Browsing by Author "Ibarra, Raúl"

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How far do shocks move across borders? examining volatility transmission in major agricultural futures markets

Hernández, Manuel A.; Ibarra, Raúl; Trupkin, Danilo (Universidad de Montevideo, Facultad de Ciencias Empresariales y Economía, Departamento de Economía, 2011)

This paper examines the level of interdependence and volatility transmission in global agricultural futures markets. We follow a multivariate GARCH approach to explore the dynamics and cross-dynamics of volatility across ...
The relationship between inflation and growth: a panel smooth transition regression approach for developed and developing countries

Ibarra, Raúl; Trupkin, Danilo (Universidad de Montevideo, Facultad de Ciencias Empresariales y Economía, Departamento de Economía, 2011)

This paper studies the existence for a set of countries of an inflation threshold above which its effect on economic growth is negative, considering the speed of transition from one inflation regime to the other. Using a ...