The informational role of commodity prices in formulating monetary policy : a reexamination under the frequency domain
Year of publication: |
2015
|
---|---|
Authors: | Wei, Yanfeng |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 49.2015, 2, p. 537-549
|
Subject: | Commodity prices | Predictive power | Frequency domain causality | Rohstoffpreis | Commodity price | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis |
-
Do spot food commodity and oil prices predict futures prices?
Cartwright, Phillip A., (2019)
-
Gupta, Rangan, (2015)
-
The impact of speculation on commodity prices : a Meta-Granger analysis
Wimmer, Thomas, (2021)
- More ...
-
Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi, (2014)
-
An empirical analysis of the relationship between oil prices and the Chinese macro-economy
Yanfeng, Wei, (2016)
-
Oil price shocks, economic policy uncertainty and China's trade : a quantitative structural analysis
Yanfeng, Wei, (2019)
- More ...