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Book Cover
Author Fabrizio, Stefania.

Title Domestic, foreign or common shocks? / prepared by Stefania Fabrizio and J. Humberto Lopez
Published [Washington, D.C.] : International Monetary Fund, Statistics Dept., [1996]
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Description 1 online resource (ii, 19 pages) : illustrations
Series IMF working paper ; WP/96/107
IMF working paper ; WP/96/107
Summary Annotation A stochastic general equilibrium model of the world economy is used to analyze the origin of international business cycles using data for Germany, Japan and the United States. the findings indicate that after 1973, common shocks play a major role in accounting for similarities in output fluctuations. However, trade interdependencies with the United States may have also played a very important role; more than 20 percent of output fluctuations of the German and Japanese economies could have been imported from the United States
Bibliography Includes bibliographical references (page 15)
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. MiAaHDL
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
Print version record
Subject Business cycles -- Econometric models.
Business cycles -- Germany -- Econometric models.
Business cycles -- Japan -- Econometric models.
Business cycles -- United States -- Econometric models.
International economic relations.
Form Electronic book
Author Lopez, J. Humberto.
International Monetary Fund. Statistics Department.
ISBN 1281602744