International linkages between financial and real economy cycles

金融与实体经济周期之间的国际联系

• 批准号: LX0561266
• 负责人: Prof Heather Anderson
• 金额: $ 1.8万
• 依托单位: The Australian National University
• 依托单位国家: 澳大利亚
• 项目类别: Linkage - International
• 财政年份: 2005
• 资助国家: 澳大利亚
• 起止时间: 2005-01-01 至 2009-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LX0561266
• 关键词: International; linkages; between; financial; real

This project will develop empirical multivariate models of business cycles for different countries, and will study how they are linked via international financial markets. The significance of the project is that the models will integrate previous work done on financial-real economy links in single country settings, and it will explicitly study the effects of disequilibrium in international financial markets (such as overvaluation of foreign currency) on individual economies. The project will determine the appropriate domestic monetary policy response to such shocks, and the potential for forecasting both the advent of such shocks and their impact on individual economies.

这个项目将为不同的国家开发商业周期的经验多变量模型，并将研究它们如何通过国际金融市场联系起来。该项目的意义在于，这些模型将整合先前在单一国家环境下就金融-实体经济联系所做的工作，并将明确研究国际金融市场失衡(如高估外币)对个别经济体的影响。该项目将确定对这种冲击作出适当的国内货币政策反应，以及预测这种冲击的到来及其对个别经济体的影响的可能性。