Global liquidity and commodity prices: a cointegrated VAR approach for OECD countries
Year of publication: |
2009
|
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Authors: | Belke, Ansgar ; Bordon, Ingo G. ; Hendricks, Torben W. |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Rohstoffpreis | Preis | Marktliquidität | Kointegration | Preiselastizität | VAR-Modell | OECD-Staaten | Commodity prices | cointegration | CVAR analysis | global liquidity | inflation | international spillovers |
Series: | DIW Discussion Papers ; 898 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 601775864 [GVK] hdl:10419/29757 [Handle] RePEc:diw:diwwpp:dp898 [RePEc] |
Classification: | E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C32 - Time-Series Models ; F42 - International Policy Coordination and Transmission |
Source: |
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Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries
Belke, Ansgar, (2009)
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar, (2010)
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Monetary Policy, Global Liquidity and Commodity Price Dynamics
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Monetary policy, global liquidity and commodity price dynamics
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Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries
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Monetary Policy, Global Liquidity and Commodity Price Dynamics
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