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Collection Item Restricted The role of foreign and domestic savings in the economic growth of Thailand, 1958-1966(1969-02) Charnsupharindr, Pichai; Sicat, Gerardo P.Item Restricted Wood processing industry in Mindanao(1969-03-19) Esguerra, Raymundo S.; Sicat, Gerardo P.Item Restricted Sugar consumption in the Philippines(1969-10-30) Fandialan, Angel M.; Eddie, Scott M.Item Restricted Generalized theory of extremal-consumption growth(1969-09-10) Nazarea, Apolinario D.; Sicat, Gerardo P.Item Restricted Philippine minor exports to the United States, 1961-1967(1969-08-13) Orbeta, Meynardo R.; Sicat, Gerardo P.Item Restricted Long term capital market for firms' investment financing(1969-04-08) Valenzona, Rosa Linda D.; Tan, Edita A.Item Restricted Some economic aspects of international tourism in the Philippines(1969-04-08) Templo, Cesar D.; Kintanar, Agustin Jr.Item Restricted Some economic aspects of the Philippine overseas shipping industry(1970-11) Makasiar, Gary S.; Tan, Edita A.Item Restricted Assessing cointegration and spillover effects in East and Southeast Asia using an expanded financial conditions index(2022-05-25) Rodulfo, Hannah Mariz R.; Tabud, Shannah Lily C.; Mendoza, Adrian R.This study constructs monthly financial conditions indices (FCIs) for selected developing and large Asian economies using a common factor methadology based on Hatzius et al [2010]. Financial indicators are selected based on identified monetary transmission channels in the literature. The newly constructed FCIs for Asian economies were successful in capturing major financial crises. These constructed FCIs were then used to asses regional financial integration through the VAR-based Johansen and Juselius cointegration test. Asian FCIs were found to have long-run cointegration but are more cointegrated prior to the pandemic. Given this cointegration, the Diebold and Yilmaz spillover index was used to analyze the regional transmission of shocks. All developing countries except China were net transmitters of spillovers, while the equity market was a consistent net transmitter of financial shocks.