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dc.contributor.authorCHARNAVOKI, Valery
dc.contributor.authorDOLADO, Juan J.
dc.date.accessioned2014-04-28T14:51:25Z
dc.date.available2014-04-28T14:51:25Z
dc.date.issued2014
dc.identifier.citationAmerican economic journal : macroeconomics, 2014, Vol. 6, No. 2, pp. 207-237en
dc.identifier.issn1945-7715
dc.identifier.issn1945-7707
dc.identifier.urihttps://hdl.handle.net/1814/31248
dc.description.abstractWe propose a structural dynamic factor model of a small commodity-exporting economy, using Canada as a representative case study. Combining large panel data sets of the global and do- mestic economies, sign restrictions are used to identify relevant demand and supply shocks that explain volatility in real commod- ity prices. We quantify their dynamic effects on a wide variety of Canadian macro variables. We are able to reproduce all the main stylized features at business-cycle frequencies documented in the literature on this type of economies. These include a Dutch disease effect which has proven hard to find in empirical studies.en
dc.language.isoenen
dc.relation.ispartofAmerican Economic Journal : Macroeconomicsen
dc.titleThe effects of global shocks on small commodity-exporting economies : lessons from Canadaen
dc.typeArticleen
dc.identifier.doi10.1257/mac.6.2.207
dc.identifier.volume6en
dc.identifier.startpage207en
dc.identifier.endpage237en
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dc.identifier.issue2en


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