Changes in the second-moment properties of disaggregated capital flows

被引：1
|
作者：
Contessi, Silvio [1 ]
De Pace, Pierangelo [2 ]
Francis, Johanna L. [3 ]
机构：
[1] Fed Reserve Bank St Louis, Div Res, St Louis, MO 63166 USA
[2] Pomona Coll, Dept Econ, Claremont, CA 91711 USA
[3] Fordham Univ, Dept Econ, Bronx, NY 10458 USA
来源：
ECONOMICS LETTERS | 2012年 / 115卷 / 01期
关键词：
Capital flows; International business cycles; Nonparametric bootstrap methods;
D O I：
10.1016/j.econlet.2011.12.015
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Using formal statistical tests, we detect (i) significant volatility increases for various types of capital flows for a period of changes in business cycle comovement among the G7 countries, and (ii) mixed evidence of changes in covariances and correlations with a set of macroeconomic variables. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：122 / 127
页数：6
相关论文
共 50 条
  • [21] Performance of geometry-independent second-moment closures in application to recirculating flows
    Yakovenko, SN
    Hsu, CH
    Chang, KC
    [J]. COMPUTATIONAL FLUID DYNAMICS 2002, 2003, : 793 - 794
  • [22] Second-moment turbulence closure modelling
    Hanjalic, K
    Jakirlic, S
    [J]. CLOSURE STRATEGIES FOR TURBULENT AND TRANSITIONAL FLOWS, 2002, : 47 - 101
  • [23] Second-Moment Closure Modelling of Particle-Laden Homogeneous Turbulent Shear Flows
    Shin, Jong Keun
    Seo, Jeong Sik
    Han, Seong Ho
    Choi, Young Don
    [J]. TRANSACTIONS OF THE KOREAN SOCIETY OF MECHANICAL ENGINEERS B, 2007, 31 (01) : 29 - 39
  • [24] THE SECOND-MOMENT PHENOMENON FOR MONOCHROMATIC SUBGRAPHS
    Bhattacharya, Bhaswar B.
    Mukherjee, Somabha
    Mukherjee, Sumit
    [J]. SIAM JOURNAL ON DISCRETE MATHEMATICS, 2020, 34 (01) : 794 - 824
  • [25] A direct-numerical-simulation-based second-moment closure for turbulent magnetohydrodynamic flows
    Kenjeres, S
    Hanjalic, K
    Bal, D
    [J]. PHYSICS OF FLUIDS, 2004, 16 (05) : 1229 - 1241
  • [26] Hot money in disaggregated capital flows
    Yan, Cheng
    [J]. EUROPEAN JOURNAL OF FINANCE, 2018, 24 (14): : 1190 - 1223
  • [27] EXACT AND INVARIANT SECOND-MOMENT CODE FORMAT
    HASOFER, AM
    LIND, NC
    [J]. JOURNAL OF THE ENGINEERING MECHANICS DIVISION-ASCE, 1974, 100 (NEM1): : 111 - 121
  • [28] Analysis of near-wall second-moment closures applied to flows affected by streamline curvature
    Pettersson, BA
    Andersson, HI
    HjelmLarsen, O
    [J]. ENGINEERING TURBULENCE MODELLING AND EXPERIMENTS 3, 1996, : 49 - 58
  • [29] Comparisons of the second-moment statistics of climate models
    Kim, KY
    North, GR
    Hegerl, GC
    [J]. JOURNAL OF CLIMATE, 1996, 9 (09) : 2204 - 2221
  • [30] An approximate Riemann solver for second-moment closures
    Brun, G
    Hérard, JM
    Jeandel, D
    Uhlmann, M
    [J]. JOURNAL OF COMPUTATIONAL PHYSICS, 1999, 151 (02) : 990 - 996
12345