F44 - International Business Cycles - Bank of Canada
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2024-03-29T14:38:33+00:00
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Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013
https://www.bankofcanada.ca/2016/11/staff-working-paper-2016-48/
Using a novel data set for 17 countries dating from 1900 to 2013, we characterize business cycles in both small developed and developing countries in a model with financial frictions and a common shock structure. We estimate the model jointly for these 17 countries using Bayesian methods.
2016-11-01T15:18:47+00:00
en
Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013
2016-11-01
Business fluctuations and cycles
Economic models
International topics
Staff Working Paper 2016-48
https://www.bankofcanada.ca/wp-content/uploads/2016/11/swp2016-48.pdf
Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013
Thuy Lan Nguyen
Wataru Miyamoto
November 2016
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E1
E13
E3
E32
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F4
F41
F44
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Agency Costs, Risk Shocks and International Cycles
https://www.bankofcanada.ca/2016/01/staff-working-paper-2016-2/
We add agency costs as in Carlstrom and Fuerst (1997) into a two-country, two-good international business-cycle model. In our model, changes in the relative price of investment arise endogenously.
2016-01-21T11:27:07+00:00
en
Agency Costs, Risk Shocks and International Cycles
2016-01-21
Business fluctuations and cycles
International topics
Staff Working Paper 2016-2
https://www.bankofcanada.ca/wp-content/uploads/2016/01/swp2016-2.pdf
Agency Costs, Risk Shocks and International Cycles
Marc-André Letendre
Joel Wagner
January 2016
E
E2
E22
E3
E32
E4
E44
F
F4
F44