Volatility and Comovement in a Globalized World Economy : An Empirical Exploration /

This paper analyzes the evolution of volatility and cross-country comovement in output, consumption, and investment fluctuations using two distinct datasets. The results suggest that there has been a significant decline in the volatility of business cycle fluctuations and a slight increase in the de...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Kose, Ayhan
مؤلفون آخرون: Prasad, Eswar, Terrones, Marco
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2003.
سلاسل:IMF Working Papers; Working Paper ; No. 2003/246
الوصول للمادة أونلاين:Full text available on IMF