nabiha Ahsan & Aamer Amin & Jamal Hassan & Tahir Mahmood, 2020. "Effects of Inflaction on Agricultural Commodities," International Journal of Agriculture & Sustainable Development, 50sea, vol. 2(4), pages 105-111, November.
    150. Dwight S. Jackson, 2010. "The Dynamics of Bank Spreads in the Jamaican Banking Sector: an Empirical Assessment," Money Affairs, CEMLA, vol. 0(1), pages 1-35, January-J.
    151. Tayyaba Idrees & Saira Tufail, 2012. "The Harberger-Laursen-Metzler Effect: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 17(2), pages 87-110, July-Dec.
    152. Mofya-Mukuka, Rhoda & Abdulai, Awudu, 2013. "Effects of Policy Reforms on Price Transmission in Coffee Markets: Evidence from Zambia and Tanzania," Food Security Collaborative Working Papers 171870, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    153. International Monetary Fund, 2012. "Commodity Price Volatility and the Sources of Growth," IMF Working Papers 2012/012, International Monetary Fund.
    154. Jarvis, Lovell S., 2005. "The rise and decline of rent-seeking activity in the Brazilian coffee sector: Lessons from the imposition and removal of coffee export quotas," World Development, Elsevier, vol. 33(11), pages 1881-1903, November.
    155. Emmanuel MOUSSONE, 2010. "Insertion des pays de la zone franc africaine dans le commerce mondial : étude d’une spécialisation appauvrissante et le problème du financement de l’économie (Insertion of the African Franc Zone Coun," Working Papers 231, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
    156. Benno Ferrarini, 2009. "Compensatory Aid and Debt Relief: A Case Study of Uganda," Journal of Development Studies, Taylor & Francis Journals, vol. 45(7), pages 1134-1149, August.
    157. Shouvik Chakraborty & Prabirjit Sarkar, 2020. "From The Classical Economists To Empiricists: A Review Of The Terms Of Trade Controversy," Journal of Economic Surveys, Wiley Blackwell, vol. 34(5), pages 1111-1133, December.
    158. Mario Alejandro Pérez Rincón, 2006. "Colombian international trade from a physical perspective: towards an ecological "Prebisch thesis"," UHE Working papers 2006_03, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica.
    159. AfDB AfDB, 2016. "North Africa - Working paper - From Resource Curse to Rent Curse in the MENA Region," Working Paper Series 2326, African Development Bank.
    160. Alexandra Dwyer & George Gardner & Thomas Williams, 2011. "Global Commodity Markets - Price Volatility and Financialisation," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 49-58, June.
    161. Staritz, Cornelia, 2012. "Financial markets and the commodity price boom: Causes and implications for developing countries," Working Papers 30, Austrian Foundation for Development Research (ÖFSE).
    162. Alper Kara & Dilem Yildirim & G. Ipek Tunc, 2023. "Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 279-290, June.
    163. Sanidas, Elias, 2014. "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 135-151.
    164. Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Policy briefs on Commodities & Energy 1801, Policy Center for the New South.

  19. Mr. Paul Cashin & Ms. Catherine A Pattillo & Ms. Ratna Sahay & Mr. Paolo Mauro, 2001. "Macroeconomic Policies and Poverty Reduction: Stylized Facts and an Overview of Research," IMF Working Papers 2001/135, International Monetary Fund.

    Cited by:

    1. Ms. Anne Epaulard, 2003. "Macroeconomic Performance and Poverty Reduction," IMF Working Papers 2003/072, International Monetary Fund.
    2. Mark Beeson & Iyanatul Islam, 2005. "Neo-liberalism and East Asia: Resisting the Washington Consensus," Journal of Development Studies, Taylor & Francis Journals, vol. 41(2), pages 197-219.
    3. Mr. Andrew Berg & Anne O. Krueger, 2003. "Trade, Growth, and Poverty: A Selective Survey," IMF Working Papers 2003/030, International Monetary Fund.
    4. Makedonas Eleftherios & Bellos Sotirios & Turan Subasat, 2015. "IMF Lending and Poverty in Developing Countries," Journal of Heterodox Economics, Sciendo, vol. 2(2), pages 113-137, December.
    5. Celso Nunes, 2008. "Poverty Measurement: The Development of Different Approaches and Its Techniques," Working Papers 93, ECINEQ, Society for the Study of Economic Inequality.
    6. International Monetary Fund, 2006. "Malawi: Poverty Reduction Strategy Paper: Annual Progress Report," IMF Staff Country Reports 2006/155, International Monetary Fund.
    7. James Nyarkoh, Bright, 2017. "Modelling Trade Liberalisation-Poverty Nexus for Ghana," MPRA Paper 76209, University Library of Munich, Germany.
    8. Mr. Biaggio Bossone & Mr. Abdourahmane Sarr, 2002. "A New Financial System for Poverty Reduction and Growth," IMF Working Papers 2002/178, International Monetary Fund.
    9. Julian Ramajo & Javier Salinas & Francisco Pedraja & Miguel Márquez, 2007. "Competition in the allocation of public spending: a new model to analyse the interaction between expenditure categories," Economics Bulletin, AccessEcon, vol. 8(4), pages 1-7.
    10. Hermann Sautter, 2002. "Equity and growth – an uneasy relationship," Ibero America Institute for Econ. Research (IAI) Discussion Papers 089, Ibero-America Institute for Economic Research.
    11. Oberdabernig, Doris A., 2013. "Revisiting the Effects of IMF Programs on Poverty and Inequality," World Development, Elsevier, vol. 46(C), pages 113-142.
    12. Kshitij Chaudhary, 2015. "The effect of political decentralisation and affirmative action on Multidimensional Poverty Index: evidence from Indian States," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 17(1), pages 27-49, April.
    13. Osaretin Kayode Omoregie & Fredrick Ikpesu & Abraham Emmanuel Okpe, 2018. "Credit Supply and Rice Output in Nigeria: Empirical Insight from Vector Error Correction Model Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 68-74.
    14. Zlata Hajro & Joseph Joyce, 2009. "A true test: do IMF programs hurt the poor?," Applied Economics, Taylor & Francis Journals, vol. 41(3), pages 295-306.
    15. Ismael Sanz & Francisco J. Velázquez, 2003. "Fiscal illusion, fiscal consolidation and government expenditure composition in the OECD: a dynamic panel data approach," European Economy Group Working Papers 21, European Economy Group.
    16. Ms. Caroline M Kende-Robb, 2003. "Poverty and Social Impact Analysis: Linking Macroeconomic Policies to Poverty Outcomes: Summary of Early Experiences," IMF Working Papers 2003/043, International Monetary Fund.

  20. Mr. C. John McDermott & Mr. Paul Cashin, 2001. "An Unbiased Appraisal of Purchasing Power Parity," IMF Working Papers 2001/196, International Monetary Fund.

    Cited by:

    1. Levent, Korap, 2007. "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper 19584, University Library of Munich, Germany.
    2. Fullerton Jr., Thomas M. & Fierro, Karen P. & Villalobos, Emmanuel, 2009. "Cross-border restaurant price and exchange rate interactions," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 281-288, December.
    3. Arize, Augustine C. & Malindretos, John & Nam, Kiseok, 2010. "Cointegration, dynamic structure, and the validity of purchasing power parity in African countries," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 755-768, October.
    4. Cuestas, Juan Carlos & Regis, Paulo José, 2013. "Purchasing power parity in OECD countries: Nonlinear unit root tests revisited," Economic Modelling, Elsevier, vol. 32(C), pages 343-346.
    5. Joseph Kargbo, 2006. "Purchasing Power Parity and real exchange rate behaviour in Africa," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 169-183.
    6. Levent, Korap, 2007. "Information content of exchange rate volatility: Turkish experience," MPRA Paper 19598, University Library of Munich, Germany.
    7. Irfan Civcir, 2002. "Before The Fall Was The Turkish Lira Overvalued?," Working Papers 0220, Economic Research Forum, revised 11 Jul 2002.
    8. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," CERS-IE WORKING PAPERS 0307, Institute of Economics, Centre for Economic and Regional Studies.
    9. Enrique Alberola & Humberto López & Luis Servén, 2004. "Tango with the gringo: the hard peg and real misalign ment in Argentina," Working Papers 0405, Banco de España.
    10. Ms. Jayasri Dutta, 2002. "Dread of Depreciation: Measuring Real Exchange Rate Interventions," IMF Working Papers 2002/063, International Monetary Fund.
    11. Joseph Kargbo, 2011. "Capital flows, real exchange rate misalignment and PPP tests in emerging market countries," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1883-1897.
    12. Blanco-Gonzalez, Lorenzo & Fullerton, Thomas M., Jr., 2008. "La Ley del Precio Unitario en la Zona Metropolitana Fronteriza [The Law of One Price in the Borderplex]," MPRA Paper 14687, University Library of Munich, Germany.
    13. Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
    14. Fallahi, Firouz & Karimi, Mohammad & Voia, Marcel-Cristian, 2016. "Persistence in world energy consumption: Evidence from subsampling confidence intervals," Energy Economics, Elsevier, vol. 57(C), pages 175-183.
    15. Fallahi, Firouz, 2017. "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, vol. 65(C), pages 228-239.
    16. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
    17. Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
    18. Paul Cashin & C. John McDermott, 2006. "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-5.
    19. Vatter, Marc H., 2017. "OPEC's kinked demand curve," Energy Economics, Elsevier, vol. 63(C), pages 272-287.
    20. World Bank, 2003. "Brazil : Stability for Growth and Poverty Reduction," World Bank Publications - Reports 14881, The World Bank Group.
    21. Emilio Pineda & Mr. Paul Cashin & Ms. Yan M Sun, 2009. "Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union," IMF Working Papers 2009/078, International Monetary Fund.
    22. Blanco-Gonzalez, Lorenzo & Fullerton, Thomas Jr., 2006. "Borderplex menu evidence for the law of one price," Economics Letters, Elsevier, vol. 90(1), pages 28-33, January.
    23. Levent, Korap, 2007. "Analyzing CBRT's FOREX interventions using EGARCH (2001-2006)," MPRA Paper 20634, University Library of Munich, Germany.
    24. Susan Thorp, 2005. "‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds," The Economic Record, The Economic Society of Australia, vol. 81(252), pages 38-50, March.
    25. Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.

  21. Mr. Paul Cashin & Mr. Sam Ouliaris, 2001. "Key Features of Australian Business Cycles," IMF Working Papers 2001/171, International Monetary Fund.

    Cited by:

    1. Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series 968, The University of Melbourne.
    2. Dapontas Dimitrios & Evangelopoulos Panagiotis, 2013. "Has the NAFTA Foundation Affected Business Cycles Length? An Introduction," Scientific Annals of Economics and Business, Sciendo, vol. 60(1), pages 145-153, July.
    3. Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Research Discussion Papers rdp2005-07, Reserve Bank of Australia.
    4. Levent, Korap, 2006. "An essay upon the business cycle facts: the Turkish case," MPRA Paper 21717, University Library of Munich, Germany.
    5. Levent, Korap, 2007. "Structural VAR identification of the Turkish business cycles," MPRA Paper 21971, University Library of Munich, Germany.
    6. Narayan, Paresh Kumar, 2008. "An investigation of the behaviour of Australia's business cycle," Economic Modelling, Elsevier, vol. 25(4), pages 676-683, July.
    7. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
    8. Milan Christian de Wet, 2021. "Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 14(1), pages 69-79, June.
    9. Kufenko, Vadim, 2016. "Spurious periodicities in cliometric series: Simultaneous testing," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 48/2016, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
    10. Keen Meng Choy, 2006. "Business Cycles in a Small Open Economy: Stylized Facts from Singapore," Economic Growth Centre Working Paper Series 0611, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    11. Mr. Francesco Grigoli & Ms. Dalia S Hakura, 2010. "Recoveries in the Middle East, North Africa, and Pakistan: Have Macroeconomic Policies Been Effective?," IMF Working Papers 2010/122, International Monetary Fund.
    12. Mr. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 2004/136, International Monetary Fund.
    13. Levent, Korap, 2009. "Türkiye ekonomisinde enflasyon ve reel milli gelir arasındaki çevrimsellik ilişkisi üzerine bir inceleme [An investigation upon the cyclical relationship between inflation and real income in the Tu," MPRA Paper 20266, University Library of Munich, Germany.
    14. Korap, Levent, 2010. "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper 28647, University Library of Munich, Germany.

  22. Mr. Paul Cashin & Ms. Catherine A Pattillo, 2000. "Terms of Trade Shocks in Africa: Are they Short-Lived or Long-Lived?," IMF Working Papers 2000/072, International Monetary Fund.

    Cited by:

    1. Liu, Chang & Lin, Dongtao & Liu, Jiawei & Li, Yanran, 2019. "Quantifying the effects of non-tariff measures on African agri-food exporters," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 58(4), April.
    2. Cardi, Olivier, 2007. "Another View Of The J-Curve," Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 153-174, April.
    3. Kim, Hyeongwoo & Zhang, Yunxiao, 2020. "Investigating properties of commodity price responses to real and nominal shocks," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    4. Zafar, Ali, 2004. "What happens when a country does not adjust to terms of trade shocks? the case of oil-rich Gabon," Policy Research Working Paper Series 3403, The World Bank.
    5. Paul Cashin & Catherine Pattillo, 2006. "African terms of trade and the commodity terms of trade: close cousins or distant relatives?," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 845-859.
    6. SENBETA, Sisay Regassa, 2013. "Foreign exchange constraints and macroeconomic dynamics in a small open economy," Working Papers 2013023, University of Antwerp, Faculty of Business and Economics.
    7. World Bank, 2007. "Uganda - Moving Beyond Recovery : Investment and Behavior Change, For Growth, Volume 1. Summary and Recommendations," World Bank Publications - Reports 7576, The World Bank Group.
    8. Rodolfo Cermeño, 2007. "Median-Unbiased Estimation in Panel Data: Methodology and Applications to the GDP Convergence and Purchasing Power Parity Hypotheses," Working Papers DTE 407, CIDE, División de Economía.
    9. Sajjad Faraji Dizaji, 2019. "Trade openness, political institutions, and military spending (evidence from lifting Iran’s sanctions)," Empirical Economics, Springer, vol. 57(6), pages 2013-2041, December.
    10. Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur, 2013. "Volatility spillover between oil and agricultural commodity markets," Energy Economics, Elsevier, vol. 36(C), pages 658-665.
    11. Mr. Arvind Subramanian & Mr. Devesh Roy, 2001. "Who Can Explain The Mauritian Miracle: Meade, Romer, Sachs or Rodrik?," IMF Working Papers 2001/116, International Monetary Fund.
    12. Rune Jansen Hagen, 2002. "Marginalisation in the Context of Globalisation: Why Is Africa so Poor?," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 28, pages 147-179.
    13. Bouoiyour, Jamal & Selmi, Refk, 2013. "Commodity Price Uncertainty and Manufactured Exports in Morocco and Tunisia: Some Insights from a Novel GARCH Model," MPRA Paper 53412, University Library of Munich, Germany, revised Nov 2013.
    14. Diego Romero-Ávila, 2007. "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 980-1007, August.
    15. Kassouri, Yacouba & Altıntaş, Halil, 2021. "Cyclical drivers of fiscal policy in sub-Saharan Africa: New insights from the time-varying heterogeneity approach," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 51-67.
    16. Xavier Debrun & Paul Masson & Catherine Pattillo, 2005. "Monetary union in West Africa: who might gain, who might lose, and why?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 454-481, May.
    17. José Luis Arrufat & Alberto Martín Díaz Cafferata & José Antonio Viceconte, 2011. "Terms of trade cycles in extreme land abundant countries, 1870-2009. Spectral analysis," Working Papers 05/11, Instituto Universitario de Análisis Económico y Social.
    18. Willene Johnson, 2006. "Policy responses to economic vulnerability," CDP Background Papers 009, United Nations, Department of Economics and Social Affairs.
    19. Addison, Douglas & Wodon, Quentin, 2007. "Macroeconomic Volatility, Private Investment, Growth, and Poverty in Nigeria," MPRA Paper 11113, University Library of Munich, Germany.
    20. René Tapsoba, 2011. "Does Inflation Targeting Improve Fiscal Discipline? An Empirical Investigation," CERDI Working papers halshs-00553329, HAL.
    21. Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 23-40, February.
    22. Stéphane Pallage & Michel A. Robe & Catherine Bérubé, 2004. "On the Potential of Foreign Aid as Insurance," Cahiers de recherche 0404, CIRPEE.
    23. Kagiso Mangadi & Jeffrey Sheen, 2017. "Identifying terms of trade shocks in a developing country using a sign restrictions approach," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2298-2315, May.
    24. Houssa, Romain, 2008. "Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 319-347, February.
    25. Jean-Louis COMBES & Tahsin SAADI SEDIK, 2002. "How does Trade openness Influence Budget Deficits?," Working Papers 200209, CERDI.
    26. Jidoud, Ahmat, 2012. "The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire," TSE Working Papers 12-346, Toulouse School of Economics (TSE).
    27. Jean-Louis Combes & Tahsin Saadi-Sedik, 2006. "How does trade openness influence budget deficits in developing countries?," Journal of Development Studies, Taylor & Francis Journals, vol. 42(8), pages 1401-1416.
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    30. Akpan, Sunday Brownson & Udoh, Edet Joshua & Udo, Udoro Jacob, 2014. "Monthly Price Analysis Of Cowpea (Beans) And Maize In Akwa Ibom State, Southern Nigeria," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(2), pages 1-22, April.
    31. Irifaar SOME, 2024. "Effects of exchange relative prices on macroeconomic stability in sub-Saharan African countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(639), S), pages 87-106, Summer.
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    36. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2005. "Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach," Working Papers in Economics 131, Universitat de Barcelona. Espai de Recerca en Economia.
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    39. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
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    41. Alexandre Henry, 2019. "Monetary Union, Competitiveness and Raw Commodity Dependence: Insights from Africa," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(2), pages 285-301, June.
    42. CARDI, Oliver & BERTINELLI, Luisito, 2004. "A formal model of krugman’s intuition on the J-curve," LIDAM Discussion Papers CORE 2004043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    43. Samuel GUERINEAU & Hélène EHRHART, 2011. "Commodity price volatility and Tax revenues: Evidence from developing countries," Working Papers 201131, CERDI.
    44. Mr. Paul Cashin & Ms. Catherine A Pattillo, 2000. "Terms of Trade Shocks in Africa: Are they Short-Lived or Long-Lived?," IMF Working Papers 2000/072, International Monetary Fund.
    45. Samuel Guérineau & Hélène Ehrhart, 2012. "The impact of high and volatile commodity prices on public finances: Evidence from developing countries," Working Papers halshs-00659100, HAL.
    46. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    47. Paul Cashin & C. John McDermott, 2006. "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-5.
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    49. Mr. Hazel Selvon & Ms. Tracy Polius & Mr. Oral Williams, 2001. "Reserve Pooling in the Eastern Caribbean Currency Union and the CFA Franc Zone: A Comparative Analysis," IMF Working Papers 2001/104, International Monetary Fund.
    50. Senbeta, Sisay, 2011. "A small open economy New Keynesian model for a foreign exchange constrained economy," MPRA Paper 29996, University Library of Munich, Germany.
    51. Sèna Kimm Gnangnon, 2018. "Multilateral Trade Liberalization and Terms of Trade Volatility," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-21, October.
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    55. Mahvash S Qureshi & Mr. Charalambos G Tsangarides, 2006. "What is Fuzzy About Clustering in West Africa?," IMF Working Papers 2006/090, International Monetary Fund.
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  23. Cashin, P. & Olekalns, N., 2000. "An Examination of the Sustainability of Indian Fiscal Policy," Department of Economics - Working Papers Series 748, The University of Melbourne.

    Cited by:

    1. Kannan, R & Singh, Bhupal, 2007. "Debt-deficit dynamics in India and macroeconomic effects: A structural approach," MPRA Paper 16480, University Library of Munich, Germany, revised 2007.
    2. Shiv Shankar & Pushpa Trivedi, 2023. "Assessing India’s fiscal sustainability considering debt–deficit and financing dynamics," Indian Economic Review, Springer, vol. 58(1), pages 41-70, June.
    3. Balbir Kaur & Atri Mukherjee & Anand Prakash Ekka, 2018. "Debt sustainability of states in India: An assessment," Indian Economic Review, Springer, vol. 53(1), pages 93-129, December.
    4. Goyal, Rajan & Khundrakpam, J. K. & Ray, Partha, 2004. "Is India's public finance unsustainable? Or, are the claims exaggerated?," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 401-420, April.
    5. Christophe Ehrhart & Matthieu Llorca, 2008. "The sustainability of fiscal policy: evidence from a panel of six South-Mediterranean countries," Post-Print halshs-00338063, HAL.
    6. Rath, Deba Prasad & Misra, Biswa Swarup, 2006. "Examining Sustainability of Federal Finances in India: An Application of Non-stationary Panel Methods," MPRA Paper 21894, University Library of Munich, Germany.
    7. Shruti SHASTRI & A.K. GIRI & Geetilaxmi MOHAPATRA, 2017. "An empirical assessment of fiscal sustainability for selected South Asian economies," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(610), S), pages 163-178, Spring.
    8. Antra Bhatt & Claudio Sardoni, 2016. "Public Expenditure and Growth: The Indian Case," Working Papers 7/16, Sapienza University of Rome, DISS.
    9. Hakhu, Antra Bhatt, 2015. "Productive Public Expenditure and Debt Dynamics: An Error Correction Representation using Indian Data," Working Papers 15/149, National Institute of Public Finance and Policy.
    10. Owolabi A. Usman & Dauda Gbolagade Adebisi, 2017. "A Structural Break Analysis of Fiscal Deficit Process in Nigeria," The Review of Black Political Economy, Springer;National Economic Association, vol. 44(3), pages 341-352, December.
    11. Das, Panchanan, 2016. "Debt Dynamics, Fiscal Deficit, and Stability in Government Borrowing in India: A Dynamic Panel Analysis," ADBI Working Papers 557, Asian Development Bank Institute.
    12. Mendes, Cassandro, 2015. "Fiscal sustainability: a note for Cabo Verde," MPRA Paper 65552, University Library of Munich, Germany.
    13. Narayana, M.R., 2014. "Impact of population ageing on sustainability of India’s current fiscal policies: A Generational Accounting approach," The Journal of the Economics of Ageing, Elsevier, vol. 3(C), pages 71-83.
    14. Loganathan, Nanthakumar & Mori Kogid & Suriyani Muhamad & Nor Haslina Mohamad Akhir, 2011. "Fiscal Adjustment And Dynamic Economics Performance: The Case Of Malaysia," Journal of Global Business and Economics, Global Research Agency, vol. 3(1), pages 1-10, July.

  24. Mr. Tim Callen & Mr. Paul Cashin, 1999. "Assessing External Sustainability in India," IMF Working Papers 1999/181, International Monetary Fund.

    Cited by:

    1. Sahoo, Manoranjan & babu, M. Suresh & Dash, Umakant, 2016. "Current account sustainability in SAARC economies: Evidence from combined cointegration approach," MPRA Paper 79014, University Library of Munich, Germany, revised 2016.
    2. Manoranjan SAHOO & M Suresh BABU & Umakant DASH, 2016. "Current account sustainability in SAARC economies: Evidence from combined cointegration approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(609), W), pages 281-298, Winter.
    3. Bhupal Singh, 2009. "Structural Shifts in the Current Account of India's Balance of Payments," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 3(2), pages 133-171, April.
    4. Sahoo, Manoranjan & Babu, M. Suresh & Dash, Umakant, 2016. "Long run sustainability of current account balance of China and India: New evidence from combined cointegration test," MPRA Paper 79013, University Library of Munich, Germany, revised 2016.
    5. Alexander Bilson Darku, 2010. "Consumption smoothing, capital controls and the current account in Ghana," Applied Economics, Taylor & Francis Journals, vol. 42(20), pages 2601-2616.
    6. Mohd. Fayaz & Sandeep Kaur Bhatia, 2018. "Technological Intensity of Indian Exports and the Performance of Emerging Asian Economies," Emerging Economy Studies, International Management Institute, vol. 4(1), pages 62-77, May.
    7. Alpaslan AKÇORAOĞLU & Erkan AĞASLAN, 2009. "Current Account Deficits, Sustainability and Global Financial Crisis: Evidence from Turkey, 1987-2008," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 20(72), pages 1-20.
    8. Dash, Devi Prasad & Bal, Debi Prasad & Sahoo, Manoranjan, 2016. "Nexus between defense expenditure and economic growth in BRIC economies: An empirical investigation," MPRA Paper 77014, University Library of Munich, Germany.
    9. Benoît Mercereau, 2003. "The Role of Stock Markets in Current Account Dynamics: Evidence from the United States," IMF Working Papers 2003/108, International Monetary Fund.
    10. Bhavesh Garg & K.P. Prabheesh, 2022. "Is Indonesia’S Current Account Balance Optimal? Evidence From An Intertemporal Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(Special I), pages 1-18, March.
    11. Tahir Mukhtar & Aliya H. Khan, 2011. "The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 401-421.
    12. Mohd. FAYAZ & Kaur Bhatia SANDEEP, 2016. "Trends , Patterns and Determinants of Indian Current Account Deficit," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 16(1).
    13. Mr. Olumuyiwa S Adedeji, 2001. "The Size and Sustainability of Nigerian Current Account Deficits," IMF Working Papers 2001/087, International Monetary Fund.
    14. Garg, Bhavesh & Prabheesh, K.P., 2017. "Drivers of India’s current account deficits, with implications for ameliorating them," Journal of Asian Economics, Elsevier, vol. 51(C), pages 23-32.
    15. Benoît Mercereau, 2004. "The Role of Stock Markets in Current Account Dynamics: a Time-Series Approach," IMF Working Papers 2004/050, International Monetary Fund.
    16. Khundrakpam, J. K. & Ranjan, Rajiv, 2008. "Can an Inter-temporal Model Explain India's Current Account Balance?," MPRA Paper 50928, University Library of Munich, Germany.
    17. JORDAN, Alwyn & STANFORD, Sunielle, 2006. "A Derivation Of The Optimal Current Account Balance For Barbados, Jamaica And Trinidad And Tobago," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
    18. Tahir Mukhtar & Aliya H. Khan, 2016. "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 397-419.

  25. Mr. C. John McDermott & Mr. Alasdair Scott & Mr. Paul Cashin, 1999. "The Myth of Comoving Commodity Prices," IMF Working Papers 1999/169, International Monetary Fund.

    Cited by:

    1. de Nicola, Francesca & De Pace, Pierangelo & Hernandez, Manuel A., 2014. "Co-movement of major commodity price returns : time-series assessment," Policy Research Working Paper Series 6845, The World Bank.
    2. Dobrescu, Emilian, 2012. "Restatement of the I-O Coefficient Stability Problem," MPRA Paper 48567, University Library of Munich, Germany.
    3. Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016. "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, vol. 1(1), pages 48-64.
    4. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
    5. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand.
    6. Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011. "Forecasting Inflation using Commodity Price Aggregates," Working Papers UWEC-2011-14, University of Washington, Department of Economics.
    7. Philippe Charlot & Vêlayoudom Marimoutou, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers hal-00980125, HAL.
    8. Amber Wadsworth & Adam Richardson, 2017. "A factor model of commodity price co-movements: An application to New Zealand export prices," Reserve Bank of New Zealand Analytical Notes series AN2017/06, Reserve Bank of New Zealand.
    9. Avouyi-Dovi, S. & Matheron, J., 2003. "Interactions between business cycles, stock market cycles and interest rates: the stylised facts," Financial Stability Review, Banque de France, issue 3, pages 80-99, November.
    10. Sanvi Avouyi-Dovi & Rafał Kierzenkowski & Catherine Lubochinsky, 2006. "Cycles réel et du crédit : convergence ou divergence ?. Une comparaison Pologne, Hongrie, République tchèque et zone euro," Revue économique, Presses de Sciences-Po, vol. 57(4), pages 851-879.
    11. Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2012. "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Energy: Resources and Markets 122868, Fondazione Eni Enrico Mattei (FEEM).
    12. Cifarelli, Giulio & Paladino, Giovanna, 2015. "A dynamic model of hedging and speculation in the commodity futures markets," Journal of Financial Markets, Elsevier, vol. 25(C), pages 1-15.
    13. Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
    14. Annastiina Silvennoinen & Susan Thorp, 2015. "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," NCER Working Paper Series 109, National Centre for Econometric Research.
    15. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
    16. Gandjon Fankem, Gislain Stéphane & Fouda Mbesa, Lucien Cédric, 2023. "Business cycle synchronization and African monetary union: A wavelet analysis," Journal of Macroeconomics, Elsevier, vol. 77(C).
    17. Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
    18. Mitra, Subrata Kumar & Bhatia, Vaneet & Jana, R.K. & Charan, Parikshit & Chattopadhyay, Manojit, 2018. "Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 671-678.
    19. Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C., 2006. "Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area," Working papers 144, Banque de France.
    20. Luigi Ventimiglia, 2012. "Commodity markets," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 8, pages i-ii, Edward Elgar Publishing.
    21. Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
    22. Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016. "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, vol. 57(C), pages 28-41.
    23. Moledina, Amyaz A. & Roe, Terry L. & Shane, Mathew, 2004. "Measuring Commodity Price Volatility And The Welfare Consequences Of Eliminating Volatility," 2004 Annual meeting, August 1-4, Denver, CO 19963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    24. Dungey, Mardi, 2004. "Identifying terms of trade effects in real exchange rate movements: evidence from Asia," Journal of Asian Economics, Elsevier, vol. 15(2), pages 217-235, April.
    25. Serge Calabre, 2003. "La dynamique des prix et des marchés de matières premières : analyses univariées versus faits stylisés analytiques," Mondes en développement, De Boeck Université, vol. 122(2), pages 21-35.
    26. Michael Webb, 2005. "The conflicting impacts of export fluctuations and diversification programmes," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(3), pages 271-280.
    27. Kanjilal, Kakali & Ghosh, Sajal, 2017. "Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model," Resources Policy, Elsevier, vol. 52(C), pages 358-365.
    28. Sharon McCaw & C John McDermott, 2000. "How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
    29. Fernandez, Viviana, 2015. "Commodity price excess co-movement from a historical perspective: 1900–2010," Energy Economics, Elsevier, vol. 49(C), pages 698-710.
    30. Hammoudeh, Shawkat & Yuan, Yuan, 2008. "Metal volatility in presence of oil and interest rate shocks," Energy Economics, Elsevier, vol. 30(2), pages 606-620, March.
    31. Mr. Serhan Cevik, 2011. "Desynchronized: The Comovement of Non-Hydrocarbon Business Cycles in the GCC," IMF Working Papers 2011/286, International Monetary Fund.
    32. Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022. "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, vol. 108(C).
    33. Golosnoy, Vasyl & Rossen, Anja, 2014. "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers 156, Hamburg Institute of International Economics (HWWI).
    34. Baffes, John & Gohou, Gaston, 2005. "The co-movement between cotton and polyester prices," Policy Research Working Paper Series 3534, The World Bank.
    35. Zelazny Jan, 2016. "Financialization and Commodity Market Stability," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(4), pages 33-42, December.
    36. Gardebroek, Cornelis & Hernandez, Manuel A. & Robles, Miguel, 2014. "Market interdependence and volatility transmission among major crops:," IFPRI discussion papers 1344, International Food Policy Research Institute (IFPRI).
    37. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2019. "Dynamics of oil price, precious metal prices and the exchange rate in the long-run," Energy Economics, Elsevier, vol. 84(C).
    38. Mr. Shaun K. Roache & Alexander P. Attie, 2009. "Inflation Hedging for Long-Term Investors," IMF Working Papers 2009/090, International Monetary Fund.
    39. Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019. "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, vol. 60(C), pages 255-261.
    40. Baffes, John, 2011. "Cotton, biotechnology, and economic development," Policy Research Working Paper Series 5896, The World Bank.
    41. Fernandez, Viviana, 2021. "Copper mining in Chile and its regional employment linkages," Resources Policy, Elsevier, vol. 70(C).
    42. Dehn, Jan, 2000. "The effects on growth of commodity price uncertainty and shocks," Policy Research Working Paper Series 2455, The World Bank.
    43. Phil Briggs & Carly Harker & Tim Ng & Aidan Yao, 2011. "Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors," Reserve Bank of New Zealand Discussion Paper Series DP2011/02, Reserve Bank of New Zealand.
    44. Lescaroux, François, 2009. "On the excess co-movement of commodity prices--A note about the role of fundamental factors in short-run dynamics," Energy Policy, Elsevier, vol. 37(10), pages 3906-3913, October.
    45. Gammadigbé, Vigninou, 2012. "Les cycles économiques des pays de l'UEMOA: synchrones ou déconnectés? [Business cycles in the WAEMU countries: synchronous or disconnected?]," MPRA Paper 39400, University Library of Munich, Germany, revised Jun 2012.
    46. Baffes, John & Dennis, Allen, 2013. "Long-term drivers of food prices," Policy Research Working Paper Series 6455, The World Bank.
    47. Cifarelli, Giulio & Paladino, Giovanna, 2011. "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper 28229, University Library of Munich, Germany.
    48. Di Shang & Chang Yu & Gang Diao, 2021. "Study on Impacts of COVID-19 Pandemic Recession Based on Monte Carlo Simulation," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(6), pages 724-747.
    49. Etoundi Atenga, Eric Martial, 2014. "Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market," MPRA Paper 61017, University Library of Munich, Germany.
    50. Bhar, Ramaprasad & Hamori, Shigeyuki, 2007. "Co-movement in the price of risk of aggregate equity markets," Economic Systems, Elsevier, vol. 31(3), pages 256-271, September.
    51. Ramaprasad Bhar, 2010. "Stochastic Filtering with Applications in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, October.
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    1. Arthur Mendes & Steven Pennings, 2025. "One Rule Fits All? Heterogeneous Fiscal Rules for Commodity Exporters When Price Shocks Can Be Persistent: Theory and Evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
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    4. Jørgen Juel Andersen & Frode Martin Nordvik & Andrea Tesei, 2022. "Oil Price Shocks and Conflict Escalation: Onshore versus Offshore," Journal of Conflict Resolution, Peace Science Society (International), vol. 66(2), pages 327-356, February.
    5. Cashin, Paul & Cespedes, Luis F. & Sahay, Ratna, 2004. "Commodity currencies and the real exchange rate," Journal of Development Economics, Elsevier, vol. 75(1), pages 239-268, October.
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    10. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand.
    11. Alonso Cifuentes, Julio César & Arcila Vásquez, Andrés Mauricio & Montenegro Arana, Sebastián, 2016. "Herramientas de estabilización de los precios internos del azúcar en Colombia: ¿Funcionan?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 105-126, December.
    12. Cécile Couharde & Vincent Geronimi & Armand Taranco, 2012. "Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés?," Post-Print hal-01385858, HAL.
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    15. John T. Cuddington & Hong Liang, 2000. "Will the Emergence of the Euro Affect World Commodity Prices?," WIDER Working Paper Series wp-2000-178, World Institute for Development Economic Research (UNU-WIDER).
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    131. Adrian Boos & Karin Holm‐Müller, 2012. "A theoretical overview of the relationship between the resource curse and genuine savings as an indicator for “weak” sustainability," Natural Resources Forum, Blackwell Publishing, vol. 36(3), pages 145-159, August.
    132. Souleymane Diarra, 2012. "Effets des Chocs de Produits de Base sur la Mobilisation des Recettes Publiques dans les Pays d'Afrique Sub-saharienne," Working Papers halshs-00658482, HAL.
    133. Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
    134. Pustov, Alexander & Malanichev, Alexander & Khobotilov, Ilya, 2013. "Long-term iron ore price modeling: Marginal costs vs. incentive price," Resources Policy, Elsevier, vol. 38(4), pages 558-567.
    135. Ahmad Naimzada & Nicolò Pecora & Fabio Tramontana, 2019. "A cobweb model with elements from prospect theory," Journal of Evolutionary Economics, Springer, vol. 29(2), pages 763-778, April.
    136. Mr. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 2004/136, International Monetary Fund.
    137. Gabriel Srour, 2006. "The Implications of Trade Barriers for Sectoral Diversification and Macroeconomic Stability in Developing Economies," IMF Working Papers 2006/050, International Monetary Fund.
    138. Chowdhury, Abdur R., 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," BOFIT Discussion Papers 3/2003, Bank of Finland Institute for Emerging Economies (BOFIT).
    139. Aye Aye Khin & Wong Hong Chau & Ung Leng Yean & Ooi Chee Keong & Raymond Ling Leh Bin, 2017. "Examining between Exchange Rate Volatility and Natural Rubber Prices: Engle-Granger Causality Test," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 33-40.
    140. Ghoshray, Atanu, 2019. "Do international primary commodity prices exhibit asymmetric adjustment?," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 40-50.
    141. Mr. James Daniel, 2001. "Hedging Government Oil Price Risk," IMF Working Papers 2001/185, International Monetary Fund.
    142. Andaleeb Rahman, 2012. "Characterizing food prices in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    143. Martin Enilov & Giorgio Fazio & Atanu Ghoshray, 2023. "Global connectivity between commodity prices and national stock markets: A time‐varying MIDAS analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2607-2619, July.
    144. Haase, Marco & Zimmermann, Heinz & Huss, Matthias, 2023. "Wheat price volatility regimes over 140 years: An analysis of daily price ranges," Journal of Commodity Markets, Elsevier, vol. 31(C).
    145. Arango, Santiago & Larsen, Erik, 2011. "Cycles in deregulated electricity markets: Empirical evidence from two decades," Energy Policy, Elsevier, vol. 39(5), pages 2457-2466, May.
    146. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
    147. Adeel Malik, 2016. "The Political Economy of Macroeconomic Policy in Arab Resource-Rich Economies," Working Papers 1034, Economic Research Forum, revised Aug 2016.
    148. Philip Borkin, 2006. "Past, Present and Future Developments in New Zealand’s Terms of Trade," Treasury Working Paper Series 06/09, New Zealand Treasury.
    149. Niaz Ali & Muhammad Tariq & Asia Baig, 2017. "A Statistical Investigation of Business Cycles Characteristics in Pakistan," Global Economics Review, Humanity Only, vol. 2(1), pages 73-84, December.
    150. Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.
    151. Wixson, Sarah E. & Katchova, Ani L., 2012. "Price Asymmetric Relationships in Commodity and Energy Markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122553, European Association of Agricultural Economists.
    152. Edgar E. Twine & James Rude & Jim Unterschultz, 2016. "Canadian Cattle Cycles and Market Shocks," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(1), pages 119-146, March.
    153. Mr. Jemma Dridi & Maher Hasan, 2008. "The Impact of Oil-Related Income on the Equilibrium Real Exchange Rate in Syria," IMF Working Papers 2008/196, International Monetary Fund.
    154. Ntantamis, Christos & Zhou, Jun, 2015. "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, vol. 43(C), pages 61-81.
    155. Arango, Santiago & Moxnes, Erling, 2012. "Commodity cycles, a function of market complexity? Extending the cobweb experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 321-334.
    156. Westerhoff, Frank & Wieland, Cristian, 2010. "A behavioral cobweb-like commodity market model with heterogeneous speculators," Economic Modelling, Elsevier, vol. 27(5), pages 1136-1143, September.
    157. Emmanuel MOUSSONE, 2010. "Insertion des pays de la zone franc africaine dans le commerce mondial : étude d’une spécialisation appauvrissante et le problème du financement de l’économie (Insertion of the African Franc Zone Coun," Working Papers 231, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
    158. Roberts, Mark C., 2009. "Duration and characteristics of metal price cycles," Resources Policy, Elsevier, vol. 34(3), pages 87-102, September.
    159. Li, Xiaoliang & Li, Bo & Liu, Li, 2023. "Stability and dynamic behaviors of a limited monopoly with a gradient adjustment mechanism," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
    160. Sanidas, Elias, 2014. "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 135-151.
    161. Mr. Benedict F. W. Bingham & Mr. James Daniel & Mr. Giulio Federico, 2001. "Domestic Petroleum Price Smoothing in Developing and Transition Countries," IMF Working Papers 2001/075, International Monetary Fund.
    162. Papyrakis, Elissaios & Gerlagh, Reyer, 2007. "Resource abundance and economic growth in the United States," European Economic Review, Elsevier, vol. 51(4), pages 1011-1039, May.
    163. Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Policy briefs on Commodities & Energy 1801, Policy Center for the New South.

  29. Mr. Paul Cashin & Mr. C. John McDermott, 1998. "International Capital Flows and National Creditworthiness: Do the Fundamental Things Apply As Time Goes By?," IMF Working Papers 1998/172, International Monetary Fund.

    Cited by:

    1. Ricardo Bebczuk & Klaus Schmidt-Hebbel, 2010. "Revisiting the Feldstein-Horioka Puzzle: An institutional sector view," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0, pages 69-104, January-D.
    2. Kim Kunhong & Hall Viv & Buckle Robert, 2010. "New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach," EcoMod2002 330800040, EcoMod.
    3. Aleksander Aristovnik, 2006. "Current Account Sustainability In Selected Transition Countries," William Davidson Institute Working Papers Series wp844, William Davidson Institute at the University of Michigan.
    4. Aristovnik, Aleksander, 2006. "How sustainable are current account deficits in selected transition economies?," MPRA Paper 485, University Library of Munich, Germany.
    5. Khundrakpam, J. K. & Ranjan, Rajiv, 2008. "Can an Inter-temporal Model Explain India's Current Account Balance?," MPRA Paper 50928, University Library of Munich, Germany.

  30. Mr. Paul Cashin & Nilss Olekalns & Ms. Ratna Sahay, 1998. "Tax Smoothing in a Financially Repressed Economy: Evidence from India," IMF Working Papers 1998/122, International Monetary Fund.

    Cited by:

    1. Luo, Yulei & Nie, Jun & Young, Eric, 2014. "Model Uncertainty and Intertemporal Tax Smoothing," MPRA Paper 54268, University Library of Munich, Germany.
    2. Kannan, R & Singh, Bhupal, 2007. "Debt-deficit dynamics in India and macroeconomic effects: A structural approach," MPRA Paper 16480, University Library of Munich, Germany, revised 2007.
    3. Cashin, P. & Haque, N. & Olekalns, N., 1999. "Spend Now, Pay Later? Tax Smoothing & Fiscal Sustainability in South Asia," Department of Economics - Working Papers Series 700, The University of Melbourne.
    4. Ms. Renu Kohli & Kenneth Kletzer, 2001. "Financial Repression and Exchange Rate Management in Developing Countries: Theory and Empirical Evidence for India," IMF Working Papers 2001/103, International Monetary Fund.
    5. Loujaina Abdelwahed, 2021. "The fiscal management of permanent and temporary foreign aid: Evidence from sub‐Saharan Africa," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(4), pages 685-716, May.
    6. Gerhard Reitschuler, 2010. "Fiscal Policy And Optimal Taxation: Evidence From A Tax Smoothing Exercise," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(2), pages 238-252, May.
    7. Johan Adler, 2006. "The Tax‐smoothing Hypothesis: Evidence from Sweden, 1952–1999," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(1), pages 81-95, March.
    8. Ihtsham Padda, 2014. "On minimizing the welfare cost of fiscal policy: evidence from South Asia," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1553-1572, May.
    9. R. Pasten & J. P. Cover, 2011. "Does the Chilean government smooth taxes? A tax-smoothing model with revenue collection from a natural resource," Applied Economics Letters, Taylor & Francis Journals, vol. 18(5), pages 421-425.
    10. Adler, Johan, 2003. "Has Sweden’s government budget policy been too discretionary? Evidence from a generalization of the tax smoothing hypothesis," Working Papers in Economics 89, University of Gothenburg, Department of Economics.
    11. Roberto Pasten & James P. Cover, 2010. "The Political Economy of Unsustainable Fiscal Deficits," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 169-189.
    12. Antra Bhatt & Claudio Sardoni, 2016. "Public Expenditure and Growth: The Indian Case," Working Papers 7/16, Sapienza University of Rome, DISS.
    13. Samia OMRANE BELGUITH & Foued Badr GABSI & Ameni MTIBAA, 2018. "Tax smoothing hypothesis: The Tunisian case," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(617), W), pages 169-178, Winter.
    14. Gerhard Reitschuler, 2011. "Optimal taxation and budget deficits: Evidence for the EU's New Member States," Economics Bulletin, AccessEcon, vol. 31(3), pages 2593-2602.
    15. Hakhu, Antra Bhatt, 2015. "Productive Public Expenditure and Debt Dynamics: An Error Correction Representation using Indian Data," Working Papers 15/149, National Institute of Public Finance and Policy.
    16. Pastén, Roberto & Cover, James P., 2015. "Tax tilting and politics: Some theory and evidence for Latin America," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 208-218.
    17. Angyridis, Constantine, 2009. "Balanced budget vs. Tax smoothing in a small open economy: A welfare comparison," Journal of Macroeconomics, Elsevier, vol. 31(3), pages 438-463, September.
    18. Ihtsham ul Haq PADDA*, 2010. "On Minimizing the Welfare Cost of Fiscal Policy:Pakistan’s Case," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 20, pages 77-99.

  31. Mr. Paul Cashin & Mr. C. John McDermott, 1998. "Terms of Trade Shocks and the Current Account," IMF Working Papers 1998/177, International Monetary Fund.

    Cited by:

    1. Cardi, Olivier, 2007. "Another View Of The J-Curve," Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 153-174, April.
    2. Coleman, Simeon & Cuestas, Juan Carlos, 2021. "Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts," Economic Systems, Elsevier, vol. 45(4).
    3. Agenor, Pierre-Richard & Aizenman, Joshua, 2004. "Savings and the terms of trade under borrowing constraints," Journal of International Economics, Elsevier, vol. 63(2), pages 321-340, July.
    4. Abdur R. Chowdhury, 2003. "Private Savings In Transition Economies: Are There Terms Of Trade Shocks?," William Davidson Institute Working Papers Series 2003-572, William Davidson Institute at the University of Michigan.
    5. Jaime Guajardo & Guillermo Le Fort, 1999. "Cuenta Corriente y Desvíos Transitorios en Términos de Intercambio y Volúmenes de Exportaciones: Chile 1985-1999," Working Papers Central Bank of Chile 49, Central Bank of Chile.
    6. L. Sahely & R. Darius & O. Williams, 2001. "Terms of trade shocks and the current account in a unified currency area," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(8), pages 1179-1188.
    7. Elif Arbatli, 2008. "Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account," Staff Working Papers 08-48, Bank of Canada.
    8. Simeon Coleman & Juan Carlos Cuestas, 2023. "Has the current account broken up with its fundamentals in Central and Eastern Europe?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 962-980, January.
    9. Olivier, CARDI, 2005. "The Zero-Root Property : Permanent vs Temporary Terms of Trade Shocks," Discussion Papers (ECON - Département des Sciences Economiques) 2005030, Université catholique de Louvain, Département des Sciences Economiques.
    10. Alfredo Villca & Alejandro Torres-García, 2023. "Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets," Empirical Economics, Springer, vol. 65(5), pages 2039-2063, November.
    11. Zoulfikar Mehoumoud Issop, 2001. "Choc des termes de l'échange et balance courante : une estimation des effets de substitution en France (1972-1998)," Post-Print hal-01618699, HAL.
    12. Giovanna Tagliabue, 2005. "Co-integrating relationship between terms of trade, money and current account: the Italian evidence," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(3-4), pages 99-111.
    13. Albert Touna-Mama & Fulbert Tchana Tchana & Seedwell Hove, 2012. "Terms of Trade Shocks and Inflation Targeting in Emerging Market Economies," Working Papers 273, Economic Research Southern Africa.
    14. Aquino, Juan Carlos & Espino, Freddy, 2013. "Terms of Trade and Current Account Fluctuations: a Vector Autoregression Approach," Working Papers 2013-008, Banco Central de Reserva del Perú.
    15. Simeon Coleman & Juan Carlos Cuestas, 2019. "Current account and structural change in European transition economies," Working Papers 2019/08, Economics Department, Universitat Jaume I, Castellón (Spain).
    16. Hakan Berument & Nergiz Dincer, 2005. "Denomination composition of trade and trade balance: evidence from Turkey," Applied Economics, Taylor & Francis Journals, vol. 37(10), pages 1177-1191.
    17. Luis N. Lanteri, 2015. "Efecto Harberger-Laursen-Metzler. Evidencia para Argentina (1986-2014)," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages 1-1, December.
    18. Lanteri, Luis N., 2001. "Choques externos y reasignación sectorial de recursos. Evidencia para la economía argentina," El Trimestre Económico, Fondo de Cultura Económica, vol. 68(271), pages 369-403, julio-sep.
    19. Nikolaychuk Sergiy & Shapovalenko Nadiia, 2013. "The identification of the sources of current account fluctuations in Ukraine," EERC Working Paper Series 13/12e, EERC Research Network, Russia and CIS.
    20. MASUJIMA Yuki, 2015. "Assessing Asian Equilibrium Exchange Rates as Policy Instruments," Discussion papers 15038, Research Institute of Economy, Trade and Industry (RIETI).
    21. Constance de Soyres & Anna Rogantini Picco & Miss Randa Sab, 2019. "Debt Build-up in Frontier Low-Income Developing Countries (LIDCs) since 2012: Global or Country-specific Factors and Way Forward?," IMF Working Papers 2019/037, International Monetary Fund.
    22. Otto, G., 2003. "Terms of trade shocks and the balance of trade: there is a Harberger-Laursen-Metzler effect," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 155-184, April.

  32. Cashin, P. & McDermott, C. J., 1997. "'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports," Department of Economics - Working Papers Series 585, The University of Melbourne.

    Cited by:

    1. Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Helmut Franken & Guillermo Le Fort & Eric Parrado, 2006. "Business Cycle Responses and the Resilence of the Chilean Economy," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 4, pages 071-108, Central Bank of Chile.
    3. Sambit Bhattacharyya & Jeffrey G Williamson, 2010. "Commodity Price Shocks and the Australian Economy since Federation," OxCarre Working Papers 041, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    4. Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research.
    5. Viv. B Hall & McDermott C. John, 2004. "Regional Business Cycles in New Zealand: Do they exist? What might drive them?," ERSA conference papers ersa04p200, European Regional Science Association.
    6. Martin, Will, 2005. "Outgrowing resource dependence theory and some recent developments," Policy Research Working Paper Series 3482, The World Bank.
    7. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
    8. Venables, Anthony J. & Maloney, William & Kokko, Ari & Bravo Ortega, Claudio & Lederman, Daniel & Rigobón, Roberto & De Gregorio, José & Czelusta, Jesse & Jayasuriya, Shamila A. & Blomström, Magnus & , 2007. "Natural Resources: Neither Curse nor Destiny," IDB Publications (Books), Inter-American Development Bank, number 350, November.

  33. Cashin, P & Strappazzon, L, 1997. "Disparities In Australian Regional Incomes : Are They Widening or Narrowing?," Department of Economics - Working Papers Series 562, The University of Melbourne.

    Cited by:

    1. George Petrakos & Panagiotis Artelaris, 2009. "European Regional Convergence Revisited: A Weighted Least Squares Approach," Growth and Change, Wiley Blackwell, vol. 40(2), pages 314-331, June.
    2. Sharon McCaw & C John McDermott, 2000. "How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
    3. Neri, Frank & Jayanthakumaran, Kankesu, 2004. "Income Disparities and Trends in Manufactured Exports Across the States and Territories of Australia: 1989/90 - 2000/01," Economics Working Papers wp04-08, School of Economics, University of Wollongong, NSW, Australia.
    4. David C Maré & Wai Kin Choy, 2001. "Regional Labour Market Adjustment and the Movements of People: A Review," Treasury Working Paper Series 01/08, New Zealand Treasury.
    5. Chyi Lin Lee, 2009. "Housing price volatility and its determinants," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 2(3), pages 293-308, August.
    6. Efthymios Tsionas, 2000. "Regional Growth and Convergence: Evidence from the United States," Regional Studies, Taylor & Francis Journals, vol. 34(3), pages 231-238.

  34. Cashin, P. & McDermott, C. J., 1997. "Testing the Consumption-Capm in Developing Equity Markets," Department of Economics - Working Papers Series 593, The University of Melbourne.

    Cited by:

    1. Christopher J. Green & Victor Murinde, 2003. "Flow of funds: implications for research on financial sector development and the real economy," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(8), pages 1015-1036.
    2. Magda Kandil & Ida Mirzaie, 2006. "Consumption and macroeconomic policies: Theory and evidence from developing countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(4), pages 469-491.
    3. Paul Cashin & C. John McDermott, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
    4. Tam, Henry & Lai, Liona, 2009. "Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 520-533, July.

  35. Bennetton, J. & Cashin, P. & Jones, D. & Soligo, J., 1997. "An Economic Evaluation of Bushfire Prevention and Suppression," Department of Economics - Working Papers Series 598, The University of Melbourne.

    Cited by:

    1. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
    2. Athukorala, Wasantha & Martin, Wade & Wilson, Clevo & Rajapaksa, Darshana, 2019. "Valuing bushfire risk to homeowners: Hedonic property values study in Queensland, Australia," Economic Analysis and Policy, Elsevier, vol. 63(C), pages 44-56.
    3. Ambrey, Christopher L. & Fleming, Christopher M. & Manning, Matthew, 2016. "The hedonistic cost of the Black Saturday bushfires," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia 235304, Australian Agricultural and Resource Economics Society.
    4. Stetler, Kyle M. & Venn, Tyron J. & Calkin, David E., 2010. "The effects of wildfire and environmental amenities on property values in northwest Montana, USA," Ecological Economics, Elsevier, vol. 69(11), pages 2233-2243, September.
    5. Isabel Mendes, 2018. "Social risks of forest fires: a methodological proposal for their monetary evaluation," Working Papers Department of Economics 2018/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

  36. Cashin, Paul & Strappazzon, Loris, 1997. "Are Disparities in Australian Regional Incomes Widening or Narrowing?," 1997 Conference (41st), January 22-24, 1997, Gold Coast, Australia 135739, Australian Agricultural and Resource Economics Society.

    Cited by:

    1. Efthymios Tsionas, 2000. "Regional Growth and Convergence: Evidence from the United States," Regional Studies, Taylor & Francis Journals, vol. 34(3), pages 231-238.

  37. Agenor, P.R. & Bismut, C. & Cashin, P. & McDermott, C.J., 1996. "Consumption Smoothing and the Current Account: Evidence for France, 1970-94," Department of Economics - Working Papers Series 518, The University of Melbourne.

    Cited by:

    1. Diego N. Moccero, 2006. "The Intertemporal Approach to the Current Account: Evidence from Argentina," Department of Economics, Working Papers 066, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    2. Braeu, Rebecca, 2010. "Consumption tilting and the current account: Evidence from Canada," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 304-312, April.
    3. Kim Kunhong & Hall Viv & Buckle Robert, 2010. "New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach," EcoMod2002 330800040, EcoMod.
    4. Iscan, Talan B., 2002. "Present value tests of the current account with durables consumption," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 385-412, June.
    5. Paul Cashin & C. John McDermott, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
    6. Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
    7. Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, February.
    8. Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
    9. Tahir Mukhtar & Aliya H. Khan, 2016. "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 397-419.

  38. Mr. C. John McDermott & Mr. Paul Cashin, 1996. "Are Australia's Current Account Deficits Excessive?," IMF Working Papers 1996/085, International Monetary Fund.

    Cited by:

    1. Cashin, P. & Haque, N. & Olekalns, N., 1999. "Spend Now, Pay Later? Tax Smoothing & Fiscal Sustainability in South Asia," Department of Economics - Working Papers Series 700, The University of Melbourne.
    2. Maria Milesi-Ferretti, Gian & Razin, Assaf, 1998. "Sharp reductions in current account deficits An empirical analysis," European Economic Review, Elsevier, vol. 42(3-5), pages 897-908, May.
    3. Mr. Gian M Milesi-Ferretti & Assaf Razin, 1998. "Current Account Reversals and Currency Crises: Empirical Regularities," IMF Working Papers 1998/089, International Monetary Fund.
    4. Milesi-Ferretti, Gian Maria & Razin, Assaf, 1996. "Current Account Sustainability: Selected East Asian and Latin American Experiences," CEPR Discussion Papers 1509, C.E.P.R. Discussion Papers.
    5. Christian Aβmann, 2012. "Determinants and costs of current account reversals under heterogeneity and serial correlation," Applied Economics, Taylor & Francis Journals, vol. 44(13), pages 1685-1700, May.
    6. Hamizun Ismail & Ahmad Baharumshah, 2008. "Malaysia’s current account deficits: an intertemporal optimization perspective," Empirical Economics, Springer, vol. 35(3), pages 569-590, November.
    7. César Calderón & Alberto Chong & Norman Loayza, 1999. "Determinants of Current Account Deficits in Developing Countries," Working Papers Central Bank of Chile 51, Central Bank of Chile.
    8. Lau, Evan & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah, 2007. "Accounting for the Current Account Behavior in ASEAN-5," MPRA Paper 1322, University Library of Munich, Germany.
    9. Gabriele Galati & Guy Debelle, 2005. "Current account adjustment and capital flows," BIS Working Papers 169, Bank for International Settlements.
    10. Alpaslan AKÇORAOĞLU & Erkan AĞASLAN, 2009. "Current Account Deficits, Sustainability and Global Financial Crisis: Evidence from Turkey, 1987-2008," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 20(72), pages 1-20.
    11. Aßmann, Christian, 2007. "Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation," Economics Working Papers 2007-17, Christian-Albrechts-University of Kiel, Department of Economics.
    12. Kim Kunhong & Hall Viv & Buckle Robert, 2010. "New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach," EcoMod2002 330800040, EcoMod.
    13. Guests, R.S. & McDonald, I.M., 1996. "The Socially Optimal Level of Saving in Australia, 1960-61 to 1994-95," Department of Economics - Working Papers Series 526, The University of Melbourne.
    14. Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers 2008-10, Kiel Institute for the World Economy (IfW Kiel).
    15. Paul Cashin & C. John McDermott, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
    16. Chen, Shyh-Wei, 2011. "Current account deficits and sustainability: Evidence from the OECD countries," Economic Modelling, Elsevier, vol. 28(4), pages 1455-1464, July.
    17. Benoît Mercereau, 2003. "The Role of Stock Markets in Current Account Dynamics: Evidence from the United States," IMF Working Papers 2003/108, International Monetary Fund.
    18. Adler, Johan, 2001. "From closed to open door policy: An empirical study of Chinas international capital mobility, 1958-98," Working Papers in Economics 64, University of Gothenburg, Department of Economics.
    19. Ahmad Zubaidi Baharumshah & Evan Lau, 2009. "Structural breaks and the twin deficits hypothesis: Evidence from East Asian countries," Economics Bulletin, AccessEcon, vol. 29(4), pages 2517-2524.
    20. Olufemi G. Onatunji, 2023. "Sustainability of current account deficits in Nigeria: evidence from the asymmetric NARDL approach," SN Business & Economics, Springer, vol. 3(10), pages 1-22, October.
    21. Mr. Olumuyiwa S Adedeji, 2001. "The Size and Sustainability of Nigerian Current Account Deficits," IMF Working Papers 2001/087, International Monetary Fund.
    22. David Hargreaves & C John McDermott, 1999. "Issues relating to optimal currency areas: theory and implications for New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, September.
    23. Makin, Anthony J. & Ratnasiri, Shyama, 2022. "Do expenditure shocks affect GDP or trade balances in deficit-prone advanced economies?," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 930-937.
    24. Makin, Anthony J. & Ratnasiri, Shyama, 2023. "New estimates of international capital mobility for select OECD economies," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 127-138.
    25. Khundrakpam, J. K. & Ranjan, Rajiv, 2008. "Can an Inter-temporal Model Explain India's Current Account Balance?," MPRA Paper 50928, University Library of Munich, Germany.
    26. Evan LAU & Nelson FU, 2011. "Financial And Current Account Interrelationship: An Empirical Test," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 34-42.
    27. Maxwell Opoku-Afari, 2007. "Capital Flows and Current Account Sustainability: The Ghanaian Experience," Discussion Papers 07/07, University of Nottingham, CREDIT.
    28. Tahir Mukhtar & Aliya H. Khan, 2016. "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 397-419.

  39. Mr. Jose Martelino & Mr. S. Nuri Erbas & Mr. Adnan Mazarei & Ms. Sena Eken & Mr. Paul Cashin, 1995. "Economic Dislocation and Recovery in Lebanon," IMF Occasional Papers 1995/017, International Monetary Fund.

    Cited by:

    1. Leonard Wantchekon & Zvika Neeman, 2002. "A Theory of Post-Civil War Democratization," Journal of Theoretical Politics, , vol. 14(4), pages 439-464, October.
    2. Harvie, Charles & Saleh, Ali Salman, 2008. "Lebanon's economic reconstruction after the war: A bridge too far?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 857-872.
    3. Mr. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money: Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 1999/064, International Monetary Fund.
    4. Charalambos Pattichis, 2004. "Budget and trade deficits in Lebanon," Applied Economics Letters, Taylor & Francis Journals, vol. 11(2), pages 105-108.

  40. Mr. Paul Cashin & Mr. Manmohan S. Kumar & Mr. C. John McDermott, 1995. "International Integration of Equity Markets and Contagion Effects," IMF Working Papers 1995/110, International Monetary Fund.

    Cited by:

    1. Gallegati, Marco, 2012. "A wavelet-based approach to test for financial market contagion," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3491-3497.
    2. el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017. "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, vol. 62(C), pages 145-160.
    3. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006. "International financial integration through the law of one price," Policy Research Working Paper Series 3897, The World Bank.
    4. Francisco J. Climent & Vicente Meneu, "undated". "Has 1997 Asian Crisis Increased Information Flows Between International Markets?," Working Papers on International Economics and Finance 01-01, FEDEA.
    5. Burzala, Milda Maria, 2016. "Contagion effects in selected European capital markets during the financial crisis of 2007–2009," Research in International Business and Finance, Elsevier, vol. 37(C), pages 556-571.
    6. Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-577, Department of Research, Ipag Business School.
    7. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2009. "International financial integration through the law of one price: The role of liquidity and capital controls," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 432-463, July.
    8. Kwanho Shin, 2008. "Global and Regional Shocks: Challenges to Asian," Working Papers id:1788, eSocialSciences.
    9. Kwanho Shin & Chan‐Hyun Sohn, 2006. "Trade and Financial Integration in East Asia: Effects on Co‐movements," The World Economy, Wiley Blackwell, vol. 29(12), pages 1649-1669, December.
    10. Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc.
    11. Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 269-334, National Bureau of Economic Research, Inc.
    12. Jean Imbs, 2004. "Trade, Finance, Specialization and Synchronization," Post-Print hal-00612588, HAL.
    13. Ginanjar Dewandaru & Rumi Masih & Mansur Masih, 2018. "Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(4), pages 859-880, March.
    14. Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society.
    15. Zhanyun WU, 2018. "Research on the Mechanism of the Spatial Contagion of Global Financial Crises: From the Perspective of Pure Contagion," Chinese Journal of Urban and Environmental Studies (CJUES), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-16, March.
    16. Jose Antonio R. Tan, 1998. "Contagion effects during the Asian financial crisis: stock price data," Pacific Basin Working Paper Series 98-06, Federal Reserve Bank of San Francisco.
    17. Osama M Badr & Wajih Khallouli, 2019. "Testing for Shift-Contagion Vulnerability Among MENA Stock Markets During the Turkish Financial Crisis," Applied Economics and Finance, Redfame publishing, vol. 6(1), pages 53-63, January.
    18. Gammadigbé, Vigninou, 2012. "Les cycles économiques des pays de l'UEMOA: synchrones ou déconnectés? [Business cycles in the WAEMU countries: synchronous or disconnected?]," MPRA Paper 39400, University Library of Munich, Germany, revised Jun 2012.
    19. Roberto Rigobon, 1999. "On the Measurement of the International Propagation of Shocks," NBER Working Papers 7354, National Bureau of Economic Research, Inc.
    20. Mr. Ranil M Salgado & Mr. Luca A Ricci & Mr. Francesco Caramazza, 2000. "Trade and Financial Contagion in Currency Crises," IMF Working Papers 2000/055, International Monetary Fund.
    21. el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014. "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper 57685, University Library of Munich, Germany.
    22. Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018. "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 247-259.
    23. Goohoon Kwon & Mr. Raphael A Espinoza, 2009. "Regional Financial Integration in the Caribbean: Evidence From Financial and Macroeconomic Data," IMF Working Papers 2009/139, International Monetary Fund.
    24. Baur, Dirk & Schulze, Niels, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion," Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April.
    25. Evrim Turgutlu & Burcu Ucer, 2010. "Is global diversification rational? Evidence from emerging equity markets through mixed copula approach," Applied Economics, Taylor & Francis Journals, vol. 42(5), pages 647-658.
    26. Baur, Dirk, 2003. "Testing for contagion--mean and volatility contagion," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 405-422, December.

  41. Norman Loayza & Mr. Paul Cashin, 1995. "Paradise Lost? Growth, Convergence and Migration in the South Pacific," IMF Working Papers 1995/028, International Monetary Fund.

    Cited by:

    1. Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax, 2005. "A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent," Tinbergen Institute Discussion Papers 05-001/3, Tinbergen Institute.
    2. DOBSON, Steve & RAMLOGAN, Carlyn & STROBL, Eric, 2003. "Why do rates of convergence differ ? A meta-regression analysis," LIDAM Discussion Papers CORE 2003020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Ms. Patrizia Tumbarello & Ezequiel Cabezon & Mr. Yiqun Wu, 2013. "Are the Asia and Pacific Small States Different from Other Small States?," IMF Working Papers 2013/123, International Monetary Fund.
    4. Easterly, William & Kraay, Aart, 2000. "Small States, Small Problems? Income, Growth, and Volatility in Small States," World Development, Elsevier, vol. 28(11), pages 2013-2027, November.
    5. Maria Abreu & Henri L. F. de Groot & Raymond J. G. M. Florax, 2005. "A Meta‐Analysis of β‐Convergence: the Legendary 2%," Journal of Economic Surveys, Wiley Blackwell, vol. 19(3), pages 389-420, July.
    6. Manon Domingues Dos Dantos, 1999. "Le pouvoir équilibrant de l'émigration," Revue Française d'Économie, Programme National Persée, vol. 14(3), pages 91-128.
    7. Ceren Ozgen & Peter Nijkamp & Jacques Poot, 2010. "The effect of migration on income growth and convergence: Meta‐analytic evidence," Papers in Regional Science, Wiley Blackwell, vol. 89(3), pages 537-561, August.
    8. Bertram, Geoffrey, 2004. "On the Convergence of Small Island Economies with Their Metropolitan Patrons," World Development, Elsevier, vol. 32(2), pages 343-364, February.
    9. Ceren Ozgen & Peter Nijkamp & Jacques Poot, 2009. "The Effect of Migration on Income Convergence: Meta-Analytic Evidence," Tinbergen Institute Discussion Papers 09-022/3, Tinbergen Institute.
    10. Françoise RIVIERE & Michel DIMOU, 2017. "Modèles et stratégies de développement des petites économies insulaires. Revue de la littérature et nouveaux paradigmes," Working Paper 0bd96404-7210-4678-93d6-4, Agence française de développement.
    11. Easterly, William & Kraay, Aart, 1999. "Small states, small problems?," Policy Research Working Paper Series 2139, The World Bank.

  42. Mr. C. John McDermott & Mr. Paul Cashin, 1995. "Informational Efficiency in Developing Equity Markets," IMF Working Papers 1995/058, International Monetary Fund.

    Cited by:

    1. World Bank, 2002. "Reducing Vulnerability and Increasing Opportunity : Social Protection in the Middle East and North Africa," World Bank Publications - Books, The World Bank Group, number 14255.
    2. Mr. Tushar Poddar & Ms. Hasmik V Khachatryan & Miss Randa Sab, 2006. "The Monetary Transmission Mechanism in Jordan," IMF Working Papers 2006/048, International Monetary Fund.
    3. Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
    4. Maxfield, Sylvia, 1998. "Understanding the Political Implications of Financial Internationalization in Emerging Market Countries," World Development, Elsevier, vol. 26(7), pages 1201-1219, July.
    5. Mr. Paul Cashin & Mr. Manmohan S. Kumar & Mr. C. John McDermott, 1995. "International Integration of Equity Markets and Contagion Effects," IMF Working Papers 1995/110, International Monetary Fund.

  43. Claude Bismut & Mr. Paul Cashin & Mr. C. John McDermott & Pierre-Richard Agénor, 1995. "Consumption Smoothing and the Current Account: Evidence for France, 1970-1994," IMF Working Papers 1995/119, International Monetary Fund.

    Cited by:

    1. Mr. Fabio Scacciavillani & Mr. Malcolm D. Knight, 1998. "Current Accounts: What Is Their Relevance for Economic Policymaking?," IMF Working Papers 1998/071, International Monetary Fund.
    2. Nilss Olekalns, 1997. "Australian Evidence on Tax Smoothing and the Optimal Budget Surplus," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 248-257, September.

  44. Mr. Paul Cashin & Ms. Ratna Sahay, 1995. "Internal Migration, Center-State Grants and Economic Growth in the States of India," IMF Working Papers 1995/066, International Monetary Fund.

    Cited by:

    1. Shabari Paul Dey & Debasis Neogi, 2015. "Testing Sigma and Unconditional Beta Convergence of GDP for SAARC Countries: Can Inclusion of China further Consolidate the Convergence?," Global Business Review, International Management Institute, vol. 16(5), pages 845-855, October.
    2. Anurag N Banerjee & Nilanjan Banik, 2011. "Is India Shining?," Department of Economics Working Papers 2011_11, Durham University, Department of Economics.
    3. Schiff, Maurice, 1999. "Trade, migration, and welfare : the impact of social capital," Policy Research Working Paper Series 2044, The World Bank.
    4. Datt, Gaurav & Ravallion, Martin, 2002. "Is India's economic growth leaving the poor behind?," Policy Research Working Paper Series 2846, The World Bank.
    5. Sanghamitra Bandyopadhyay, 2010. "Convergence Club Empirics: Some Dynamics and Explanations of Unequal Growth across Indian States," Working Papers id:3197, eSocialSciences.
    6. Ghosh, Madhusudan & Ghoshray, Atanu & Malki, Issam, 2013. "Regional divergence and club convergence in India," Economic Modelling, Elsevier, vol. 30(C), pages 733-742.
    7. Vaseem Akram & Jabir Ali, 2021. "Output convergence at sector level across Indian states: Evidence from weak sigma and club convergence analysis," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(7), pages 1166-1188, October.
    8. Shashanka Bhide & Rajesh Chadha & Kaliappa Kalirajan, 2005. "Growth interdependence among Indian states: an exploration," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 12(2), pages 59-80, December.
    9. K. R. Shanmugam & K. Shanmugam, 2022. "Impact of Fiscal Transfers Policy on Regional Growth Convergence in India," Working Papers 2022-236, Madras School of Economics,Chennai,India.
    10. Sugata Ghosh & Sarmistha Pal, 2004. "The Effect of Inequality on Growth: Theory and Evidence from the Indian States," Review of Development Economics, Wiley Blackwell, vol. 8(1), pages 164-177, February.
    11. Agarwalla, Astha & Pangotra, Prem, 2011. "Regional Income Disparities in India and Test for Convergence - 1980 to 2006," IIMA Working Papers WP2011-01-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
    12. Sugata Ghosh & Sarmistha Pal, 2000. "On Regional Inequality and Growth in India: Theory and Evidence," Econometric Society World Congress 2000 Contributed Papers 1391, Econometric Society.
    13. Jing Li & Tsun Se Cheong & Wenyang Huang & Wai Yan Shum, 2022. "Examining the Regional Disparity of Agricultural Development: A Distribution Dynamics Approach," Sustainability, MDPI, vol. 14(19), pages 1-22, October.
    14. Jagannath Mallick, 2014. "Regional Convergence Of Economic Growth During Post-Reform Period In India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-18.
    15. Nunnenkamp, Peter & Stracke, Rudi, 2007. "Foreign direct investment in post-reform India: Likely to work wonders for regional development?," Kiel Working Papers 1375, Kiel Institute for the World Economy (IfW Kiel).
    16. Garduno-Rivera, Rafael, 2010. "Effect of NAFTA on Mexico's Income Distribution in the Presence of Migration," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61895, Agricultural and Applied Economics Association.
    17. Jain, Neha & Goli, Srinivas, 2021. "Demographic Change and Economic Growth in India," MPRA Paper 109560, University Library of Munich, Germany.
    18. Amit Nandan & Hrushikesh Mallick, 2022. "Do growth-promoting factors induce income inequality in a transitioning large developing economy? An empirical evidence from Indian states," Economic Change and Restructuring, Springer, vol. 55(2), pages 1109-1139, May.
    19. Jahangir Aziz & Christoph Duenwald, 2001. "China's Provincial Growth Dynamics," Development and Comp Systems 0012004, University Library of Munich, Germany.
    20. Chhavi Tiwari & Sankalpa Bhattacharjee & Debkumar Chakrabarti, 2020. "Investigating Regional Inequalities in India: Are Indian Districts Converging?," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(5), pages 684-716, July.
    21. Sulekha Hembram & Souparna Maji & Sushil Kr. Haldar, 2019. "Club Convergence among the Major Indian States During 1982–2014: Does Investment in Human Capital Matter?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 20(2), pages 184-204, September.
    22. Mr. Bennett W Sutton & Mrs. Genevieve M Lindow & Maria Isabel Serra & Mr. Gustavo Ramirez & Maria Fernanda Pazmino, 2006. "Regional Convergence in Latin America," IMF Working Papers 2006/125, International Monetary Fund.
    23. Ajit Karnik & Mala Lalvani, 2012. "Growth performance of Indian states," Empirical Economics, Springer, vol. 42(1), pages 235-259, February.
    24. Rayaprolu Nagaraj & Aristomene Varoudakis & Marie-Ange Véganzonès, 1998. "Long-Run Growth Trends and Convergence Across Indian States," OECD Development Centre Working Papers 131, OECD Publishing.
    25. Kerk L. Phillips & Shen Kunrong, 2003. "What Effect does the Size of the State-Owned Sector Have on Regional Growth in China?," Development and Comp Systems 0304006, University Library of Munich, Germany.
    26. Shingal, ANIRUDH, 2010. "Services growth and convergence: Getting India’s states together," MPRA Paper 32813, University Library of Munich, Germany.
    27. Sabyasachi Kar & Debajit Jha & Alpana Kateja, 2010. "Club-Convergence and Polarisation of States : A Nonparametric Analysis of Post-Reform India," Development Economics Working Papers 23036, East Asian Bureau of Economic Research.
    28. Phillips, Kerk L. & Chen, Baizhu, 2011. "Regional growth in China: An empirical investigation using multiple imputation and province-level panel data," Research in Economics, Elsevier, vol. 65(3), pages 243-253, September.
    29. Tarlok Singh, 2022. "Economic growth and the state of poverty in India: sectoral and provincial perspectives," Economic Change and Restructuring, Springer, vol. 55(3), pages 1251-1302, August.
    30. Bajar, Sumedha, 2014. "Infrastructure output nexus: Regional experience from India," Working Papers 319, Institute for Social and Economic Change, Bangalore.
    31. Tiago Neves Sequeira & Alexandra Ferreira Lopes, 2010. "Does a Federal Country Need Federal Transfers When It Has Labour Mobility?," Regional Studies, Taylor & Francis Journals, vol. 44(9), pages 1117-1129.
    32. Sanghamitra Bandyopadhyay, 2011. "Rich States, Poor States: Convergence And Polarisation In India," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(3), pages 414-436, July.
    33. Das, Samarjit & Sinha, Gouranga & Mitra, Tushar K., 2010. "Regional convergence of growth, inequality and poverty in India--An empirical study," Economic Modelling, Elsevier, vol. 27(5), pages 1054-1060, September.
    34. Rittu Susan Varkey & Prasant Kumar Panda, 2020. "Inter-state Growth Spillovers in Indian Major States: An Empirical Analysis," Jindal Journal of Business Research, , vol. 9(1), pages 7-17, June.
    35. Elena Vakulenko, 2014. "Does migration lead to regional convergence in Russia?," HSE Working papers WP BRP 53/EC/2014, National Research University Higher School of Economics.
    36. Schiff, Maurice, 2002. "Love thy neighbor: trade, migration, and social capital," European Journal of Political Economy, Elsevier, vol. 18(1), pages 87-107, March.
    37. S. Mahendra Dev, 2024. "Regional Dimensions in India: Economic Growth, Inclusive and Sustainable Development," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 245-296, June.
    38. Matthew McCartney, 2018. "The China-Pakistan Economic Corridor (CPEC): Considering Contemporary Pakistan through Old-Fashioned Economics and Historical Case Studies," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 23(2), pages 19-48, July-Dec.
    39. Miss Catriona Purfield, 2006. "Mind the Gap—Is Economic Growth in India Leaving Some States Behind?," IMF Working Papers 2006/103, International Monetary Fund.
    40. Kshamanidhi Adabar, 2004. "Convergence of Standards of Living Across Indian States," Working Papers 153, Institute for Social and Economic Change, Bangalore.
    41. Nirupam Bajpai, 2002. "A Decade of Economic Reforms in India: the Unfinished Agenda," CID Working Papers 89, Center for International Development at Harvard University.
    42. Deepak Sethia, 2016. "Regional Accounts of India: Methods, New Estimates, and Their Uses," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 92-119, March.
    43. Ghosh, Madhusudan, 2006. "Regional Convergence in Indian Agriculture," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 61(4), pages 1-20.
    44. Pinaki Chakraborty & Shatakshi Garg, 2018. "Fiscal pressure of migration and horizontal fiscal inequality: Evidence from Indian experience," WIDER Working Paper Series wp-2018-4, World Institute for Development Economic Research (UNU-WIDER).
    45. Sridhar, Kala Seetharam, 2004. "Impact of growth centres on unemployment and firm location: Evidence from India," Working Papers 04/4, National Institute of Public Finance and Policy.
    46. Amita Shah, 2010. "Natural Resources and Chronic Poverty in India: A Review of Issues and Evidence," Working Papers id:2773, eSocialSciences.
    47. Naresh Kumar & Ritu Rani, 2020. "Extent of Social Change in Family Quality of Life Index: Empirical Evidence from Selected States of India," South Asian Survey, , vol. 27(1), pages 62-80, March.
    48. Sulekha Hembram & Sushil Kr. Haldar, 2019. "Beta, sigma and club convergence: Indian experience from 1980 to 2015," Indian Economic Review, Springer, vol. 54(2), pages 343-366, December.
    49. Fernanda Llussa, 2007. "Geography matters more: geographical and institutional determinants of income in Brazilian states," Nova SBE Working Paper Series wp517, Universidade Nova de Lisboa, Nova School of Business and Economics.
    50. Biswajit Mohanty & N. R. Bhanumurthy, 2018. "Regional growth policy experience in India: the spatial dimension," Asia-Pacific Journal of Regional Science, Springer, vol. 2(2), pages 479-505, August.
    51. Amit Nandan & Hrushikesh Mallick, 2020. "Does Gender Equality Matter for Regional Growth and Income Inequality? An Empirical Analysis for the Indian States," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(4), pages 439-469, May.
    52. Raman, Rakesh & Kumari, Reena, 2012. "Regional Disparity In Agricultural Development: A District-Level Analysis For Uttar Pradesh," Journal of Regional Development and Planning, Rajarshi Majumder, vol. 1(2), pages 71-90.
    53. Das, Samarjit & Ghate, Chetan & Robertson, Peter E., 2015. "Remoteness, Urbanization, and India’s Unbalanced Growth," World Development, Elsevier, vol. 66(C), pages 572-587.
    54. Reena Kumari, 2016. "Regional disparity in Uttar Pradesh and Bihar: a disaggregated level analysis," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 18(1), pages 121-146, October.
    55. Nirvikar Singh & T.N. Srinivasan, 2004. "Indian Federalism, Economic Reform and Globalization," Public Economics 0412007, University Library of Munich, Germany.
    56. R. V. Dadibhavi, 2019. "Regional Disparities, Growth and Divergence in Income in Karnataka," Review of Development and Change, , vol. 24(1), pages 55-78, June.
    57. Bagchi, Amaresh, 2003. "Fifty years of fiscal federalism in India: An appraisal," Working Papers 03/2, National Institute of Public Finance and Policy.
    58. Ms. Janet Gale Stotsky & Mr. Asad Zaman, 2016. "The Influence of Gender Budgeting in Indian States on Gender Inequality and Fiscal Spending," IMF Working Papers 2016/227, International Monetary Fund.
    59. Michelle Baddeley & Kirsty McNay & Robert Cassen, 2006. "Divergence in India: Income differentials at the state level, 1970-97," Journal of Development Studies, Taylor & Francis Journals, vol. 42(6), pages 1000-1022.
    60. Tiago Neves Sequeira & Alexandra Ferreira-Lopes, 2008. "Should the Federal Government Reallocate Funds within Federal Transfers?," Working Papers Series 1 ercwp1608, ISCTE-IUL, Business Research Unit (BRU-IUL).
    61. Ray, Rita, 2013. "Revisiting Convergence: A case study form American States," MPRA Paper 57405, University Library of Munich, Germany.
    62. Purohit, Brijesh C., 2008. "Health and human development at sub-state level in India," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2248-2260, December.
    63. Mr. Dani Rodrik & Mr. Arvind Subramanian, 2004. "Why India Can Grow At 7 Percent a Year or More: Projections and Reflections," IMF Working Papers 2004/118, International Monetary Fund.
    64. Manasan, Rosario G. & Mercado, Ruben G., 1999. "Regional Economic Growth and Convergence in the Philippines: 1975-1997," Discussion Papers DP 1999-13, Philippine Institute for Development Studies.
    65. Ruslan Yemtsov, 2003. "Quo Vadis? Inequality and Poverty Dynamics across Russian Regions," WIDER Working Paper Series DP2003-67, World Institute for Development Economic Research (UNU-WIDER).
    66. Collins, William J., 1999. "Labor Mobility, Market Integration, and Wage Convergence in Late 19th Century India," Explorations in Economic History, Elsevier, vol. 36(3), pages 246-277, July.
    67. Arfat Ahmad Sofi & S. Raja Sethu Durai, 2015. "Club Convergence Across Indian States: An Empirical Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 40(4), pages 107-124, December.
    68. Ankita Mishra & Vinod Mishra, 2018. "Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 268-286, January.
    69. Schiff, Maurice, 2004. "Labor Mobility, Trade and Social Capital," IZA Discussion Papers 1027, Institute of Labor Economics (IZA).
    70. Arjan de Haan, 2006. "Migration in the Development Studies Literature: Has It Come Out of Its Marginality?," WIDER Working Paper Series RP2006-19, World Institute for Development Economic Research (UNU-WIDER).
    71. Janet G Stotsky & Asad Zaman, 2017. "The Influence of Gender Budgeting in Indian States on Gender Inequality and Fiscal Spending," Working Papers id:11587, eSocialSciences.
    72. Sakamoto, Hiroshi & Islam, Nazrul, 2008. "Convergence across Chinese provinces: An analysis using Markov transition matrix," China Economic Review, Elsevier, vol. 19(1), pages 66-79, March.
    73. Mr. Jahangir Aziz & Mr. Christoph Duenwald, 2001. "China's Provincial Growth Dynamics," IMF Working Papers 2001/003, International Monetary Fund.
    74. Jeffrey D. Sachs & Ananthi Ramiah & Nirupam Bajpai, 2002. "Understanding Regional Economic Growth in India," CID Working Papers 88, Center for International Development at Harvard University.
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    Cited by:

    1. Girish Bahal & Mehdi Raissi & Volodymyr Tulin, 2018. "Crowding-Out or Crowding-In Public and Private Investment in India," NCAER Working Papers 114, National Council of Applied Economic Research.
    2. Benos, Nikos, 2009. "Fiscal policy and economic growth: empirical evidence from EU countries," MPRA Paper 19174, University Library of Munich, Germany.
    3. N Bose & J A Holman & K C Neanidis, 2005. "The Optimal Public Expenditure Financing Policy: Does the Level of Economic Development Matter?," Centre for Growth and Business Cycle Research Discussion Paper Series 57, Economics, The University of Manchester.
    4. Shanaka Herath, 2010. "The Size of the Government and Economic Growth: An Empirical Study of Sri Lanka," SRE-Disc sre-disc-2010_05, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
    5. Stenkula Mikael, 2014. "Swedish Taxation in a 150-year Perspective," Nordic Tax Journal, Sciendo, vol. 2014(2), pages 10-42, November.
    6. Hannu Tanninen, 1999. "Income inequality, government expenditures and growth," Applied Economics, Taylor & Francis Journals, vol. 31(9), pages 1109-1117.
    7. Emmanuel Dodzi K. Havi & Patrick Enu, 2014. "The Effect of Fiscal Policy and Monetary Policy on Ghana’s Economic Growth: Which Policy Is More Potent?," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 3(2), pages 61-75.
    8. Yawovi Mawussé Isaac Amedanou, 2019. "Optimal Taxation and Economic Growth in Togo: Empirical Investigation in Time Series [Taxation Optimale et Croissance Economique au Togo : une Evidence Empirique en Séries Temporelles]," Post-Print hal-01990213, HAL.
    9. Vasilev, Aleksandar, 2020. "How quantitatively important is public investment for both business cycle fluctuations and output growth in Bulgaria (1999-2018)?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
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    12. Grace G Kgakge-Tabengwa, 2014. "Impact of Shocks to Public Debt and Government Expenditure on Human Capital and Growth in Developing Countries," Journal of Economics and Behavioral Studies, AMH International, vol. 6(1), pages 44-67.
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    51. Ivo Sever & Sasa Drezgic & Helena Blazic, 2011. "Budget spending and economic growth in Croatia Dynamics and relathionships over the past two decades," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 29(2), pages 291-331.
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    70. Rajput, Sheraz & Tariq, Aziz, 2019. "Government Size and Economic Growth: A Panel Data Study Comparing OECD and Non-OECD Countries," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 26(2), December.
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    Cited by:

    1. Frank Neri, 1998. "The Economic Performance of the States and Territories of Australia: 1861–1992," The Economic Record, The Economic Society of Australia, vol. 74(225), pages 105-120, June.
    2. Philip Maxwell, 2018. "The end of the mining boom? A Western Australian perspective," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 153-170, May.

  47. Cashin, P.A., 1993. "Economic Growth and Convergence Across the Seven Colonies of Australia: 1861-1991," Papers 688, Yale - Economic Growth Center.

    Cited by:

    1. Arthur Grimes, 2004. "New Zealand: A Typical Australasian Ecomony?," Working Papers 04_11, Motu Economic and Public Policy Research.
    2. Etsuro Shioji, 1992. "Regional growth in Japan," Economics Working Papers 138, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1995.
    3. Ian McLean, 2004. "Australian Economic Growth in Historical Perspective," Method and Hist of Econ Thought 0410003, University Library of Munich, Germany.
    4. Serge Coulombe, 2000. "New Evidence of Convergence Across Canadian Provinces: The Role of Urbanization," Regional Studies, Taylor & Francis Journals, vol. 34(8), pages 713-725.

Articles

  1. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "China's slowdown and global financial market volatility: Is world growth losing out?," Emerging Markets Review, Elsevier, vol. 31(C), pages 164-175.
    See citations under working paper version above.
  2. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
    See citations under working paper version above.
  3. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
    See citations under working paper version above.
  4. Montfort Mlachila & Paul Cashin & Cleary Haines, 2013. "Caribbean bananas: The macroeconomic impact of trade preference erosion," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(2), pages 253-280, March.
    See citations under working paper version above.
  5. Paul Cashin & Sebastian Sosa, 2013. "Macroeconomic fluctuations in the Eastern Caribbean: The role of climatic and external shocks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(5), pages 729-748, August.

    Cited by:

    1. Arnold McIntyre & Ahmed El-Ashram & Mr. Márcio Valério Ronci & Julien Reynaud & Ms. Natasha X Che & Ke Wang & Mr. Sebastian Acevedo Mejia & Mr. Mark Scott Lutz, 2016. "Caribbean Energy: Macro-Related Challenges," IMF Working Papers 2016/053, International Monetary Fund.
    2. Oladunni, Sunday, 2019. "External Shocks and Business Cycle Fluctuations in Oil-exporting Small Open Economies: The Case of Nigeria," MPRA Paper 98639, University Library of Munich, Germany.
    3. Wright, Allan & Borda, Patrice, 2016. "Macroeconomic Fluctuations Under Natural Disaster Shocks in Central America and the Caribbean," IDB Publications (Working Papers) 8039, Inter-American Development Bank.
    4. Cevik Serhan & Ghazanchyan Manuk, 2021. "Perfect Storm: Climate Change and Tourism," Journal of Globalization and Development, De Gruyter, vol. 12(1), pages 47-61, June.
    5. International Monetary Fund, 2016. "Belize: Selected Issues," IMF Staff Country Reports 2016/093, International Monetary Fund.
    6. De Bandt Olivier, & Jacolin Luc, & Lemaire Thibault., 2021. "Climate Change in Developing Countries: Global Warming Effects,Transmission Channels and Adaptation Policies," Working papers 822, Banque de France.
    7. Sedegah Kordzo & Odhiambo Nicholas M., 2021. "A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(3), pages 37-59, September.
    8. Mr. Sebastian Acevedo Mejia, 2014. "Debt, Growth and Natural Disasters A Caribbean Trilogy," IMF Working Papers 2014/125, International Monetary Fund.

  6. Duttagupta, Rupa & Cashin, Paul, 2011. "Anatomy of banking crises in developing and emerging market countries," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 354-376, March.

    Cited by:

    1. Makram El-Shagi & Gregor von Schweinitz, 2016. "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
    2. Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla, 2017. "Do Islamic banks fail more than conventional banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 135-155.
    3. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
    4. Nicoletta Batini, 2019. "Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France," IMF Working Papers 2019/041, International Monetary Fund.
    5. Gani, Azmat & Clemes, Michael D., 2016. "Does the strength of the legal systems matter for trade in insurance and financial services?," Research in International Business and Finance, Elsevier, vol. 36(C), pages 511-519.
    6. Vincent Bouvatier & Sofiane El Ouardi, 2021. "Credit gaps as banking crisis predictors: a different tune for middle- and low-income countries," Erudite Working Paper 2021-15, Erudite.
    7. John Nkwoma Inekwe, 2019. "The exploration of economic crises: parameter uncertainty and predictive ability," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 290-313, May.
    8. Juan Aparicio & Miguel A. Duran & Ana Lozano-Vivas & Jesus T. Pastor, 2024. "Are Charter Value and Supervision Aligned? A Segmentation Analysis," Papers 2401.12274, arXiv.org.
    9. Mathonnat, Clément & Minea, Alexandru, 2018. "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
    10. Luca Papi & Andrea F Presbitero & Alberto Zazzaro, 2015. "IMF Lending and Banking Crises," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 644-691, November.
    11. Nabila Boukef Jlassi & Helmi Hamdi & Joseph P. Joyce, 2018. "External liabilities, domestic institutions and banking crises in developing economies," Review of International Economics, Wiley Blackwell, vol. 26(1), pages 96-116, February.
    12. Casabianca, Elizabeth Jane & Catalano, Michele & Forni, Lorenzo & Giarda, Elena & Passeri, Simone, 2022. "A machine learning approach to rank the determinants of banking crises over time and across countries," Journal of International Money and Finance, Elsevier, vol. 129(C).
    13. Mekki Hamdaoui, 2017. "RETRACTED ARTICLE: Liberalization, Regulatory Delays and Vulnerability to Systemic Banking Crisis," International Economic Journal, Taylor & Francis Journals, vol. 31(4), pages 490-534, October.
    14. Waelchli Boris, 2016. "A proximity based macro stress testing framework," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-26, November.
    15. Stolbov, Mikhail, 2013. "Anatomy of international banking crises at the onset of the Great Recession," MPRA Paper 51236, University Library of Munich, Germany.
    16. Paolo Manasse & Roberto Savona & Marika Vezzoli, 2013. "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers 481, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    17. Aizenman, Joshua & Noy, Ilan, 2013. "Macroeconomic adjustment and the history of crises in open economies," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 41-58.
    18. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    19. Gani, Azmat & Scrimgeour, Frank, 2016. "New Zealand's trade with Asia and the role of good governance," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 36-53.
    20. Ward, Felix, 2014. "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers 01/2014, University of Bonn, Bonn Graduate School of Economics (BGSE).
    21. Jacob M. Meyer, 2020. "Checks and Imbalances: Exploring the Links between Political Constraints and Banking Crises using Econometric Mediation," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 63(1), pages 71-96.
    22. J'ozsef Mezei & Peter Sarlin, 2016. "RiskRank: Measuring interconnected risk," Papers 1601.06204, arXiv.org.
    23. Aizenman, Joshua & Ito, Hiro, 2014. "Living with the trilemma constraint: Relative trilemma policy divergence, crises, and output losses for developing countries," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 28-51.
    24. Tarishi Matsuoka & Makoto Watanabe, 2017. "Banking Panics and Liquidity in a Monetary Economy," Tinbergen Institute Discussion Papers 17-091/VII, Tinbergen Institute.
    25. Savona, Roberto, 2014. "Hedge fund systemic risk signals," European Journal of Operational Research, Elsevier, vol. 236(1), pages 282-291.
    26. Purificacion Parrado-Martinez & Antonio Parta Ureña & Pilar Gomez Fernandez-Aguado, 2014. "Usefulness of Financial Soundness Indicators for risk assessment: The case of EU member countries," Working Papers 14.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
    27. Detken, Carsten & Alessi, Lucia, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
    28. Salvador Marín Hernández & Ester Gras Gil & Marcos Antón Renart, 2011. "Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 73, pages 99-126, October.
    29. Joshua Aizenman & Hiro Ito, 2014. "The More Divergent, the Better? Lessons on Trilemma Policies and Crises for Asia," Asian Development Review, MIT Press, vol. 31(2), pages 21-54, September.
    30. Kamila Tomczak, 2023. "Transmission of the 2007–2008 financial crisis in advanced countries of the European Union," Bulletin of Economic Research, Wiley Blackwell, vol. 75(1), pages 40-64, January.
    31. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.
    32. Carmine Gabriele, 2019. "Learning from trees: A mixed approach to building early warning systems for systemic banking crises," Working Papers 40, European Stability Mechanism.
    33. Bolívar, Fernando & Duran, Miguel A. & Lozano-Vivas, Ana, 2023. "Business model contributions to bank profit performance: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 64(C).
    34. Evangelos Liaras & Michail Nerantzidis & Antonios Alexandridis, 2024. "Machine learning in accounting and finance research: a literature review," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1431-1471, November.
    35. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
    36. Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers 1509.00607, arXiv.org, revised Jul 2018.
    37. Mezei, József & Sarlin, Peter, 2018. "RiskRank: Measuring interconnected risk," Economic Modelling, Elsevier, vol. 68(C), pages 41-50.
    38. Matsuoka, Tarishi & Watanabe, Makoto, 2019. "Banking crises and liquidity in a monetary economy," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
    39. Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
    40. Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček, 2017. "Banking and Currency Crises: Differential Diagnostics for Developed Countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(1), pages 44-67, January.
    41. Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca, 2018. "Measuring the propagation of financial distress with Granger-causality tail risk networks," Journal of Financial Stability, Elsevier, vol. 38(C), pages 18-36.
    42. du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    43. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
    44. Hamdaoui, Mekki & Maktouf, Samir, 2020. "Financial reforms and banking system vulnerability: The role of regulatory frameworks," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 184-205.
    45. Cristina Pereira Pedro & Joaquim J. S. Ramalho & Jacinto Vidigal Silva, 2018. "The main determinants of banking crises in OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 203-227, February.
    46. Bellettini, Giorgio & Delbono, Flavio & Karlström, Peter & Pastorello, Sergio, 2019. "Income inequality and banking crises: Testing the level hypothesis directly," Journal of Macroeconomics, Elsevier, vol. 62(C).
    47. Jacob M. Meyer, 2021. "Political constraints and currency crises in emerging markets and less developed economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(3), pages 495-554, August.
    48. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
    49. Alexandr Patalaha & Maria A. Shchepeleva, 2023. "Bank Crisis Management Policies and the New Instability," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 43-60, December.
    50. Presbitero, Andrea & Eberhardt, Markus, 2021. "Commodity Prices and Banking Crises," CEPR Discussion Papers 15959, C.E.P.R. Discussion Papers.
    51. Azmat Gani & Michael D. Clemes, 2017. "The main determinants effecting international visitor arrivals in New Zealand," Tourism Economics, , vol. 23(5), pages 921-940, August.
    52. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
    53. Rasmane Ouedraogo & Montfort Mlachila & Windemanegda Sandrine Sourouema & Ali Compaoré, 2022. "The impact of conflict and political instability on banking crises in developing countries," The World Economy, Wiley Blackwell, vol. 45(6), pages 1937-1977, June.
    54. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    55. Mekki Hamdaoui & Samir Maktouf, 2019. "Overall effects of financial liberalization: financial crisis versus economic growth," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 568-595, July.
    56. Lanbiao Liu & Chen Chen & Bo Wang, 2022. "Predicting financial crises with machine learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 871-910, August.
    57. E. Davis & Dilruba Karim & Iana Liadze, 2011. "Should multivariate early warning systems for banking crises pool across regions?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 693-716, November.
    58. Kaehler, Juergen & Weber, Christoph S., 2023. "Inflation in the aftermath of financial crises," Economic Modelling, Elsevier, vol. 128(C).
    59. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series 201505, University of Hamburg, Department of Socioeconomics.
    60. Patrizio Lainà & Juho Nyholm & Peter Sarlin, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 18-35, January.
    61. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "Measuring financial soundness around the world: A machine learning approach," International Review of Financial Analysis, Elsevier, vol. 85(C).
    62. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

  7. Paul Cashin & C. John McDermott, 2006. "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-5.
    See citations under working paper version above.
  8. Paul Cashin & Catherine Pattillo, 2006. "African terms of trade and the commodity terms of trade: close cousins or distant relatives?," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 845-859.

    Cited by:

    1. Ziesemer, T., 2014. "Country Terms of Trade 1960-2012: Trends, unit roots, over-differencing, endogeneity, time dummies, and heterogeneity," MERIT Working Papers 2014-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    2. Tii N. Nchofoung, 2022. "Trade shocks and labour market resilience in Sub-Saharan Africa: Does the franc zone response differently?," International Economics, CEPII research center, issue 169, pages 161-174.
    3. Christopher Cramer & Jonathan Di John & John Sender, 2022. "Classification and Roundabout Production in High‐value Agriculture: A Fresh Approach to Industrialization," Development and Change, International Institute of Social Studies, vol. 53(3), pages 495-524, May.
    4. Kagiso Mangadi & Jeffrey Sheen, 2017. "Identifying terms of trade shocks in a developing country using a sign restrictions approach," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2298-2315, May.
    5. Christine Mutz & Thomas Ziesemer, 2008. "Simultaneous estimation of income and price elasticities of export demand, scale economies and total factor productivity growth for Brazil," Applied Economics, Taylor & Francis Journals, vol. 40(22), pages 2921-2937.
    6. Federico, Giovanni, 2016. "Lewis revisited : tropical polities competing on the world market 1830-1938," IFCS - Working Papers in Economic History.WH 23305, Universidad Carlos III de Madrid. Instituto Figuerola.
    7. Federico, Giovanni & Vasta, Michelangelo, 2010. "Was industrialization an escape from the commodity lottery? Evidence from Italy, 1861-1939," Explorations in Economic History, Elsevier, vol. 47(2), pages 228-243, April.
    8. Gheorghe Săvoiu & Vasile Dinu & Laurenţiu Tăchiciu, 2012. "Romania Foreign Trade in Global Recession, Revealed by the Extended Method of Exchange Rate Indicators," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(31), pages 173-194, February.
    9. Giovanni Federico & Michelangelo Vasta, 2009. "Was industrialization an escape from the commodity lottery? Evidence from Italy, 1861-1940," Department of Economics University of Siena 573, Department of Economics, University of Siena.
    10. Omid Ranjbar & Chien-Chiang Lee & Tsangyao Chang & Mei-Ping Chen, 2014. "Income Convergence in African Countries: Evidence from a Stationary Test With Multiple Structural Breaks," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 371-391, September.
    11. Lee, Yi-Lung & Ranjbar, Omid & Jahangard, Fateme & Chang, Tsangyao, 2020. "Analyzing slowdown and meltdowns in the African countries: New evidence using Fourier quantile unit root test," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 187-198.
    12. Anu Keshiro Toriola & Emmanuel Oladapo George & Walid Gbadebo Adebosin, 2021. "The Nexus Between Commodity Terms and National Terms of Trade of Sub-Sahara African Countries: Implication for Intersectoral Linkage," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(1), pages 79-98.
    13. Romero-Ávila, Diego, 2009. "Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP," World Development, Elsevier, vol. 37(6), pages 1051-1068, June.

  9. Hali Edison & Paul Cashin & Hong Liang, 2006. "Foreign exchange intervention and the Australian dollar: has it mattered?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 155-171.
    See citations under working paper version above.
  10. Cashin, Paul & Cespedes, Luis F. & Sahay, Ratna, 2004. "Commodity currencies and the real exchange rate," Journal of Development Economics, Elsevier, vol. 75(1), pages 239-268, October.
    See citations under working paper version above.
  11. Cashin, Paul & McDermott, C. John & Pattillo, Catherine, 2004. "Terms of trade shocks in Africa: are they short-lived or long-lived?," Journal of Development Economics, Elsevier, vol. 73(2), pages 727-744, April.
    See citations under working paper version above.
  12. Paul Cashin & Sam Ouliaris, 2004. "Key Features of Australian Business Cycles," Australian Economic Papers, Wiley Blackwell, vol. 43(1), pages 39-58, March.
    See citations under working paper version above.
  13. Paul Cashin & C. John McDermott, 2003. "An Unbiased Appraisal of Purchasing Power Parity," IMF Staff Papers, Palgrave Macmillan, vol. 50(3), pages 1-1.
    See citations under working paper version above.
  14. Paul Cashin & C. John McDermott, 2003. "Intertemporal Substitution and Terms‐of‐Trade Shocks," Review of International Economics, Wiley Blackwell, vol. 11(4), pages 604-618, September.

    Cited by:

    1. BERTINELLI, Luisito & CARDI, Olivier & RESTOUT, Romain, 2020. "Relative Productivity And Search Unemployment In An Open Economy," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
    2. Olivier Cardi & Romain Restout & Peter Claeys, 2019. "Imperfect mobility of labor across sectors and fiscal transmission," Working Papers hal-02400991, HAL.
    3. Paul Segal, 2012. "Natural Resource Wealth and Directed Technical Change," OxCarre Working Papers 088, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    4. Olivier Cardi & Romain Restout, 2011. "Fiscal Shocks in a Two Sector Open Economy," Working Papers halshs-00812166, HAL.
    5. Olivier CARDI & Romain RESTOUT, 2013. "Imperfect Mobility of Labor across Sectors: a Reappraisal of the Balassa-Samuelson Effect," LIDAM Discussion Papers IRES 2013002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    6. Mr. Paul Cashin & Samya Beidas-Strom, 2011. "Are Middle Eastern Current Account Imbalances Excessive?," IMF Working Papers 2011/195, International Monetary Fund.
    7. Cardi O. & Restout R., 2008. "Tax Reform In Two-Sector General Equilibrium," Working Papers ERMES 0803, ERMES, University Paris 2.
    8. Romain Restout, 2008. "Monopolistic Competition and the Dependent Economy Model," Post-Print halshs-00260868, HAL.
    9. Luisito BERTINELLI & Olivier CARDI & Romain RESTOUT, 2021. "Labor Market Effects Of Technology Shocks Biased Toward The Traded Sector," Working Papers of BETA 2021-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    10. Cardi, Olivier & Restout, Romain, 2023. "Sectoral fiscal multipliers and technology in open economy," Journal of International Economics, Elsevier, vol. 144(C).
    11. Olivier Cardi & Romain Restout, 2010. "Sectoral Effects of Tax Reforms in an Open Economy," Working Papers hal-00544475, HAL.
    12. Julian Thimme, 2017. "Intertemporal Substitution In Consumption: A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 226-257, February.
    13. Luisito Bertinelli & Olivier Cardi & Romain Restout, 2016. "Technical change biased toward the traded sector and labor market frictions," Working Papers of BETA 2016-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    14. Olivier Cardi & Romain Restout, 2007. "Permanent vs Temporary Fiscal Expansion in a Two-Sector Small Open Economy Model," Post-Print halshs-00174574, HAL.
    15. Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
    16. Romain Restout, 2009. "The Balassa-Samuelson model in general equilibrium with markup variations," EconomiX Working Papers 2009-39, University of Paris Nanterre, EconomiX.
    17. Saif Al-Abri, Almukhtar, 2014. "How does terms-of-trade behavior shape international financial integration in primary-commodity exporting economies?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 335-353.
    18. Ruan, Xinfeng & Zhang, Jin E., 2018. "Equilibrium variance risk premium in a cost-free production economy," Journal of Economic Dynamics and Control, Elsevier, vol. 96(C), pages 42-60.
    19. Luisito Bertinelli & Olivier Cardi & Romain Restout, 2016. "Productivity Gains Biased Toward the Traded Sector and Labor Market Frictions," DEM Discussion Paper Series 16-14, Department of Economics at the University of Luxembourg.

  15. Cashin, Paul & Ul Haque, Nadeem & Olekalns, Nilss, 2003. "Tax smoothing, tax tilting and fiscal sustainability in Pakistan," Economic Modelling, Elsevier, vol. 20(1), pages 47-67, January.

    Cited by:

    1. Thomas McGregor, 2019. "Pricing Sovereign Debt in Resource-Rich Economies," IMF Working Papers 2019/240, International Monetary Fund.
    2. Luo, Yulei & Nie, Jun & Young, Eric, 2014. "Model Uncertainty and Intertemporal Tax Smoothing," MPRA Paper 54268, University Library of Munich, Germany.
    3. Thomas McGregor, 2017. "Pricing sovereign debt in resource rich economies," OxCarre Working Papers 194, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    4. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries," Macroeconomics 0504001, University Library of Munich, Germany.
    5. Haiyang Shang & Fang Su & Serhat Yüksel & Hasan Dinçer, 2021. "Identifying the Strategic Priorities of the Technical Factors for the Sustainable Low Carbon Industry Based on Macroeconomic Conditions," SAGE Open, , vol. 11(2), pages 21582440211, May.
    6. Ahmad Zubaidi Baharumshah & Evan Lau, 2010. "Mean Reversion Of The Fiscal Conduct In 24 Developing Countries," Manchester School, University of Manchester, vol. 78(4), pages 302-325, July.
    7. Chin-Hong Puah Author_Email: chpuah@feb.unimas.my & Evan Lau & Hui-Fern Teo, 2011. "Testing Budget Sustainability In Sarawak State," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-221, Conference Master Resources.
    8. Ihtsham Padda, 2014. "On minimizing the welfare cost of fiscal policy: evidence from South Asia," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1553-1572, May.
    9. Evan Lau & Ahmad Zubaidi Baharumshah, 2005. "Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries," Macroeconomics 0504002, University Library of Munich, Germany.
    10. Ananda Jayawickrama & Tilak Abeysinghe, 2013. "The experience of some OECD economies on tax smoothing," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2305-2313, June.
    11. Ihtsham ul Haq PADDA*, 2010. "On Minimizing the Welfare Cost of Fiscal Policy:Pakistan’s Case," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 20, pages 77-99.

  16. Paul Cashin & C. McDermott, 2002. "Terms of Trade Shocks and the Current Account: Evidence from Five Industrial Countries," Open Economies Review, Springer, vol. 13(3), pages 219-235, July.

    Cited by:

    1. Narayan, Seema & Narayan, Paresh Kumar & Tobing, Lutzardo, 2021. "Has tourism influenced Indonesia’s current account?," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 225-237.
    2. Valadkhani, Abbas & Layton, Allan P. & Karunaratne, Neil D., 2005. "Export Price Volatility in Australia: An Application of ARCH and GARCH Models," Economics Working Papers wp05-11, School of Economics, University of Wollongong, NSW, Australia.
    3. Cardi, Olivier, 2007. "Another View Of The J-Curve," Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 153-174, April.
    4. Cyriac Guillaumin & Jean-Baptiste Gossé, 2012. "Can external shocks explain the Asian side of global imbalances ? Lessons from a structural VAR model with block exogeneity," Post-Print halshs-00706743, HAL.
    5. Syed tehseen, jawaid & Abdul, waheed, 2011. "Effects of Terms of Trade and its Volatility on Economic Growth: A Cross Country Empirical Investigation," MPRA Paper 32694, University Library of Munich, Germany.
    6. Bouakez, Hafedh & Kano, Takashi, 2008. "Terms of trade and current account fluctuations: The Harberger-Laursen-Metzler effect revisited," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 260-281, March.
    7. Abdur R. Chowdhury, 2003. "Private Savings In Transition Economies: Are There Terms Of Trade Shocks?," William Davidson Institute Working Papers Series 2003-572, William Davidson Institute at the University of Michigan.
    8. Chowdhury, Abdur, 2015. "Terms of trade shocks and private savings in the developing countries," Journal of Comparative Economics, Elsevier, vol. 43(4), pages 1122-1134.
    9. Rabah Arezki & Markus Brückner, 2011. "Commodity Windfalls, Polarization, and Net Foreign Assets: Panel Data Evidence on the Voracity Effect," Working Papers 662, Economic Research Forum, revised 12 Jan 2011.
    10. Khalil Jebran & Amjad Iqbal & Zia Ur Rehman Rao & Arshad Ali, 2018. "Effects of Terms of Trade on Economic Growth of Pakistan," Foreign Trade Review, , vol. 53(1), pages 1-11, February.
    11. Khalil Jebran & Amjad Iqbal & Kalim-Ullah Bhat & Arshad Ali, 2018. "Effect of Terms of Trade on Economic Growth of China," Emerging Economy Studies, International Management Institute, vol. 4(2), pages 157-168, November.
    12. Uz, Idil & Ketenci, Natalya, 2010. "Current account and relative prices: cointegration in the presence of structural breaks in emerging economies," MPRA Paper 27467, University Library of Munich, Germany.
    13. Elif Arbatli, 2008. "Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account," Staff Working Papers 08-48, Bank of Canada.
    14. Olivier, CARDI, 2005. "The Zero-Root Property : Permanent vs Temporary Terms of Trade Shocks," Discussion Papers (ECON - Département des Sciences Economiques) 2005030, Université catholique de Louvain, Département des Sciences Economiques.
    15. Narayan, Seema, 2013. "A structural VAR model of the Fiji Islands," Economic Modelling, Elsevier, vol. 31(C), pages 238-244.
    16. Mupu Mamputu, Élie, 2020. "Termes de l'échange, balance commerciale et performances économiques : examen de l'effet Harberger - Laursen - Metzler en République Démocratique du Congo [Terms of trade, trade balance and economi," MPRA Paper 99342, University Library of Munich, Germany, revised Jan 2020.
    17. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    18. Albert Touna-Mama & Fulbert Tchana Tchana & Seedwell Hove, 2012. "Terms of Trade Shocks and Inflation Targeting in Emerging Market Economies," Working Papers 273, Economic Research Southern Africa.
    19. Muhammad Shafiullah & Faridul Islam & Ravinthirakumaran Navaratnam, 2020. "The Harberger–Laursen–Metzler effect: evidence from five SAARC countries," Empirical Economics, Springer, vol. 58(4), pages 1749-1777, April.
    20. CARDI, Oliver & BERTINELLI, Luisito, 2004. "A formal model of krugman’s intuition on the J-curve," LIDAM Discussion Papers CORE 2004043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    21. Hung‐Ju Chen & Chen‐Min Hsu, 2009. "Demand Changes and Real Exchange Rate Dynamics in a Finite‐Horizon Model with Sectoral Adjustment Costs," Southern Economic Journal, John Wiley & Sons, vol. 75(4), pages 1191-1211, April.
    22. Abdur R. Chowdhury, 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," Macroeconomics 0303006, University Library of Munich, Germany.
    23. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    24. International Monetary Fund, 2002. "Lithuania: History and Future of the Currency Board Arrangement," IMF Working Papers 2002/127, International Monetary Fund.
    25. Jawaid, Syed Tehseen & Raza, Syed Ali, 2013. "Effects of terms of trade on growth performance of India," Economic Modelling, Elsevier, vol. 33(C), pages 940-946.
    26. Hem C. Basnet & Satis C. Devkota & Mukti P. Upadhyay, 2021. "Terms of trade and real domestic income: New evidence from South and Southeast Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4315-4331, July.
    27. Jawaid, Syed Tehseen & Raza, Syed Ali, 2012. "Effects of terms of trade and its volatility on economic growth in India," MPRA Paper 38998, University Library of Munich, Germany.
    28. Cesar R. Sobrino, 2021. "Analyzing the Role of the Permanent and Temporary Shocks in Peru Using the Co-Movements Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(11), pages 111-111, November.
    29. Yabin Wang, 2017. "How Do Emerging Markets Respond to Macroeconomic Shocks? - Dynamic Panel Evidence on the Effects of Disasters," Open Economies Review, Springer, vol. 28(4), pages 731-760, September.
    30. Seema Wati Narayan, 2020. "Asian Current Account Balances And Spillovers From A Foreign Country, A Region And The United States," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(1), pages 1-24, April.

  17. Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002. "Booms and slumps in world commodity prices," Journal of Development Economics, Elsevier, vol. 69(1), pages 277-296, October.
    See citations under working paper version above.
  18. Paul Cashin & C. John McCDermott, 2002. "The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-2.
    See citations under working paper version above.
  19. Paul Cashin & C. John McDermott, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.

    Cited by:

    1. Thomas McGregor, 2019. "Pricing Sovereign Debt in Resource-Rich Economies," IMF Working Papers 2019/240, International Monetary Fund.
    2. Thomas McGregor, 2017. "Pricing sovereign debt in resource rich economies," OxCarre Working Papers 194, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    3. Creina Day & Garth Day, 2010. "Taxes, Growth And The Current Account Tick‐Curve Effect," Australian Economic Papers, Wiley Blackwell, vol. 49(1), pages 13-27, March.
    4. Jorge Desormeaux & Karol Fernández & Pablo García, 2008. "Financial implications of capital outflows in Chile: 1998–2008," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial globalisation and emerging market capital flows, volume 44, pages 121-142, Bank for International Settlements.
    5. Freund, Caroline, 2005. "Current account adjustment in industrial countries," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1278-1298, December.
    6. Clinton Feuerherdt & Stephen Gray & Jason Hall, 2010. "The Value of Imputation Tax Credits on Australian Hybrid Securities," International Review of Finance, International Review of Finance Ltd., vol. 10(3), pages 365-401, September.
    7. Makin, Anthony J. & Narayan, Paresh Kumar, 2013. "Has international borrowing or lending driven Australia's net capital inflow?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 134-143.
    8. Glenn Otto, 2003. "Can an Intertemporal Model Explain Australia's Current Account Deficit?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(3), pages 350-359, September.
    9. Hamizun Ismail & Ahmad Baharumshah, 2008. "Malaysia’s current account deficits: an intertemporal optimization perspective," Empirical Economics, Springer, vol. 35(3), pages 569-590, November.
    10. Phil Garton & Matt Sedgwick & Siddharth Shirodkar, 2010. "Australia’s current account deficit in a global imbalances context," Economic Roundup, The Treasury, Australian Government, issue 1, pages 29-50, April.

  20. Paul Cashin & C. John McDermott, 2002. "‘Riding on the Sheep’s Back’: Examining Australia’s Dependence on Wool Exports," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 249-263, September.
    See citations under working paper version above.
  21. Timothy Callen & Paul Cashin, 2001. "Capital controls, capital flows and external crises: evidence from India," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 11(1), pages 77-98.

    Cited by:

    1. Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers 2008-10, Kiel Institute for the World Economy (IfW Kiel).

  22. Paul Cashin & Hong Liang & C. John McDermott, 2000. "How Persistent Are Shocks to World Commodity Prices?," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 1-2.
    See citations under working paper version above.
  23. Agenor, Pierre-Richard & Bismut, Claude & Cashin, Paul & McDermott, C. John, 1999. "Consumption smoothing and the current account: evidence for France, 1970-1996," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 1-12, January.

    Cited by:

    1. Mr. C. John McDermott & Mr. Paul Cashin, 1996. "Are Australia's Current Account Deficits Excessive?," IMF Working Papers 1996/085, International Monetary Fund.
    2. Diego N. Moccero, 2006. "The Intertemporal Approach to the Current Account: Evidence from Argentina," Department of Economics, Working Papers 066, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    3. Kim Kunhong & Hall Viv & Buckle Robert, 2010. "New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach," EcoMod2002 330800040, EcoMod.
    4. Tahir Mukhtar & Aliya H. Khan, 2011. "The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 401-421.
    5. Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
    6. Khundrakpam, J. K. & Ranjan, Rajiv, 2008. "Can an Inter-temporal Model Explain India's Current Account Balance?," MPRA Paper 50928, University Library of Munich, Germany.
    7. Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
    8. Tahir Mukhtar & Aliya H. Khan, 2016. "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 397-419.

  24. Bennetton, Julia & Cashin, Paul & Jones, Darren & Soligo, James, 1998. "An economic evaluation of bushfire prevention and suppression," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 42(2), pages 1-27.
    See citations under working paper version above.
  25. Paul Cashin & Loris Strappazzon, 1998. "Disparities in Australian Regional Incomes: Are They Widening or Narrowing?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 31(1), pages 3-26, March.
    See citations under working paper version above.
  26. PAUL CASHIN & C. JOHN McDERMOTT, 1998. "Are Australia's Current Account Deficits Excessive?," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 346-361, December.
    See citations under working paper version above.
  27. Cashin, Paul & McDermott, C John, 1998. "Testing the Consumption-CAPM in Developing Equity Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 127-141, April.
    See citations under working paper version above.
  28. Paul Cashin & Ratna Sahay, 1997. "Internal Migration, Center-State Grants, and Economic Growth in the States of India: A Reply to Rao and Sen," IMF Staff Papers, Palgrave Macmillan, vol. 44(2), pages 289-291, June.

    Cited by:

    1. Nirvikar Singh & T.N. Srinivasan, 2004. "Indian Federalism, Economic Reform and Globalization," Public Economics 0412007, University Library of Munich, Germany.
    2. David Abler & Jayanta Das, 1998. "The determinants of the speed of convergence: the case of India," Applied Economics, Taylor & Francis Journals, vol. 30(12), pages 1595-1602.

  29. Paul Cashin & Ratna Sahay, 1996. "Internal Migration, Center-State Grants, and Economic Growth in the States of India," IMF Staff Papers, Palgrave Macmillan, vol. 43(1), pages 123-171, March.
    See citations under working paper version above.
  30. Paul Cashin, 1995. "Government Spending, Taxes, and Economic Growth," IMF Staff Papers, Palgrave Macmillan, vol. 42(2), pages 237-269, June.
    See citations under working paper version above.
  31. Paul A. Cashin, 1995. "Real Gdp In The Seven Colonies Of Australasia: 1861–1991," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 41(1), pages 19-39, March.

    Cited by:

    1. Ian McLean, 2004. "Australian Economic Growth in Historical Perspective," Method and Hist of Econ Thought 0410003, University Library of Munich, Germany.
    2. Cairns, George & Wright, George & Fairbrother, Peter & Phillips, Richard, 2017. "‘Branching scenarios’ seeking articulated action for regional regeneration – A case study of limited success," Technological Forecasting and Social Change, Elsevier, vol. 124(C), pages 189-202.
    3. Giorgio Brosio, 2017. "Equalization transfers and convergence between federal and unitary systems: A contribution to their historical analysis," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2017(3), pages 21-66.
    4. Douglas A. Irwin, 2006. "The Impact of Federation on Australia's Trade Flows," NBER Working Papers 12160, National Bureau of Economic Research, Inc.
    5. Brian D. Varian, 2022. "Revisiting the tariff‐growth correlation: The Australasian colonies, 1866–1900," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 62(1), pages 47-65, March.
    6. Tarik M. Yousef, 2002. "Egypt's Growth Performance Under Economic Liberalism: A Reassessment with New GDP Estimates, 1885-1945," Working Papers 0211, Economic Research Forum, revised 11 Apr 2002.

  32. Paul Cashin & Norman Loayza, 1995. "Paradise Lost? Growth, Convergence, and Migration in the South Pacific," IMF Staff Papers, Palgrave Macmillan, vol. 42(3), pages 608-641, September.
    See citations under working paper version above.
  33. Cashin, Paul, 1991. "A Model Of The Disaggregated Demand For Meat In Australia," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(3), pages 1-21, December.

    Cited by:

    1. Aborisade, Olumide & Carpio, Carlos, 2017. "Household Demand for Meat in Nigeria," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252839, Southern Agricultural Economics Association.
    2. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R., 2004. "The Payoff from Generic Advertising by the Australian Pig Industry in the Presence of Trade," Working Papers 12946, University of New England, School of Economics.
    3. Moro, Daniele & Paolo, Sckokai & Veneziani, Mario, 2012. "Multi-stage Market Power in the Italian Fresh Meat Industry," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125065, Agricultural and Applied Economics Association.
    4. Resende Filho, Moises de Andrade & Buhr, Brian L., 2006. "Economic Evidence of Willingness to Pay for the National Animal Identification System in the US," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25342, International Association of Agricultural Economists.
    5. Klaus Salhofer & Christoph Tribl & Franz Sinabell, 2012. "Market power in Austrian food retailing: the case of milk products," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(1), pages 109-122, February.
    6. Hutasuhut, Maradoli & Chang, Hui-Shung & Griffith, Garry & O’Donnell, Chris & Doran, Howard, 2002. "The Demand for Beef in Indonesia: Implications for Australian Agribusiness," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 10, pages 1-10, August.
    7. Tighe, Kara & Piggott, Nicholas & Nicholas, Oscar & Mounter, Stuart & Villano, Renato, 2019. "Testing for pre-committed quantities of Australian meat demand," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 60(2), April.
    8. Brian J. Revell, 2015. "One Man's Meat … 2050? Ruminations on Future Meat Demand in the Context of Global Warming," Journal of Agricultural Economics, Wiley Blackwell, vol. 66(3), pages 573-614, September.
    9. Zhao, Xueyan & Mullen, John D. & Griffith, Garry R. & Griffiths, William E. & Piggott, Roley R., 2000. "An Equilibrium Displacement Model of the Australian Beef Industry," Research Reports 28007, New South Wales Department of Primary Industries Research Economists.
    10. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Mullen, John D., 2005. "The Relative Payoffs From R&D and Generic Advertising Expenditure by the Australian Pig Industry," Working Papers 12943, University of New England, School of Economics.
    11. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Fleming, Euan M. & Zhao, Xueyan, 2008. "An Equilibrium Displacement Model of the Australian Sheep and Wool Industries," Research Reports 37663, New South Wales Department of Primary Industries Research Economists.
    12. Wong, Lucille & Selvanathan, Eliyathamby A. & Selvanathan, Saroja, 2015. "Modelling the meat consumption patterns in Australia," Economic Modelling, Elsevier, vol. 49(C), pages 1-10.
    13. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R., 2005. "The Payoff from Generic Advertising by the Australian Pig Industry in the Presence of Trade," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 13.
    14. Revell, Brian J., 2015. "One Man’s Meat…. 2050? Ruminations on future meat demand in the context of global warming," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204205, Agricultural Economics Society.
    15. Hutasuhut, Maradoli & O'Donnell, Christopher J. & Chang, Hui-Shung (Christie) & Griffith, Garry R. & Doran, Howard E., 2000. "The Demand for Meats in Indonesia: A Censored Regression Approach," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123666, Australian Agricultural and Resource Economics Society.
    16. Zhang, Lin & Goddard, Ellen W., 2000. "Advertising and Australian Pig Producers Welfare," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123744, Australian Agricultural and Resource Economics Society.
    17. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics, Blackwell, vol. 22(1), pages 29-35, January.
    18. Rickertsen, Kyrre, 1997. "The Demand for Meat: Conditional and Unconditional Elasticities," 1997 Occasional Paper Series No. 7 198192, International Association of Agricultural Economists.
    19. Abigail Tiffin & Richard Tiffin, 1999. "Estimates of Food Demand Elasticities for Great Britain: 1972–1994," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(1), pages 140-147, January.
    20. Delport, Marion & Louw, Marlene & Davids, Tracy & Vermeulen, Hester & Meyer, Ferdi, 2017. "Evaluating the demand for meat in South Africa: an econometric estimation of short term demand elasticities," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 56(1), March.

  34. Bardsley, Peter & Cashin, Paul, 1990. "Underwriting Assistance To The Australian Wheat Industry - An Application Of Option Pricing Theory," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 34(3), pages 1-11, December.

    Cited by:

    1. Johnson, R.W.M., 1992. "Risk and the Farm Firm: A Corporate Finance View," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 60(01), pages 1-13, April.
    2. Richards, Timothy J. & Manfredo, Mark R., 2003. "Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-19, August.
    3. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    4. Fima C. Klebaner & Zinoviy Landsman, 2009. "Option Pricing for Log-Symmetric Distributions of Returns," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 339-357, September.
    5. Watson, Alistair S., 1996. "Principles of Grain Marketing: Some Lessons from Australian Experience," Technical Reports 113821, Australian Centre for International Agricultural Research.
    6. Carter, Colin A. & Wilson, William W., 1997. "Emerging differences in state grain trading: Australia and Canada," Agricultural Economics, Blackwell, vol. 16(2), pages 87-98, May.
    7. Hertzler, Greg, 2000. "The Precautionary Principle in Practice: How to Write a Call Option on the Environment," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123660, Australian Agricultural and Resource Economics Society.
    8. Thomas Url & Serguei Kaniovski, 2020. "The Potential Capital Requirement for a Minimum Prices Insurance Scheme for Wheat, Maize, and Rape Seed," WIFO Working Papers 601, WIFO.

  35. Paul Cashin, 1988. "Australian Agriculture: Is There Any Value In “High-Value” Commodities?," Economic Papers, The Economic Society of Australia, vol. 7(2), pages 21-32, June.

    Cited by:

    1. Gerritsen, Rolf & Abbott, Jacky, 1989. "Again The Lucky Country?: Australian Rural Policy in 1988 and 1989," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 58(01), pages 1-17, April.
    2. Mullen, J. D., 2002. "Farm Management In The 21st Century," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 174072, Australian Agricultural and Resource Economics Society.
    3. Mullen, J.D., 2002. "Farm Management In The 21st Century," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 10, pages 1-18, September.

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