Assessing the importance of global shocks versus country-specific shocks

B-Tier
Journal: Journal of International Money and Finance
Year: 2008
Volume: 27
Issue: 8
Pages: 1420-1429

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

A common assumption is that global shocks have little influence on current accounts, relative output levels, and real exchange rates. We use a four-variable structural VAR of the Sims-Bernanke type that allows us to obtain a global shock and three country-specific shocks. We find that global shocks explain sizable portions of real rate movements and bilateral current account balances. Our decomposition also allows us to measure the extent to which "third-country effects" are important in explaining bilateral real exchange rates and relative output levels.

Technical Details

RePEc Handle
repec:eee:jimfin:v:27:y:2008:i:8:p:1420-1429
Journal Field
International
Author Count
2
Added to Database
2026-01-25