International Economics最新文献

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Gauging the level of dynamic between climate policy and foreign aid in Vietnam

International Economics

Pub Date : 2025-02-28 DOI: 10.1016/j.inteco.2025.100589

Le Thanh Ha

Increasing foreign aid is a key strategy to assist developing nations in implementing financial policies to address the climate problem. Well-constructed aid programs can encourage the adoption of climate policies, but prospective advantages are not always realized, especially in the case of developing countries. Therefore, it is critical to conduct a more comprehensive study on the impact of climate aid on recipient countries' climate policy. We use a model-free connectedness approach to investigate interlinkages between climate policy and foreign aid, with a consideration of other variables like GDP and CO₂ emissions in Vietnam from 2000 to 2021. Our results highlight a two-way relationship between foreign aid and climate policy. The net total connectedness shows that climate policy is a main net recipient of shock waves, with the exception of the 2008–2010 and 2020–2021 periods. Foreign aid was the main net receiver of spillover shocks from 2010 to 2019. The direction of the net pairwise connectivity shows that the domination of foreign aid with climate policy peaked in 2018. The development process of climate policy in Vietnam faces many difficulties when foreign aid decreases. This paper's findings help policymakers and governments set up the framework for promoting the use of foreign aid to enhance the efficiency of climate policy to mitigate environmental degradation in Vietnam.

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引用次数: 0

The impact of the U.S. Covid-19 response on remittance flows to emerging markets and developing economies

International Economics

Pub Date : 2025-02-21 DOI: 10.1016/j.inteco.2025.100580

Cynthia Bansak , Helena Glebocki , Nicole B. Simpson

Nearly 25 percent of total worldwide remittances each year originate in the United States. During the Covid-19 pandemic, worldwide remittances fell precipitously in the first half of 2020, and then recovered in the second half. Thus, there has been a tremendous amount of resiliency in aggregate remittance flows since the onset of the pandemic, though country-specific experiences have varied. In this paper, we study the response of remittance flows to U.S.-specific shocks during the pandemic, such as changes in U.S. deaths, U.S. unemployment in migrant-intensive industries, U.S. unemployment insurance and personal current transfer receipts. Using both panel vector autoregressive (panel VAR) and global vector autoregressive (global VAR) models, along with monthly data from 2018 to 2021, we find that remittance flows into emerging markets decline sharply in response to U.S. unemployment shocks across industries and to shocks in U.S. deaths. However, flows recover quickly after one to two months. Due to the large immigrant presence and proximity to the United States, the most sizable remittance response is detected in Latin America. The response to U.S. fiscal stimulus is net positive. Combining both models provides insights on the direct effect of U.S. shocks on remittance flows with the panel VAR, as well as the impact within the context of a global system of countries and global factors that may adversely affect all countries in the system with the global VAR, as seen during Covid-19. We contribute to the literature by studying the macroeconomic impact of the U.S. reaction to the pandemic for countries that are large recipients of remittances originating from the United States.

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引用次数: 0

Measuring the contemporal and lead connectedness level between investor sentiment and exchange rate dynamics in Vietnam: Novel findings from TVP-VAR-SV technique

International Economics

Pub Date : 2025-02-01 DOI: 10.1016/j.inteco.2025.100578

Le Thanh Ha

The literature has underscored the significance of investor sentiment in understanding excess stock returns and volatility. However, scholars have paid less attention to measuring investor sentiment related to stock markets and analyzing its impacts on the macroeconomy in Vietnam. Our article employs a time-varying parameter structural vector autoregression (TVP-VAR) with stochastic volatility (TVP-VAR-SV) to examine the connectedness of three key variables from January 1, 2017, to November 25, 2023, and to analyze the relationship between investor sentiment and the exchange rate. Following a positive shock in investment sentiment, the exchange rates of USD/VND and GBP/VND exhibited similar responses, showing a negative movement in the 1-period ahead before turning positive in the 3-period ahead. Conversely, EUR/VND and JPY/VND displayed positive movements both in the 1-period and 3-period ahead in response to the shock. Meanwhile, CNY/VND, reacted negatively overall to a positive shock in investment sentiment was negative. Our results have important policy implications for both investors and policymakers. The study also highlights how spillover effects among various indicators and their interconnections can be leveraged to stabilize financial and macroeconomic markets.

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引用次数: 0

An investigation of monetary autonomy under corner solution and middle ground: A panel data analysis

International Economics

Pub Date : 2025-02-01 DOI: 10.1016/j.inteco.2025.100579

Fang Dong , William Marquis

The objective of this study is to examine the existence of monetary autonomy within the framework of the macroeconomic trilemma hypothesis. We estimate panel data models with fixed effects, random effects, and fixed effects with cross-sectional dependence to assess monetary autonomy in 36 countries from January 1991 to December 2023. The dependent variable captures changes in policy interest rates in these peripheral countries, while the independent variables include changes in the U.S. policy interest rate, nominal exchange rate regimes (flexible vs fixed or float, soft peg, and peg), capital mobility regimes (capital controls vs free capital mobility or closed, mid-open, and open), foreign exchange reserves relative to nominal GDP, and indicators for currency/financial crises and Covid-19, among others. Using monthly data from various sources, we find no evidence of monetary autonomy under a fixed exchange rate with free capital mobility in both the “corner solution” and “middle ground” models, aligning with the macroeconomic trilemma hypothesis. However, we do find evidence of monetary autonomy in the middle ground case (soft peg with mid-open capital market) and that further evidence that foreign exchange reserves can mitigate the trilemma hypothesis.

本研究的目的是在宏观经济三难假说的框架内考察货币自主权的存在。我们估计了固定效应、随机效应和具有横截面依赖性的固定效应的面板数据模型，以评估 36 个国家从 1991 年 1 月到 2023 年 12 月的货币自主性。因变量捕捉了这些外围国家政策利率的变化，而自变量包括美国政策利率的变化、名义汇率制度（灵活与固定或浮动、软盯住和盯住）、资本流动制度（资本管制与资本自由流动或封闭、中开放和开放）、外汇储备相对于名义 GDP，以及货币/金融危机和 Covid-19 等指标。利用各种来源的月度数据，我们发现在 "角落解决方案 "和 "中间地带 "模型中，都没有证据表明在资本自由流动的固定汇率下存在货币自主性，这与宏观经济三难假说一致。然而，我们确实发现了在 "中间地带 "模型（资本市场开放程度居中的 "软盯住 "模型）下货币自主性的证据，这进一步证明了外汇储备可以缓解三难假说。

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引用次数: 0

Fuel price surges and rising inflation expectations in the Euro Area

International Economics

Pub Date : 2024-12-24 DOI: 10.1016/j.inteco.2024.100576

Hugo Morão

This paper investigates the dynamic relationship between fuel price fluctuations and inflation expectations in the Euro Area from 2005 to 2022, employing a Structural Vector Autoregression (SVAR) model to analyze the impact of these price changes on key macroeconomic variables. Focusing on the context of the Russian invasion of Ukraine, this research reveals that fuel price variations significantly influence both short-term and long-term inflation expectations, with the most pronounced effects observed during the initial month of the conflict. However, after March 2022, the impact of fuel price fluctuations on durable and non-durable goods prices diminishes in intensity. These fuel price changes cease to be the primary driver of inflation in the subsequent months, suggesting other factors gain prominence in influencing price levels across the Euro Area. The findings demonstrate that fuel price changes also have economic implications for Eurosystem financial dynamics.

引用次数: 0

Central bank digital currency and cryptocurrency in emerging markets

International Economics

Pub Date : 2024-12-21 DOI: 10.1016/j.inteco.2024.100577

Anh H. Le

In this paper, I introduce a New Keynesian - Dynamic Stochastic General Equilibrium (NK-DSGE) model to examine the implications of CBDCs and cryptocurrency in an open economy for emerging markets. In our model, cryptocurrency is implemented as a form of deposit in banks where bankers can also receive deposits from abroad. Lastly, CBDCs are introduced as a payment and saving instrument. I find that cryptocurrency has a crucial role in banking sectors and a significant effect on the dynamic of foreign debt which is highly important for emerging markets. Moreover, I uncover that CBDCs can generate welfare gains but the gain varies with their designs.

引用次数: 0

Trade-in-task and regional income inequalities

International Economics

Pub Date : 2024-12-12 DOI: 10.1016/j.inteco.2024.100575

Roberta Capello, Damares Lopes Afonso, Giovanni Perucca

Adjustment mechanisms that restore equilibrium in international trade do not work at subnational level. For this reason, regions do not compete on the basis of comparative advantages. In this paper such a conceptual perspective is inserted in the Grossman and Rossi-Hansberg model (2008) to highlight the heterogeneous income distribution of the effects of trade-in-task among regions within a country. Conceptually extended also to receiving countries, the theoretical model is empirically verified for both offshoring and receiving European economies. Our results show that in offshoring countries increasing trade-in-task triggers intra-country regional income inequalities, thus promoting regional income divergence. Such result suggests the importance of redistributive regional policies. The opposite holds for receiving countries, where further trade integration is likely to boost processes of intra-country regional income convergence, suggesting that no normative actions mitigating inequality increases are required.

引用次数: 0

What role for aid for trade in (deep) PTA relations? Empirical evidence from gravity model estimations

International Economics

Pub Date : 2024-12-05 DOI: 10.1016/j.inteco.2024.100574

Frederik Stender, Tim Vogel

While preferential trade agreements (PTAs) cover an increasing range of policy areas, little is known about the implications of this new emphasis on interactions with other trade-related policies. We approach this gap by examining the effectiveness of bilateral aid for trade (AfT) in promoting exports for recipient countries within deep North–South PTA relations. Using a structural gravity model for bilateral panel data of 29 OECD DAC countries and 144 developing countries from 2002 to 2015, we find that the marginal effect of AfT decreases as PTA policy areas expand. Further investigation of the underlying mechanisms suggests that the observed trade-off between PTA depth and AfT effectiveness may be due to compliance with the non-tariff provisions contained in deep PTAs. We find two lines of reasoning plausible. First, compliance efforts appear to consume large fractions of AfT, reducing its availability for potentially more effective projects. Second, since we also observe heterogeneity in interactions across donors, AfT provided by high-income PTA partners could well be used to redirect exports to third countries with comparatively fewer bilateral obligations. Provided that a core focus of AfT remains on strengthening international trade relations, including between donors and recipients, donor countries should therefore carefully weigh compliance costs to developing countries against the non-trade benefits of common deep PTAs, and accurately identify financial and technical assistance needs with their PTA partners.

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引用次数: 0

Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets

International Economics

Pub Date : 2024-12-04 DOI: 10.1016/j.inteco.2024.100570

Walid Mensi , Remzi Gök , Eray Gemici , Sang Hoon Kang

We apply the qunatile vector autoregression (QVAR) connectedness and frequency causality methods to investigate tail risk contagion, quantile dependency, and causality linkages among the spot prices of equity, precious metals, and energy commodity markets between 2002 and 2024. Our findings indicate that the average amount of unexpected losses for stock markets is lower than that for other markets. Furthermore, our analysis of tail risk spillovers shows that downside risks are primarily driven by the contributions of others, with the most significant impact occurring when the tail risk is at its lowest. The total downside risks associated with connectedness are greater for lower quantiles and stock markets typically serve as the primary transmitters of shocks across all quantiles. During financial crises, heterogeneous and event-dependent risk spillovers strengthen, but not during pandemics or geopolitical incidents.

引用次数: 0

Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone

International Economics

Pub Date : 2024-11-30 DOI: 10.1016/j.inteco.2024.100573

Nikolaos Giannellis, Maria-Anna Tzanaki

This paper investigates the macroeconomic effects of an unexpected financial stress shock in the United States and the Eurozone, focusing mainly on the effect on unemployment and the response of monetary policy. First, we estimate Impulse Response Functions (IRFs) based on a Structural Vector Autoregression (SVAR) model with short-run restrictions according to economic theory. Next, we perform panel data analysis shedding light on the factors that affect unemployment in the two regions. Our findings indicate a significant impact of financial stress shocks on the macroeconomic environment, but with different policy responses from the Federal Reserve (Fed) and the European Central Bank (ECB). The impact of higher financial stress on economic activity and employment is negative in both regions, but the duration of the impact on unemployment is shorter in the US, suggesting a quicker recovery in the US labor market compared to the Eurozone. The faster recovery of the US labor market is primarily due to the superior institutional and regulatory performance in the US. These findings provide policymakers with valuable lessons about the importance of continuous monitoring and quick action to mitigate the negative effects of financial instability on economic activity.

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引用次数: 0

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