How Symmetric Are the Shocks and the Shock Adjustment Dynamics Between the Euro Area and Central and Eastern European Countries? /

In this paper, we use a structural vector autoregression model to identify and compare demand and supply shocks between euro area countries and central and eastern European countries (CEECs). The shocks and the shock adjustment dynamics of these countries are also compared to EU countries that curre...

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Détails bibliographiques
Auteur principal: Frenkel, Michael
Autres auteurs: Nickel, Christiane
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2002.
Collection:IMF Working Papers; Working Paper ; No. 2002/222
Accès en ligne:Full text available on IMF
Description
Résumé:In this paper, we use a structural vector autoregression model to identify and compare demand and supply shocks between euro area countries and central and eastern European countries (CEECs). The shocks and the shock adjustment dynamics of these countries are also compared to EU countries that currently do not participate in the EMU. Focusing on the period 1993-2001, we find that there are still differences in the shocks and in the adjustment process to shocks between the euro area and the CEECs. However, several individual CEECs exhibit shocks and shock adjustment processes that are fairly similar to some euro area countries.
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Description matérielle:1 online resource (27 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accès:Electronic access restricted to authorized BRAC University faculty, staff and students