Systemic risk, aggregate demand, and commodity prices

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Borradores de Economía; No. 897

Date published

2015-07-23

Date

2015-07-23

Authors

Gómez-Pineda, Javier G.
Guillaume, Dominique
Tanyeri, Kadir

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Document language

spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

The paper presents a global model for analysis and projections. The model features a handful of elements that make it suitable for analyzing three broad sets of topics; first, systemic risk and its transmission to country risk premiums; second, the transm

Description

JEL Codes

E58 - Central Banks and Their Policies
F32 - Current Account Adjustment; Short-Term Capital Movements
F37 - International Finance Forecasting and Simulation: Models and Application
F41 - Open Economy Macroeconomics
F31 - Foreign Exchange
F47 - Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation: Models and Application

Temática

Keywords

Keywords

Systemic risk , Financial linkages , Capital flows , Global imbalances commodity prices

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6186
 https://hdl.handle.net/20.500.12134/6186
 https://ideas.repec.org/p/bdr/borrec/897.html
 https://doi.org/10.32468/be.897

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Borradores de Economía

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