This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Common and Country-Specific Fluctuations in Productivity, Investment, and the Current Account Author info | Abstract | Publisher info | Download info | Related research | Statistics Allan W. Gregory
Allen C. Head
Additional information is available for the following
registered author(s):
Dynamic factor analysis and Kalman filtering are used to construct a measure of common economic activity for the G7 countries. Common movements are important in productivity, but account for a substantially smaller share of movements in investments, and virtually none of the variation in the current accounts.
To our knowledge, this item is not available for
download . To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Paper provided by Queen's University, Department of Economics in its series Working Papers with number
931.
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Length: 29 pages
Date of creation: 1996Date of revision:
Handle: RePEc:qed:wpaper:931Contact details of provider: Postal: Kingston, Ontario, K7L 3N6 Phone: (613) 533-2250 Fax: (613) 533-6668 Email: Web page: http://www.econ.queensu.ca/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Mark Babcock).
Keywords: current account investments Other versions of this item:
Article Gregory, Allan W. & Head, Allen C., 1999.
"Common and country-specific fluctuations in productivity, investment, and the current account ,"
Journal of Monetary Economics ,
Elsevier, vol. 44(3), pages 423-451, December.
[Downloadable!] (restricted) 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
Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Michael Graff, 2005.
"Internationale Konjunkturverbunde ,"
Working papers
05-108, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Jushan Bai & Serena Ng, 2000.
"Determining the Number of Factors in Approximate Factor Models ,"
Boston College Working Papers in Economics
440, Boston College Department of Economics.
[Downloadable!]
Other versions: Perez, Marcos & Ahn, Seung Chan, 2007.
"GMM Estimation of the Number of Latent Factors ,"
MPRA Paper
4862, University Library of Munich, Germany.
[Downloadable!]
Fabio Ghironi & Talan B. Iscan & Alessandro Rebucci, 2005.
"Net Foreign Asset Positions and Consumption Dynamics in the International Economy ,"
IMF Working Papers
05/82, International Monetary Fund.
[Downloadable!]
Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007.
"Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach ,"
NBER Working Papers
13588, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Eswar S. Prasad & Jeffery A. Gable, 1998.
"International Evidence on the Determinants of Trade Dynamics ,"
IMF Staff Papers ,
Palgrave Macmillan Journals, vol. 45(3), pages 1.
[Downloadable!] (restricted)
Other versions: Fernando Pérez de Gracia & Juncal Cuñado, .
"Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries ,"
Working Papers on International Economics and Finance
01-05, FEDEA.
[Downloadable!]
Talan B. Iscan & U.L. Gouranga Rao, 2000.
"Investment and the Current Account: A Triangular Model of the G-7 Key words: Investment; current account; triangular simultaneous equations model; random coefficients regression model ,"
Department of Economics at Dalhousie University working papers archive
rao, Dalhousie, Department of Economics.
[Downloadable!]
Pesaran, M.H. & Tosetti, E., 2007.
"Large Panels with Common Factors and Spatial Correlations ,"
Cambridge Working Papers in Economics
0743, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005.
"Understanding the Evolution of World Business Cycles ,"
IMF Working Papers
05/211, International Monetary Fund.
[Downloadable!]
Other versions: M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003.
"International Business Cycles: World, Region, and Country-Specific Factors ,"
American Economic Review ,
American Economic Association, vol. 93(4), pages 1216-1239, September.
[Downloadable!] (restricted)
Michel Normandin & Bruno Powo Fosso, 2005.
"Global versus Country-Specific Shocks and International Business Cycles ,"
Cahiers de recherche
05-07, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
Marianne Baxter & Michael A. Kouparitsas, 2004.
"Determinants of Business Cycle Comovement: A Robust Analysis ,"
NBER Working Papers
10725, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Marianne Baxter & Michael Kouparitsas, 2004.
"Determinants of business cycle comovement: a robust analysis ,"
Working Paper Series
WP-04-14, Federal Reserve Bank of Chicago.
[Downloadable!] Baxter, Marianne & Kouparitsas, Michael A., 2005.
"Determinants of business cycle comovement: a robust analysis ,"
Journal of Monetary Economics ,
Elsevier, vol. 52(1), pages 113-157, January.
[Downloadable!] (restricted) Darvas, Zsolt & Szapáry, György, 2005.
"Business Cycle Sychronization in the Enlarged EU ,"
CEPR Discussion Papers
5179, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: José Luis Iparraguirre D’Elia, 2008.
"Essays on Labour Productivity in Northern Ireland ,"
Selected Research Papers ERINI
2008_essays_productivity, Economic Research Institute of Northern Ireland.
[Downloadable!]
Monfort, Alain & Renne, Jean-Paul & Rüffer, Rasmus & Vitale, Giovanni, 2003.
"Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects ,"
CEPR Discussion Papers
4119, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Domenico Giannone & Michele Lenza, 2008.
"The Feldstein-Horioka fact ,"
Working Paper Series
873, European Central Bank.
[Downloadable!]
Other versions: Zeno Enders & Gernot J. Mueller, 2006.
"S-Curve Redux: On the International Transmission of Technology Shocks ,"
Economics Working Papers
ECO2006/36, European University Institute.
[Downloadable!]
Michel Normandin & Bruno Powo Fosso, 2006.
"Global versus Country-Specific Shocks and International Business Cycles ,"
Cahiers de recherche
0601, CIRPEE.
[Downloadable!]
Jushan Bai & Chihwa Kao, 2005.
"On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence ,"
Center for Policy Research Working Papers
75, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Access and
download statistics Did you know? RePEc and its associated services are free for contributors and users, and do not accept any advertising.
This page was last updated on 2008-10-1.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .