The Transmission of US Shocks To Latin American Economies

By Fabio Canova. 2000

447 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a0dfef4b7959be979196542dc93f3d5a15506597

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Citations in the corpus

Questioni di Economia e Finanza (2010, unknown): “In this section, we extend the analysis on all worker employment prospects looking at transitions across employment statuses, various contract types, and geographical regions.”
Determinants of Global Spillovers from US Monetary Policy (2015, background): “First, several papers investigate the global output spillovers from conventional US monetary policy (see, for example, Kim and Roubini, 2000; Kim, 2001; Faust and Rogers, 2003; Faust et al., 2003; Canova, 2005; Nobili and Neri, 2006; Mackowiak, 2007; Bluedorn and Bowdler, 2011).”
Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies (2015, methodology): “Within the literature of EMEs special attention has been given to two potential drivers of business cycles: fluctuations in external interest rates (Canova, 2005; Bartosz, 2007; Akinci, 2013) and terms of trade (Broda, 2004; Izquierdo, et al. 2008).3 Our contribution to this literature is twofold.”
Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011, methodology): “are Faust (1998), Canova and De Nicoló (2002) and Uhlig (2005).”
Are Institutions Informed About News (2015, background): “The available estimators, which are rather scarce (see Canova (2005), Canova and Pappa (2007), Auerbach and Gorodnichenko (2011), and more recently Calza et al. (2013)), rely heavily on the specifics of the underlying economic model.”
If the Fed Sneezes, Who Catches a Cold? (2017, background): “Among VAR studies which try to control for systematic components in US interest rates, Canova (2005) and Mackowiak (2007) also use ”agnostic” sign restrictions to study the effects of US monetary policy shocks on selected emerging economies.”
Banking Globalization, Monetary Transmission and the Lending Channel (2008, background): “For transmission to emerging markets, Neumeyer and Perri (2005) emphasize the role of world interest rates in emerging market business cycles, and Canova (2005) focuses on transmission of US shocks to Latin American.”
The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime (2006, methodology): “This question is explored by estimating the following annual output growth equation in a panel regression: yit ¼ a1 þ hRbit þ /V1Xit þ vit; ð1Þ 7 See for example, Canova (2005), Maćkowiak (2003), and Miniane and Rogers (2007).”
What is Global Excess Liquidity, and Does it Matter? (2006, methodology): “Further evidence on the importance of cross-country spill-over effects comes from Canova (2005), who studies the transmission of US shocks to eight Latin American countries, using a Bayesian VAR.”
Foreign effects of higher U.S. interest rates (2019, background): “For instance, Cantor and Packer (1996) find that inflation is a significant determinant of sovereign ratings.”
Global Financial Cycles and Risk Premiums (2018, unknown): “US monetary policy decisions may thus have global reach (Canova 2005; Kim 2001).”
Common Factors in Latin America's Business Cycles (2006, unknown): “[17] Canova, Fabio, 2005, The transmission of US shocks to Latin America, Journal of Applied Econometrics 10, 229-251.”
The Transmission of International Shocks: A Factor‐Augmented VAR Approach (2009, background): “and Roubini (2000) and Kim (2001), and the sign restrictions in Canova (2005) , and Scholl”
China's Emergence in the World Economy and Business Cycles in Latin America (2011, methodology): “2 In the first step of the methodology, each country is modeled individually as a small open economy by estimating country-specific vector error-correction models in which domestic variables are related to country-specific for(1)For empirical analyses of the impact of external factors on Latin Ameri”