T. M. R. L. B. Abeysinghe

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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)
"Measures of Canadian fertility (total fertility rate and fifteen-year age-specific fertility rate...) and relative cohort size (population aged 30-64 years divided by population aged 15-29 years) show a close co-movement between 1940 and 1976 but record a marked departure since then. The application of cointegration techniques to these series (1921-1988)(More)
Chinese cultural patterns of birthing tend to follow a long cycle of a year or more and an annual seasonal cycle. Data on seasonality of births by month of occurrence are modeled with a Box/Jenkins seasonal model with a deterministic seasonality and a stochastic seasonality for Chinese populations in Singapore (1961-86), Malaysia (1966-85), Hong Kong(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)
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)
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)