Business cycle causation relations for Mercosur countries

Francesco Grigoli ()

LIUC Papers in Economics from Cattaneo University (LIUC)

Abstract: This paper aims at investigating business cycle interdependences among Mercosur countries over the period 1991-2006. In particular, it analyses the causation relationships among the aforementioned countries’ business cycles, and the impact of the EU and US shocks on them. The estimated VAR model points out that some causation relations are present among the former, and that, conversely, the latter do not play a relevant role in determining the fluctuations of their economies.

Pages: 19 pages
Date: 2009-04
New Economics Papers: this item is included in nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:liu:liucec:226

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