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Business cycles, economic crises, and the poor : testing for asymmetric effects

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Author Info
Agenor, Pierre-Richard

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Abstract

The author examines whether output contraction associated with cyclical output fluctuations and economic crises have an asymmetric effect on poverty. He identifies four potential sources of asymmetry: expectations and cofident factors, credit rationing at the firm level (induced by either adeverse selection problems or negative shocks to net worth), borrowing constraints at the household level, and the"labor hoarding"hypothesis. He also identifies some testable implications of these alternative explanations. The author then proposes a vector autoregression technique (involving the detrended components of real output, the unemployment rate, real wages, and the poverty rate) to test whether the initial cyclical position of the economy, and the size of the initial drop in the output gap in a downturn, matter in assessing the extent to which output shocks affect poverty. He applies the technique to Brazil, using annual data for 1981-99. The results indicate that poverty responds asymmetrically to output shocks, showing less sensitivity when the economy is initially in a downturn.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 2700.

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Date of creation: 31 Oct 2001
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Handle: RePEc:wbk:wbrwps:2700

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Related research
Keywords: Economic Theory&Research; Environmental Economics&Policies; Labor Policies; Health Economics&Finance; Public Health Promotion; Environmental Economics&Policies; Economic Theory&Research; Health Economics&Finance; Achieving Shared Growth; Health Monitoring&Evaluation;

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References listed on IDEAS
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.:
  1. Morduch, Jonathan, 1995. "Income Smoothing and Consumption Smoothing," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 103-14, Summer. [Downloadable!] (restricted)
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  2. Pierre-Richard Agenor & Joshua Aizenman, 1998. "Contagion and Volatility with Imperfect Credit Markets," IMF Staff Papers, Palgrave Macmillan Journals, vol. 45(2), pages 1. [Downloadable!] (restricted)
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  3. Jaffee, Dwight & Stiglitz, Joseph, 1990. "Credit rationing," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 16, pages 837-888 Elsevier. [Downloadable!] (restricted)
  4. James Levinsohn & Steven Berry & Jed Friedman, 1999. "Impacts of the Indonesian Economic Crisis: Price Changes and the Poor," NBER Working Papers 7194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Lokshin, Michael & Ravallion, Martin, 2000. "Short-lived shocks with long-lived impacts? - household income dynamics in a transition economy," Policy Research Working Paper Series 2459, The World Bank. [Downloadable!]
  6. Demirguc-Kunt, Asli & Detragiache, Enrica & Gupta, Poonam, 2000. "Inside the crisis : an empirical analysis of banking systems in distress," Policy Research Working Paper Series 2431, The World Bank. [Downloadable!]
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  7. Domac, Ilker, 1999. "The distributional consequences of monetary policy : evidence from Malaysia," Policy Research Working Paper Series 2170, The World Bank. [Downloadable!]
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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.)

  1. Matteo Bugamelli & Francesco Paternò, 2008. "Output growth volatility and remittances," Temi di discussione (Economic working papers) 673, Bank of Italy, Economic Research Department. [Downloadable!]
  2. Brett Inder, 2004. "Economic growth and contraction and their impact on the poor," Monash Econometrics and Business Statistics Working Papers 3/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Statistics
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