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Vulnerability to Shocks in EMU: 1991–2004 (in English)

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Author Info
Oscar Bajo-Rubio () (Universidad de Castilla-La Mancha and Instituto de Estudios Fiscales)
Carmen Díaz-Roldán (Universidad de Castilla-La Mancha)

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Abstract

The authors analyze the nature of economic shocks hitting European Economic and Monetary Union (EMU) member countries from 1991 to 2004, as well as for two sub-periods before and after the launch of EMU. To this end, they first evaluate the relative importance of symmetric versus asymmetric shocks, and then extract their temporary component. Their final aim would be assessing the vulnerability of EMU to transitory asymmetric shocks, that is, to the most harmful situation for the operation of a monetary union. Overall, the authors´ results show that in the period of analysis, symmetric shocks predominated over asymmetric shocks, but the temporary component of asymmetric shocks was higher than that of symmetric shocks.

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Publisher Info
Article provided by Charles University Prague, Faculty of Social Sciences in its journal Finance a uver - Czech Journal of Economics and Finance.

Volume (Year): 57 (2007)
Issue (Month): 5-6 (August)
Pages: 225-234
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Handle: RePEc:fau:fauart:v:57:y:2007:i:5-6:p:225-234

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Related research
Keywords: Monetary union; EMU; asymmetric shocks; temporary shocks;

Find related papers by JEL classification:
E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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