T. M. R. L. B. Abeysinghe

Learn More
This paper develops a structural VAR model to measure how a shock to one country affects other coun-tries' GDP. It uses trade linkages to estimate the multiplier effects as a shock is transmitted through output fluctuations and introduces a new specification strategy that reduces the number of unknowns and allows crosscountry relationships to vary over(More)
We draw attention to an apparent puzzle in the aggregate consumption behaviour of Singaporeans. In stark contrast to the rest of the world, the average propensity to consume has plummeted to a record low of two-fifths of income in 2000 leaving the economy without a good built-in stabilizer. This phenomenon is a n otable departure from the stable long-run(More)
Economists often have to use temporally aggregated data in causality tests. A number of theoretical studies have pointed out that temporal aggregation has distorting effects on causal inference. This paper provides a quantitative assessment of the magnitude of the distortions created by temporal aggregation by plugging in theoretical cross covariances into(More)
This paper develops a structural VAR model to measure how a shock to one country can affect the GDP of other countries. It uses trade linkages to estimate the multiplier effects of a shock as it is transmitted through other countries' output fluctuations. The paper introduces a new specification strategy that significantly reduces the number of unknowns and(More)
___________ The first version of this paper was completed in August 1998 and went into circulation under the title " Measuring the contagious effect of the Asian crisis on total production: A structural VAR approach ". The new title reflects the content of the paper better. I would like to thank ABSTRACT This paper presents a structural VAR model that links(More)
We consider the problem of formulating and estimating dynamic regression models with variables observed at different frequencies. The strategy adopted is to define the dynamics of the model in terms of the highest available frequency, and to apply certain lag polynomials to transform the dynamics so that the model is expressed solely in terms of observed(More)
—ASIPs are designed in order to execute instructions of a particular domain of applications. The designing of ASIPs addresses the major challenges faced by a system on chip such as size, cost, performance and energy consumption. The higher the number of similar instructions within the domain to be mapped the lesser the energy consumption, the smaller the(More)
This paper develops a structural VAR model to measure how a shock to one country can affect the GDP of other countries. It uses trade linkages to estimate the multiplier effects of a shock as it is transmitted through other countries' output fluctuations. The paper introduces a new specification strategy that significantly reduces the number of unknowns and(More)
  • 1