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Cote d'ivoire volatility, shocks and growth

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Author Info
Bogetic, Zeljko
Espina, Carlos
Noer, John

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Abstract

Key economic variables in Cote d'Ivoire vary widely from their long-run trends, moving in multi-year cyclical patterns. Cocoa prices move with cycles in growth rates, capital stock, real exchange rates, terms of trade, cocoa production, and coffee production and output. These patterns have become more pronounced since the 1970s as volatility increased. This paper characterize these cycles, estimates the cocoa price-quantity relationship, and analyzes co-movements due to shocks generate a forecast. Three key conclusions follow. First, the economy of Cote d'Ivoire has experienced two fundamental transitions, one in 1976 related to cocoa, and another in 1994 related to exchange rates. From 1960 to 1976, world cocoa prices grew steadily, and then fell in real terms. The country's growth showed a similar pattern. An econometric model indicates that the relationship between cocoa price and quantity experienced a break in 1976 and provides evidence of Cote d'Ivoire's significant influence on world cocoa prices. Second, cocoa price shocks affect growth rates and trade indicators, and are important sources of volatility in the Cote d'Ivoire. The terms of trade and real exchange rate are also sources of volatility for growth and productivity. Third, a forecast of per-worker output based on these variables predicts continued declines in GDP per worker in Cote d'Ivoire for the near future. This dismal forecast implies the need for a radical and rapid improvement on political, security, and economic management to reverse the two and a half decades of economic decline.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 4415.

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Date of creation: 01 Nov 2007
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Handle: RePEc:wbk:wbrwps:4415

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Keywords: Emerging Markets; Markets and Market Access; Economic Theory&Research; Crops&Crop Management Systems; Access to Markets;

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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. Luis Felipe Céspedes & Paul Cashin & Ratna Sahay, 2003. "Keynes, Cocoa, and Copper: In Search of Commodity Currencies," IMF Working Papers 02/223, International Monetary Fund.
  2. Bogetic, Zeljko & Espina, Carlos & Noer, John, 2007. "Cote d'Ivoire : competitiveness, Cocoa, and the real exchange rate," Policy Research Working Paper Series 4416, The World Bank. [Downloadable!]
  3. Bogetic, Zeljko & Noer, John & Espina, Carlos, 2007. "Cote d'Ivoire : from success to failure a story of growth, specialization, and the terms of trade," Policy Research Working Paper Series 4414, The World Bank. [Downloadable!]
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  1. Bogetic, Zeljko & Noer, John & Espina, Carlos, 2007. "Cote d'Ivoire : from success to failure a story of growth, specialization, and the terms of trade," Policy Research Working Paper Series 4414, The World Bank. [Downloadable!]
  2. Bogetic, Zeljko & Espina, Carlos & Noer, John, 2007. "Cote d'Ivoire : competitiveness, Cocoa, and the real exchange rate," Policy Research Working Paper Series 4416, The World Bank. [Downloadable!]
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