Cointegrated TFP processes and international business cycles /
Saved in:
| Author / Creator: | Rabanal, Pau, author. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2009. |
| Description: | 1 online resource (53 pages) : illustrations (some color) |
| Language: | English |
| Series: | IMF working paper ; WP/09/212 IMF working paper ; WP/09/212. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497940 |
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| 100 | 1 | |a Rabanal, Pau, |e author. |0 http://id.loc.gov/authorities/names/no2003090735 | |
| 245 | 1 | 0 | |a Cointegrated TFP processes and international business cycles / |c prepared by Pau Rabanal, Juan F. Rubio-Ramirez, and Vicente Tuesta. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2009. | ||
| 300 | |a 1 online resource (53 pages) : |b illustrations (some color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 338 | |a online resource |b cr |2 rdacarrier | ||
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| 347 | |a data file | ||
| 490 | 1 | |a IMF working paper ; |v WP/09/212 | |
| 504 | |a Includes bibliographical references (pages 46-50). | ||
| 588 | 0 | |a Print version record. | |
| 520 | 3 | |a A puzzle in international macroeconomics is that observed real exchange rates are highly volatile. Standard international real business cycle (IRBC) models cannot reproduce this fact. We show that TFP processes for the U.S. and the "rest of the world," is characterized by a vector error correction (VECM) and that adding cointegrated technology shocks to the standard IRBC model helps explaining the observed high real exchange rate volatility. Also we show that the observed increase of the real exchange rate volatility with respect to output in the last 20 year can be explained by changes in the parameter of the VECM. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2011 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 546 | |a English. | ||
| 650 | 0 | |a Business cycles |x Econometric models. | |
| 650 | 6 | |a Cycles économiques |x Modèles économétriques. | |
| 650 | 7 | |a Business cycles |x Econometric models. |2 fast |0 (OCoLC)fst00842461 | |
| 650 | 7 | |a Weltkonjunktur. |2 stw | |
| 650 | 7 | |a Kaufkraftparität. |2 stw | |
| 650 | 7 | |a Produktivität. |2 stw | |
| 650 | 7 | |a Kointegration. |2 stw | |
| 650 | 7 | |a Theorie. |2 stw | |
| 655 | 7 | |a Electronic books. |2 gtlm | |
| 700 | 1 | |a Rubio-Ramírez, Juan Francisco, |e author. |0 http://id.loc.gov/authorities/names/n2004090962 | |
| 700 | 1 | |a Tuesta, Vicente, |e author. |0 http://id.loc.gov/authorities/names/n2004096276 | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. |0 http://id.loc.gov/authorities/names/n77001219 | |
| 776 | 0 | 8 | |i Print version: |a Rabanal, Pau. |t Cointegrated TFP processes and international business cycles. |d [Washington, D.C.] : International Monetary Fund, ©2009 |w (OCoLC)537557155 |
| 830 | 0 | |a IMF working paper ; |v WP/09/212. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2009/212/001.2009.issue-212-en.xml |y INTERNATIONAL MONETARY FUND |
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