A structural approach to measuring the degree of economic integration: Evidence from G-7 countries

B-Tier
Journal: Journal of International Money and Finance
Year: 2022
Volume: 124
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper infers the degree of economic integration amongst G-7 countries by estimating a two country DSGE model separately for each country in the group. In doing so, the two economies in the model are represented by the observations for a specific country and the corresponding values for the rest of G-7. To infer the degree of economic integration, the model’s shock processes are reconfigured so that they include a component that is common for each economy and shocks can be transmitted from one economy to the other. Capturing the degree of economic integration by the relative contribution of common and foreign shocks to the variation of domestic variables, the paper draws inferences that are at odds with those based on more traditional measures of globalization. Countries that are more open to trade and financial flows in the data are ranked lower in terms of economic integration according to post-estimation statistics.

Technical Details

RePEc Handle
repec:eee:jimfin:v:124:y:2022:i:c:s0261560622000353
Journal Field
International
Author Count
1
Added to Database
2026-01-24