Can world real interest rates explain business cycles in a small open economy?

DOI10.1016/S0165-1889(00)00059-2zbMath0978.91060OpenAlexW1972858110MaRDI QIDQ5940861

Kei-Mu Yi, M. Ayhan Kose, William Blankenau

Publication date: 20 August 2001

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(00)00059-2

zbMATH Keywords

shocksopen economyvariance decompositionsworld real interest rate

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (3)

EXTERNAL SHOCKS AND THE URBAN POOR ⋮ HOW DIFFERENT IS THE CYCLICAL BEHAVIOR OF HOME PRODUCTION ACROSS COUNTRIES? ⋮ By force of demand: explaining cyclical fluctuations of international trade and government spending

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• What do interest rates reveal about the functioning of real business cycle models ?
• Generalized impulse response analysis in linear multivariate models
• Stochastic Depreciation and the Business Cycle
• DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR

This page was built for publication: Can world real interest rates explain business cycles in a small open economy?