Global conditions and asymmetric effects of commodity price shocks in emerging economies

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dc.contributor.advisorVicondoa Ramos, Alejandro Martín
dc.contributor.advisorKohn, David
dc.contributor.authorHerrera Manríquez, Vicente
dc.contributor.otherPontificia Universidad Católica de Chile. Instituto de Economía
dc.date.accessioned2022-03-04T12:43:07Z
dc.date.available2022-03-04T09:43:00Z
dc.date.issued2021
dc.date.updated2022-01-28T14:27:30Z
dc.descriptionTesis (Magíster en Economía)--Pontificia Universidad Católica de Chile, 2021
dc.description.abstractEmerging market economies, especially those considered commodity-exporters, are significantly influenced by shocks to commodity prices. While small open economy models have emphasized the link between commodity prices and financial conditions, none of the previous works has analyzed the potential non-linear effects induced by commodity price shocks. Using a non-linear panel fixed-effects local projections model, I show that emerging economies’ business cycles exhibit a sign-dependent asymmetry in response to commodity terms of trade shocks. Both global financial conditions and the state of the global economy are important to explain this asymmetric behavior.
dc.description.version2022-01-30
dc.format.extent62 páginas
dc.fuente.origenAutoarchivo
dc.identifier.doi10.7764/tesisUC/ECO/63295
dc.identifier.urihttps://doi.org/10.7764/tesisUC/ECO/63295
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/63295
dc.information.autorucInstituto de Economía ; Vicondoa Ramos, Alejandro Martín ; 0000-0001-9088-3588 ; 1058805
dc.information.autorucInstituto de Economía ; Kohn, David ; 0000-0003-1480-7035 ; 1044733
dc.information.autorucInstituto de Economía ; Herrera Manríquez, Vicente ; 0000-0002-2575-156X ; 1026388
dc.language.isoen
dc.nota.accesoContenido completo
dc.rightsacceso abierto
dc.subject.otherProductos básicos - Precios - Modelos econométricoses_ES
dc.subject.otherProductos Básicos - Comercializaciónes_ES
dc.subject.otherMercado de Productos Básicoses_ES
dc.titleGlobal conditions and asymmetric effects of commodity price shocks in emerging economieses_ES
dc.typetesis de maestría
sipa.codpersvinculados1058805
sipa.codpersvinculados1044733
sipa.codpersvinculados1026388
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3.13 Tesis magíster