Sharing a ride on the commodities roller coaster : common factors in business cycles of emerging economies

Borradores de Economia
Número: 
915
Publicado: 
Clasificación JEL: 
E32, F41, F44
Palabras clave: 
emerging economies, business cycles, Commodity Prices, Common Factors

Lo más reciente

Sandra Isabel Salamanca-Gil, Enrique Montes-Uribe, Juan Sebastián Silva-Rodríguez
Jhorland Ayala-García, Yesica Tatiana Lara-Silva, Alejandro Alberto Vargas-Villamil, Lina Romero-Chaparro
Jesús Alonso Botero-García, Ligia Alba Melo-Becerra, Cristian Castrillón Gaviria, Daniela Gallo

Fluctuations in commodity prices are an important driver of business cycles in small emerging market economies (EMEs). We document how these fluctuations correlate strongly with the business cycle in EMEs. We then embed a commodity sector into a multi-co