The Characteristics of Macroeconomic Shocks in the CFA Franc Zone
Fielding, David, Lee, Kevin and Shields, Kalvinder (2004). The Characteristics of Macroeconomic Shocks in the CFA Franc Zone. UNU-WIDER.
Document type:
Report
Collection:
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Sub-type Research paper Author Fielding, David
Lee, Kevin
Shields, KalvinderTitle The Characteristics of Macroeconomic Shocks in the CFA Franc Zone Volume/Issue No. 2004/21 Publication Date 2004 Place of Publication Helsinki Publisher UNU-WIDER Pages 34 Language eng Abstract In this paper we fit a VECM in output and prices to data from ten countries of the CFA Franc Zone. This model allows for various cross-country interactions in both the short run and the long run. The VECM parameters are used to estimate persistence profil
Keyword Econometrics
Economic integration
Econometric models (macroeconomics)
Monetary policyCopyright Holder UNU-WIDER Copyright Year 2004 Copyright type Fair use permitted ISSN 18102611 ISBN 9789291906000 -
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