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You searched for subject:(international comovements). Showing records 1 – 3 of 3 total matches.

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1. Martinez Garibay, Homero Alberto. Le Rôle des Réseaux de Production dans la Propagation Domestique et Internationale des Chocs Sectoriels : The Role of Production Networks in the Propagation of Shocks Within and Across Countries.

Degree: Docteur es, Sciences économiques, 2018, Paris Sciences et Lettres (ComUE)

Cette thèse étudie le rôle des marchés de production intersectoriels dans l’amplification et dans la propagation des chocs subis par les économies modernes. Une littérature théorique récente prédit que lorsque les réseaux d’inputs intermédiaires sont dominés par un groupe réduit de fournisseurs, la propagation des chocs au sein d’une économie est conséquente, et la dynamique de la production agrégée devient sensible aux aléas microéconomiques ; c’est à dire, à ceux subis par des firmes ou des secteurs. Cette thèse a pour premier but de tester cette hypothèse de façon empirique. Cette thèse va aussi au-delà des concepts déjà présentés par cette littérature en démontrant que l’étude de la structure en réseau des marchés internationaux d’inputs permet aussi d’étudier la propagation de chocs entre pays. Ainsi, cette thèse propose une nouvelle façon d’étudier un mécanisme de contagion international bien connu : les chaines internationales de valeur. Trois questions guident notre discussion : Est-ce que les économies industrialisées présentent-elles une structure en réseau susceptible d’amplifier les chocs idiosyncratiques ? Est-t-il possible de relier empiriquement la structure en réseau des marchés intersectoriels à la force de propagation des chocs ? Est-ce que la structure en réseaux des marchés internationaux d’inputs peut aider à expliquer la propagation des chocs entre pays, et ainsi la synchronisation internationale des cycles économiques entre pays ? Les résultats empiriques de cette thèse suggèrent une réponse positive à ces trois interrogations, et apportent des nouveaux éléments en faveur du développement de cette nouvelle branche de la macroéconomie internationale

This dissertation explores empirically the link between the network structure of inter-industry markets and the force of propagation of shocks affecting modern economies. Recent theoretical propositions suggest that where intermediate inputs markets are led by few very influential suppliers the propagation of shocks is strong, and the aggregate economy becomes sensitive to industryspecific shocks. The first objective of this dissertation is to test empirically these propositions. More importantly, this thesis goes beyond these observations by highlighting that current concepts linking the network structure of economies to the propagation of shocks within the economies may be applied to study the propagation of shocks across countries. This dissertation introduces a new way of studying a well-known international diffusion mechanism: the global inter-industry value chains. Discussion is articulated throughout three questions : Based on their network structure, are modern economies prone to important spillovers ? If so, may the network structure of economies predict the actual level of comovement of industrial activity ? Since globalization led to international fragmentation of production, may the network structure of international inter-industry value chains foster cross-country spillovers ? Empirical results give positive answers to these…

Advisors/Committee Members: Epaulard, Anne (thesis director).

Subjects/Keywords: Réseaux de production; Fluctuations agrégées; Synchronisation industrielle; Synchronisation Internationale de Cycles Economiques; Production networks; Aggregate fluctuations; Industrial comovements; International Synchronization of Business Cycles; 330.165

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APA (6th Edition):

Martinez Garibay, H. A. (2018). Le Rôle des Réseaux de Production dans la Propagation Domestique et Internationale des Chocs Sectoriels : The Role of Production Networks in the Propagation of Shocks Within and Across Countries. (Doctoral Dissertation). Paris Sciences et Lettres (ComUE). Retrieved from http://www.theses.fr/2018PSLED054

Chicago Manual of Style (16th Edition):

Martinez Garibay, Homero Alberto. “Le Rôle des Réseaux de Production dans la Propagation Domestique et Internationale des Chocs Sectoriels : The Role of Production Networks in the Propagation of Shocks Within and Across Countries.” 2018. Doctoral Dissertation, Paris Sciences et Lettres (ComUE). Accessed October 24, 2020. http://www.theses.fr/2018PSLED054.

MLA Handbook (7th Edition):

Martinez Garibay, Homero Alberto. “Le Rôle des Réseaux de Production dans la Propagation Domestique et Internationale des Chocs Sectoriels : The Role of Production Networks in the Propagation of Shocks Within and Across Countries.” 2018. Web. 24 Oct 2020.

Vancouver:

Martinez Garibay HA. Le Rôle des Réseaux de Production dans la Propagation Domestique et Internationale des Chocs Sectoriels : The Role of Production Networks in the Propagation of Shocks Within and Across Countries. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres (ComUE); 2018. [cited 2020 Oct 24]. Available from: http://www.theses.fr/2018PSLED054.

Council of Science Editors:

Martinez Garibay HA. Le Rôle des Réseaux de Production dans la Propagation Domestique et Internationale des Chocs Sectoriels : The Role of Production Networks in the Propagation of Shocks Within and Across Countries. [Doctoral Dissertation]. Paris Sciences et Lettres (ComUE); 2018. Available from: http://www.theses.fr/2018PSLED054


Université de Lorraine

2. Chauvel, Thierry. Essays on Open Economy Macroeconomics : Essais en macroéconomie internationale.

Degree: Docteur es, Sciences économiques, 2018, Université de Lorraine

L'objectif de cette thèse est d'évaluer l'interdépendance macroéconomique entre pays développés sur les récentes décennies et, en particulier, à la suite de la crise financière de 2007-09 aux États-Unis. Pour cela, on utilise différentes hypothèses de modélisation dans les trois chapitres principaux que constituent la thèse permettant de capturer la dimension internationale des cycles économiques : modèle VAR en panel permettant de modéliser l'interdépendance entre les pays directement, modèle VAR simple en utilisant des variables domestiques et étrangères, et modèle DSGE à 2 pays permettant de modéliser directement les mécanismes réels et financiers qui lient les pays entre eux. Notre résultat principal est que la dimension internationale est importante pour expliquer la dynamique macroéconomique des pays développés sur les trois dernières décennies, que les variables soient réelles, nominales ou financières. Néanmoins, le rôle des facteurs étrangers ne croit pas dans le temps comme on pourrait le penser avec l'accentuation de la mondialisation de ces dernières décennies. Aussi, en regardant les crises économiques récentes aux États-Unis et de la zone euro, nous confirmons que la crise financière américaine de 2007-09 présente un choc plus important comparé aux standards historiques, qui s'est propagé à la zone euro à travers les liens financiers internationaux. Au contraire, la crise des dettes publiques de la zone euro de 2011 est un choc relativement standard, similaire aux chocs observés pendant la crise du Système Monétaire Européen (SME) de 1992-93, et affectant principalement les économies européennes.

The aim of this thesis is to evaluate macroeconomic interdependence between developed economies over the recent decades and, in particular, following the 2007-09 US financial crisis. For that purpose, we use several modeling assumptions across the three main chapters of the thesis to capture the international dimension of business cycles across countries: panel VAR model to model countries interdependence directly, simple VAR model with both domestic and foreign variables, and two-country DSGE model to model the real and financial mechanisms that link countries together. Our main result is that international dimension is important to explain the macroeconomic dynamics of developed economies over the last three decades and for either real, nominal and financial variables. Nevertheless, the role of foreign factors does not grow over time as would be expected with the increase in globalization of the recent decades. Also, looking at the recent economic crises in the US and the euro area, we confirm that the 2007-09 US financial crisis features a bigger shock relative to historical standards, which propagated to euro area economies through international financial linkages. In contrast, the 2011 euro area sovereign debt crisis features a standard shock, comparable to those observed in previous European crises like the 1992-1993 ERM crisis, and affecting mostly European economies.

Advisors/Committee Members: Bismans, Francis (thesis director).

Subjects/Keywords: Dynamique macroéconomique en économie ouverte; Cycles d'affaires; Crise financière globale; Co-mouvements internationaux; Modèle VAR; Modèle DSGE; Open economy macroeconomic dynamics; Business cycles; Global financial crisis; International comovements; VAR models; DSGE models; 339

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APA (6th Edition):

Chauvel, T. (2018). Essays on Open Economy Macroeconomics : Essais en macroéconomie internationale. (Doctoral Dissertation). Université de Lorraine. Retrieved from http://www.theses.fr/2018LORR0119

Chicago Manual of Style (16th Edition):

Chauvel, Thierry. “Essays on Open Economy Macroeconomics : Essais en macroéconomie internationale.” 2018. Doctoral Dissertation, Université de Lorraine. Accessed October 24, 2020. http://www.theses.fr/2018LORR0119.

MLA Handbook (7th Edition):

Chauvel, Thierry. “Essays on Open Economy Macroeconomics : Essais en macroéconomie internationale.” 2018. Web. 24 Oct 2020.

Vancouver:

Chauvel T. Essays on Open Economy Macroeconomics : Essais en macroéconomie internationale. [Internet] [Doctoral dissertation]. Université de Lorraine; 2018. [cited 2020 Oct 24]. Available from: http://www.theses.fr/2018LORR0119.

Council of Science Editors:

Chauvel T. Essays on Open Economy Macroeconomics : Essais en macroéconomie internationale. [Doctoral Dissertation]. Université de Lorraine; 2018. Available from: http://www.theses.fr/2018LORR0119

3. Bejarano Rojas, Jesus Antonio. Essays in International Macroeconomics and Forecasting.

Degree: PhD, Economics, 2012, Texas A&M University

This dissertation contains three essays in international macroeconomics and financial time series forecasting. In the first essay, I show, numerically, that a two-country New-Keynesian Sticky Prices model, driven by monetary and productivity shocks, is capable of explaining the highly positive correlation across the industrialized countries' inflation even though their cross-country correlation in money growth rate is negligible. The structure of this model generates cross-country correlations of inflation, output and consumption that appear to closely correspond to the data. Additionally, this model can explain the internal correlation between inflation and output observed in the data. The second essay presents two important results. First, gains from monetary policy cooperation are different from zero when the elasticity of substitution between domestic and imported goods consumption is different from one. Second, when monetary policy is endogenous in a two-country model, the only Nash equilibria supported by this model are those that are symmetrical. That is, all exporting firms in both countries choose to price in their own currency, or all exporting firms in both countries choose to price in the importer's currency. The last essay provides both conditional and unconditional predictive ability evaluations of the aluminum futures contracts prices, by using five different econometric models, in forecasting the aluminum spot price monthly return 3, 15, and 27-months ahead for the sample period 1989.01-2010.10. From these evaluations, the best model in forecasting the aluminum spot price monthly return 3 and 15 months ahead is followed by a (VAR) model whose variables are aluminum futures contracts price, aluminum spot price and risk free interest rate, whereas for the aluminum spot price monthly return 27 months ahead is a single equation model in which the aluminum spot price today is explained by the aluminum futures price 27 months earlier. Finally, it shows that iterated multiperiod-ahead time series forecasts have a better conditional out-of-sample forecasting performance of the aluminum spot price monthly return when an estimated (VAR) model is used as a forecasting tool. Advisors/Committee Members: Jansen, Dennis W. (advisor), Jinnai, Ryo (committee member), Zervou, Anastasia (committee member), Gawande, Kishore S. (committee member).

Subjects/Keywords: sticky prices; international comovements; inflation; money; productivity; endogenous currency choice; monetary policy cooperation; optimal monetary policy; second order approximation; sticky prices; two-country; Aluminum; Forecast Evaluation; Futures contracts; London Metal Exchange; Multistep forecasts

…studying the international comovements in inflation across countries, particularly industrialized… …sources and mechanisms explaining the observed international comovements in inflation. In the… …dissertation contains three essays in international macroeconomics and forecasting. In the next… …Collard and Juillard (2001), I show two new important results in the international… …international monetary cooperation is sensitive to the elasticity of substitution between consumption… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bejarano Rojas, J. A. (2012). Essays in International Macroeconomics and Forecasting. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9850

Chicago Manual of Style (16th Edition):

Bejarano Rojas, Jesus Antonio. “Essays in International Macroeconomics and Forecasting.” 2012. Doctoral Dissertation, Texas A&M University. Accessed October 24, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9850.

MLA Handbook (7th Edition):

Bejarano Rojas, Jesus Antonio. “Essays in International Macroeconomics and Forecasting.” 2012. Web. 24 Oct 2020.

Vancouver:

Bejarano Rojas JA. Essays in International Macroeconomics and Forecasting. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Oct 24]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9850.

Council of Science Editors:

Bejarano Rojas JA. Essays in International Macroeconomics and Forecasting. [Doctoral Dissertation]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9850

.