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How Important is the Global Financial Cycle? Evidence from Capital Flows*

How Important is the Global Financial Cycle? Evidence from Capital Flows* »

Source: How Important is the Global Financial Cycle? Evidence from Capital Flows

Volume/Issue: 2017/193

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Stijn Claessens , and Andrew Rose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2017

ISBN: 9781484316603

Keywords: Capital flows, Globalization, Monetary policy, Financial cycles, Panel analysis, Cross-country analysis, Capital market volatility, empirical; data; center; country; panel; fit; VIX; equity; bonds; FDI; credit, empirical, data

This study quantifies the importance of a Global Financial Cycle (GFCy) for capital flows. We use capital flow data dis-aggregated by direction and type between 1990Q1 and 2015Q5 for 85 countries, and conventional...

Foreign Direct Investment in New Member State of the EU and Western Balkans: Taking Stock and Assessing Prospects

Foreign Direct Investment in New Member State of the EU and Western Balkans: Taking Stock and Assessing Prospects »

Source: Foreign Direct Investment in New Member State of the EU and Western Balkans: Taking Stock and Assessing Prospects

Volume/Issue: 2018/187

Series: IMF Working Papers

Author(s): La-Bhus Fah Jirasavetakul , and Jesmin Rahman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 August 2018

ISBN: 9781484373323

Keywords: Europe, Foreign direct investment, Panel analysis, determinants of FDI, catching-up process, EU New Member States, Western Balkans, gravity model, Performance and Prospects

FDI has played a strong role in the export-led growth of eastern European countries that are now members of the European Union (EU). Largely sourced from advanced Europe, FDI inflows were motivated by the intention...

Are African Current Account Deficits Different? Stylized Facts, Transitory Shocks, and Decomposition Analysis

Are African Current Account Deficits Different? Stylized Facts, Transitory Shocks, and Decomposition Analysis »

Source: Are African Current Account Deficits Different? Stylized Facts, Transitory Shocks, and Decomposition Analysis

Volume/Issue: 2001/4

Series: IMF Working Papers

Author(s): Luisa Zanforlin , César Calderón , and Alberto Chong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2001

ISBN: 9781451842043

Keywords: Dynamic Panel Data Models, Decomposition Analysis, current account deficits, current account deficit, current account balance, current account balances, International Finance: General, Macroeconomic Aspects of International Trade and Finance: General,

This paper analyzes the behavior of current account deficits in Africa and estimates whether the deficits are excessive with respect to fundamentals. The findings are the deficits are (i) not very persistent; (ii)...

How Important is the Global Financial Cycle? Evidence from Capital Flows

How Important is the Global Financial Cycle? Evidence from Capital Flows »

Volume/Issue: 2017/193

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Stijn Claessens , and Andrew Rose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2017

DOI: http://dx.doi.org/10.5089/9781484316603.001

ISBN: 9781484316603

Keywords: Capital flows, Globalization, Monetary policy, Financial cycles, Panel analysis, Cross-country analysis, Capital market volatility, empirical; data; center; country; panel; fit; VIX; equity; bonds; FDI; credit, empirical, data

This study quantifies the importance of a Global Financial Cycle (GFCy) for capital flows. We use capital flow data dis-aggregated by direction and type between 1990Q1 and 2015Q5 for 85 countries, and conventional...

Foreign Direct Investment in New Member State of the EU and Western Balkans: Taking Stock and Assessing Prospects

Foreign Direct Investment in New Member State of the EU and Western Balkans: Taking Stock and Assessing Prospects »

Volume/Issue: 2018/187

Series: IMF Working Papers

Author(s): La-Bhus Fah Jirasavetakul , and Jesmin Rahman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 August 2018

DOI: http://dx.doi.org/10.5089/9781484373323.001

ISBN: 9781484373323

Keywords: Europe, Foreign direct investment, Panel analysis, determinants of FDI, catching-up process, EU New Member States, Western Balkans, gravity model, Performance and Prospects

FDI has played a strong role in the export-led growth of eastern European countries that are now members of the European Union (EU). Largely sourced from advanced Europe, FDI inflows were motivated by the intention...

Are African Current Account Deficits Different? Stylized Facts, Transitory Shocks, and Decomposition Analysis

Are African Current Account Deficits Different? Stylized Facts, Transitory Shocks, and Decomposition Analysis »

Volume/Issue: 2001/4

Series: IMF Working Papers

Author(s): Luisa Zanforlin , César Calderón , and Alberto Chong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2001

DOI: http://dx.doi.org/10.5089/9781451842043.001

ISBN: 9781451842043

Keywords: Dynamic Panel Data Models, Decomposition Analysis, current account deficits, current account deficit, current account balance, current account balances, International Finance: General, Macroeconomic Aspects of International Trade and Finance: General,

This paper analyzes the behavior of current account deficits in Africa and estimates whether the deficits are excessive with respect to fundamentals. The findings are the deficits are (i) not very persistent; (ii)...