France in the Global Economy : A Structural Approximate Dynamic Factor Model Analysis /

This study identifies the main shocks that cause fluctuations in French output and their channels of transmission. It uses a large-dimensional structural approximate dynamic factor model. There are three main findings. First, common shocks, especially demand shocks, which seem to originate from the...

Полное описание

Библиографические подробности
Главный автор: Nadal De Simone, Francisco
Другие авторы: Kabundi, Alain
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2007.
Серии:IMF Working Papers; Working Paper ; No. 2007/129
Online-ссылка:Full text available on IMF