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Changes in Economic and Financial Synchronisation: A Global Factor Analysis

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Organisation for Economic Co-operation and Development2026-04-11 收录
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https://www.oecd.org/en/publications/changes-in-economic-and-financial-synchronisation_ba7c5c04-en.html
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We estimate dynamic factor models for two sub-samples between 1995 and 2017 for up to 42 advanced and emerging-market economies to investigate changes in the contribution of global and regional factors to fluctuations in real GDP per capita growth, inflation, 10-year government bond yields and equity prices. The combined average contribution of...
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