Skip navigation
Skip navigation

The influences of international output shocks from the US and China on ASEAN economies

Dungey, Mardi; Vehbi, Tugrul

Description

The contribution of international and domestic shocks to macroeconomic outcomes in Asian countries is of significant domestic policy importance. This paper applies a Structural Vector AutoRegressive (SVAR) model to Singapore, Thailand, the Philippines, Malaysia and Indonesia. We show the contribution of foreign shocks to domestic output and inflation outcomes, and assess whether Chinese shocks have a more pronounced effect than those originating from the US. The explanatory value of US shocks...[Show more]

dc.contributor.authorDungey, Mardi
dc.contributor.authorVehbi, Tugrul
dc.date.accessioned2016-02-24T22:40:33Z
dc.identifier.issn1049-0078
dc.identifier.urihttp://hdl.handle.net/1885/98363
dc.description.abstractThe contribution of international and domestic shocks to macroeconomic outcomes in Asian countries is of significant domestic policy importance. This paper applies a Structural Vector AutoRegressive (SVAR) model to Singapore, Thailand, the Philippines, Malaysia and Indonesia. We show the contribution of foreign shocks to domestic output and inflation outcomes, and assess whether Chinese shocks have a more pronounced effect than those originating from the US. The explanatory value of US shocks outweighs those from China, potentially reflecting the importance of US based end consumers.
dc.publisherElsevier
dc.sourceJournal of Asian Economics
dc.titleThe influences of international output shocks from the US and China on ASEAN economies
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume39
dc.date.issued2015
local.identifier.absfor140210 - International Economics and International Finance
local.identifier.ariespublicationa383154xPUB2615
local.type.statusPublished Version
local.contributor.affiliationDungey, Mardi, College of Asia and the Pacific, ANU
local.contributor.affiliationVehbi, Tugrul, College of Asia and the Pacific, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.startpage59
local.bibliographicCitation.lastpage71
local.identifier.doi10.1016/j.asieco.2015.05.003
dc.date.updated2016-02-24T08:06:33Z
local.identifier.scopusID2-s2.0-84934896125
CollectionsANU Research Publications

Download

File Description SizeFormat Image
01_Dungey_The_influences_of_2015.pdf1.55 MBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator