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Tuesday, May 12, 2020 | History

2 edition of Macroeconomic volatility found in the catalog.

Macroeconomic volatility

Anoop Singh

Macroeconomic volatility

the policy lessons from Latin America

by Anoop Singh

  • 132 Want to read
  • 33 Currently reading

Published by International Monetary Fund, Western Hemisphere Dept. in Washington, D.C .
Written in English

    Subjects:
  • Financial crises -- Latin America.,
  • Latin America -- Economic conditions.,
  • Latin America -- Economic policy.

  • Edition Notes

    Statementprepared by Anoop Singh.
    SeriesIMF working paper -- WP/06/166
    ContributionsInternational Monetary Fund. Western Hemisphere Dept.
    The Physical Object
    Pagination29 p. :
    Number of Pages29
    ID Numbers
    Open LibraryOL21448072M

    Date Published: 01/ Abstract: Countries that have pursued distortionary macroeconomic policies, including high inflation, large budget deficits and misaligned exchange rates, appear to have suffered more macroeconomic volatility and also Cited by: Market Volatility proposes an innovative theory, backed by substantial statistical evidence, on the causes of price fluctuations in speculative markets. It challenges the standard efficient markets model for explaining asset prices by emphasizing the significant role that popular opinion or psychology can play in price volatility. Why does the stock market crash from time to time?

    McKibbin, WJ, Morris, A & Wilcoxen, PJ , Expecting the unexpected: Macroeconomic volatility and climate policy. in Post-Kyoto International Climate Policy: Implementing Architectures for Agreement: Research from the Harvard Project on International Climate Agreements. Cambridge University Press, pp. Cited by: Managing East Asia's Macroeconomic Volatility Share Page. Add to Favorites; Email; Download Citation; Get Citation Alert; Authors/Editors: Eduardo Olaberria and Jamele Rigolini. Abstract PDF (1MB) Cited By.

    Date Published: Aug 1, Abstract: Countries that have pursued distortionary macroeconomic policies, including high inflation, large budget deficits and misaligned exchange rates, appear to have suffered more macroeconomic volatility and also . macroeconomic environments (cross- rm, cross-asset, cross-market, cross-country, Our scope is in certain respects desirably narrow { speci c tools for speci c problems { but in other respects also desirably broad, as issues of connectedness.


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Macroeconomic volatility by Anoop Singh Download PDF EPUB FB2

Get this from a library. Finance and macroeconomic volatility. [Cevdet Denizer; Murat Iyigun; Ann L Owen] -- Countries with more developed financial sectors experience fewer fluctuations in real per capita output, consumption, and investment growth.

But it matters how the financial sector develops: the. Financial Integration and Macroeconomic Volatility M. AYHAN KOSE, ESWAR S. PRASAD, and MARCO E. TERRONES* This paper examines the impact of international financial integration on macroe-conomic volatility.

Economic theory does not provide a clear guide to the effects of financial integration on volatility, implying that this is essentially an. * Causes of macroeconomic mispricings in markets; tackling secondary macroeconomic variables in trades * The importance of technical timing in macro arbitrage * Volatility of macro arbitrage strategies versus volatility of relative-value strategies * Mispricing opportunities due to the effect of the Asian crisis on global marketsCited by: 6.

: Finance and Macroeconomic Volatility: Market-based vs. Bank-based financial system (): Tharavanij, Piyapas: BooksAuthor: Piyapas Tharavanij.

The deregulation of domestic financial markets and the capital account in developing countries has frequently been associated with financial turmoil and macro volatility. The book analyzes the experiences of several countries, drawing implications. Macroeconomic volatility: The role of the informal economy This book gives a detailed decomposition of the informal economy (which the book refers to as the non-observed economy) and then it describes several methodologies that can be used to identify and quantify the informal economy so that it can be incorporated into the national Cited by: Macroeconomics of Climate Change in a Dualistic Economy intends to construct a series of regional and dynamic general equilibrium models that accommodate the structure and dynamics of the dual trap embedded in the Turkish economy.

These models include the analysis of macroeconomic development policies that are designed at the regional level, as well as those. Macroeconomic volatility can affect poverty through its impact on growth as well as its impact on income distribution. Conversely, changes in poverty may be decomposed into a growth effect and an income distribution effect.

(See Box ) Both effects depend on the initial levels of development and income by: Additional Physical Format: Online version: Kose, M. Ayhan. Financial integration and macroeconomic volatility.

[Washington, D.C.]: International Monetary Fund, © Downloadable. This paper examines the determinants of the volatility in growth rates, seeking to expand on a very limited literature which has focused almost exclusively on financial determinants of volatility.

An analysis of 41 variables and their effects on growth volatility yields some surprising results: the relationship between financial sophistication and volatility is not clearly.

gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility. We progress by analyzing a broad international cross.

Diebold and Yilmaz () investigated a study on macroeconomic volatility and Stock Market Volatility. The data was collected from broad international cross.

This book provides the first consistent attempt to analyze the effects of macroeconomic volatility on productivity growth, and also the reverse causality from growth to business cycles. The authors show that by looking at the economy through the lens of private entrepreneurs, who invest under credit constraints, one can go some way towards.

Downloadable (with restrictions). Many countries have a large informal economy that is poorly measured in the national accounts. I develop a two-sector small open economy business cycle model where one sector is formal and the other is informal, and explore the effect that the informal sector has on measured business cycles.

I show that if the informal economy is poorly. Abstract. In recent years the economic costs imposed by a volatile macroeconomic environment have come into increasingly clear focus. Recent research suggests that a volatile macroeconomic environment leads to significantly lower rates of investment and economic growth, undermines educational attainment, harms the distribution of income, and increases by: Macroeconomic Volatility and Welfare in Developing Countries: An Introduction Norman V.

Loayza, Romain Ranciere, Luis Serven, ` and Jaume Ventura Macroeconomic volatility, both a source and a reflection of underdevelopment, is a fundamental concern for developing countries. This article provides a. It has long been recognized that productivity growth and the business cycle are closely interrelated.

Yet, until recently, the two phenomena have been investigated separately in the economics literature. This book provides the first consistent attempt to analyze the effects of macroeconomic volatility on productivity growth, and also the reverse causality from growth to.

Economic volatility has come into its own after being treated for decades as a secondary phenomenon in the business cycle literature. This evolution has been driven by the recognition that non-linearities, long buried by the economist's penchant for linearity, magnify the negative effects of volatility on long-run growth and inequality, especially in poor countries.

The deregulation of domestic financial markets and the capital account in developing countries has frequently been associated with financial turmoil and macro volatility. The book analyzes the experiences of several countries, drawing implications for building development-friendly domestic and international financial architectures.

The debate on fiscal policy in Europe centers on how to let automatic stabilizers work while achieving fiscal consolidation. There is significant agreement on the importance of using fiscal policy as a counter-cyclical instrument, as monetary policy can no longer play this role.

In this study, Panel Vector Autoregression (PVAR) models are used to determine the impacts of exchange rate volatility on industrial production growth rate, consumer price inflation, short-term interest rates and stock returns for 10 OECD countries. The variance decompositions (VDCs) found that exchange rate volatility can be a secondary factor for the variations in immediate Author: Oguzhan Ozcelebi.Remittances and Macroeconomic Volatility in African Countries.

Topics covered in this book. Empirical results indicate that remittances—as a share ofGDP—have a significant smoothing impact on output volatility but their impact onconsumption volatility is somewhat small.

Furthermore, remittances are found to absorb asubstantial.Macroeconomic Announcements, Asymmetric Volatility, and IT: Evidence from JGB Futures: /ch This study analyzes the impact of macroeconomic announcements on the conditional volatility of Japanese Author: Takeo Minaki, Ichihiro Uchida, Hiroshi Kamae.