A Global Projection Model for Euro Area Large Economies /

The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The EA countries are more vulnerable to domestic and external demand shocks because adjust...

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Détails bibliographiques
Auteur principal: Jakab, Zoltan
Autres auteurs: Lukyantsau, Pavel, Wang, Shengzu
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2015.
Collection:IMF Working Papers; Working Paper ; No. 2015/050
Accès en ligne:Full text available on IMF
Description
Résumé:The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The EA countries are more vulnerable to domestic and external demand shocks because adjustments in the real exchange rate between EA countries occur more gradually through inflation differentials. Spillovers from tight credit conditions in each EA country are limited by direct trade channels and small confidence spillovers, but we also consider scenarios where banks in all EU countries tighten credit conditions simultaneously.
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Description matérielle:1 online resource (31 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accès:Electronic access restricted to authorized BRAC University faculty, staff and students