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Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR

Author

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  • Emilie C. Kinfack-Djoumessi
  • Lumengo Bonga-Bonga

Abstract

This paper assesses the extent of trade linkages and shock transmission between African economies and its main trading partners, namely China, Europe and the United States (US). Using the global vector autoregressive (GVAR) model, the paper investigates how shock transmission between Africa and its main trading partners evolves over the periods before and after the […]

Suggested Citation

  • Emilie C. Kinfack-Djoumessi & Lumengo Bonga-Bonga, 2015. "Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR," Working Papers 512, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:512
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    File URL: https://econrsa.org/wp-content/uploads/2022/06/working_paper_512.pdf
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    Cited by:

    1. Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017. "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, vol. 150(C), pages 36-56.
    2. Bonga-Bonga, Lumengo & Biyase, Mduduzi, 2018. "The impact of Chinese textile imports on employment and value added in the manufacturing sector of the South African economy," MPRA Paper 88181, University Library of Munich, Germany.

    More about this item

    Keywords

    Africa; business analysis; Macroeconomic Models;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles

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