INTERNATIONAL BUSINESS CYCLES IN EMERGING MARKETS

B-Tier
Journal: International Economic Review
Year: 2020
Volume: 61
Issue: 2
Pages: 753-781

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

I document cyclical behavior of real exchange rates (RERs) in emerging and developed economies: stronger RER procyclicality coincides with larger relative volatility of consumption and more countercyclical trade balance. I then reevaluate the sources of fluctuations in emerging economies using an international business cycle model estimated to match the behavior of the RERs. Interest rate shocks, without any frictions, account for most of output fluctuations. This result is driven by imperfect substitution between domestic and foreign goods, which dampens the impact of trend shocks and accentuates the impact of interest rate shocks on output and consumption.

Technical Details

RePEc Handle
repec:wly:iecrev:v:61:y:2020:i:2:p:753-781
Journal Field
General
Author Count
1
Added to Database
2026-01-29