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External shocks and economic fluctuations: evidence from Tunisia

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Rzigui, Lotfi

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Abstract

In this paper, we investigate the role of openness and external shock transmission affecting Tunisian economy. The paper proposes a new econometric methodology of fluctuations analysis in the objective to evaluate the effect of external shock based on trade on the dynamics of the GDP. The estimated common trend model reveals the role of external shock as well as technological shock in variation of economic activity. Our results are added to criticisms addressed to RBC model of first generation and show the role of external shock, ignored a long time in the business cycle literature.

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File URL: http://mpra.ub.uni-muenchen.de/630/
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 630.

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Date of creation: Jun 2005
Date of revision: Dec 2005
Handle: RePEc:pra:mprapa:630

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Related research
Keywords: External shocks technological shocks common trend representation variances decomposition

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Find related papers by JEL classification:
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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  1. Long, John B, Jr & Plosser, Charles I, 1983. "Real Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 39-69, February. [Downloadable!] (restricted)
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  4. Cuñat, Alejandro & Maffezzoli, Marco, 2002. "Heckscher-Ohlin Business Cycles," CEPR Discussion Papers 3382, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. AMBLER, Steve & CARDIA, Emanuela & ZIMMERMANN, Christian, 2000. "International Business Cycles: What Are the Facts?," Cahiers de recherche 2000-05, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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  6. Ahmed, Shaghil & Ickes, Barry W. & Ping Wang & Byung Sam Yoo, 1993. "International Business Cycles," American Economic Review, American Economic Association, vol. 83(3), pages 335-59, June. [Downloadable!] (restricted)
    Other versions:
  7. Collard, Fabrice, 1998. "Spectral and persistence properties of cyclical growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 463-488, November. [Downloadable!] (restricted)
  8. Coe, David T. & Helpman, Elhanan, 1995. "International R&D spillovers," European Economic Review, Elsevier, vol. 39(5), pages 859-887, May. [Downloadable!] (restricted)
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  9. Benassy, Jean-Pascal, 1995. "Money and wage contracts in an optimizing model of the business cycle," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 303-315, April. [Downloadable!] (restricted)
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  10. Jean-Olivier Hairault, 2002. "Labor-Market Search and International Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 535-558, July. [Downloadable!] (restricted)
  11. Haouas, Ilham & Yagoubi, Mahmoud, 2004. "Trade Liberalization and Labor-Demand Elasticities: Empirical Evidence from Tunisia," IZA Discussion Papers 1084, Institute for the Study of Labor (IZA). [Downloadable!]
  12. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
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