Transmission channels of economic shocks in ASEAN
Added Title
Managing economic shocks and macroeconomic coordination in an integrated region: ASEAN beyond 2015
College
School of Economics
Document Type
Report
Publication Date
2014
Abstract
This Policy Brief is based on ERIA Discussion Paper 2013-18 titled "Managing Economic Shocks and Macroeconomic Coordination in an Integrated Region: ASEAN Beyond 2015". It examines the transmission of economic shocks both from the rest of the world into the ASEAN region and into a typical ASEAN member state (AMS). "Typical" here means representative AMSs, e.g., Singapore for a developed country, Philippines or Indonesia for ASEAN-5 economies and Viet Nam for the CLMV (Cambodia, Lao PDR, Myanmar, Viet Nam), where the latter was chosen for data availability reasons. This paper looks into the trade and financial linkages of a typical AMS and employs a specialised type of vector autoregression (VAR) model to decompose the shocks into trade shocks, financial shocks, and commodity price shocks. The Brief concludes with an analysis of the implications for macroeconomic policy coordination in the region.
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Recommended Citation
Majuca, R. P., & Pagaduan, J. (2014). Transmission channels of economic shocks in ASEAN. Retrieved from https://animorepository.dlsu.edu.ph/faculty_research/7938
Disciplines
Economics
Series Title
ERIA policy briefs ; 2014
Keywords
Southeast Asia—Economic conditions; Regional economics—Southeast Asia
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Note
Based on: Managing economic shocks and macroeconomic coordination in an integrated region: ASEAN beyond 2015