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Does International Trade Synchronize Business Cycles?

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Author Info
Anderson, H.M.
Kwark, N.-S.
Vahid, F.

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Abstract

This paper studies the relationship between international trade and output fluctuations. The authors find evidence that the business cycles of countries that are more open to international trade are more likely to by synchronized with the business cycles of their major trading partners. A detailed study of the South Korean case shows that while business cycles are related to openness, the diversification of export destinations seems to weaken these links. The authors find no relationship between openness and output volatility.

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File URL: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/1999/wp8-99.pdf
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Publisher Info
Paper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number 8/99.

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Length: 22 pages
Date of creation: Jun 1999
Date of revision:
Handle: RePEc:msh:ebswps:1999-8

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Related research
Keywords: Coherence; Volatility; Business Cycles; Time Series;

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other

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Cited by:
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  1. M. Ayhan Kose & Kei-Mu Yi, 2005. "Can the standard international business cycle model explain the relation between trade and comovement?," Working Papers 05-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
  2. Brian M. Doyle & Jon Faust, 2003. "Breaks in the variability and co-movement of G-7 economic growth," International Finance Discussion Papers 786, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  3. M. Ayhan Kose & Kei-Mu Yi, 2002. "The trade comovement problem in international macroeconomics," Staff Reports 155, Federal Reserve Bank of New York. [Downloadable!]
  4. Ferdinand Fichtner, 2003. "Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model," IWP Discussion Paper Series 01/2003, Institute for Economic Policy, Cologne, Germany. [Downloadable!]
  5. Jorge Herrera Hernández, 2004. "Business cycles in Mexico and the United States: Do they share common movements?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 303-323, November. [Downloadable!]
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