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Global commodity cycles and linkages a FAVAR approach
Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - 2010
In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...
Persistent link: https://www.econbiz.de/10003972625
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Global commodity cycles and linkages : a FAVAR approach
Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - In: Empirical economics : a journal of the Institute for … 43 (2012) 2, pp. 651-670
Persistent link: https://www.econbiz.de/10009630320
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Global Commodity Cycles and Linkages : A FAVAR Approach
Lombardi, Marco J. - 2010
In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...
Persistent link: https://www.econbiz.de/10013146204
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China’s imported inflation and global commodity prices
Tang, Ke; Wang, Changyun; Wang, Shiyi - In: Emerging markets finance & trade : a journal of the … 50 (2014) 3, pp. 162-177
Persistent link: https://www.econbiz.de/10010465256
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Global shocks and emerging economies: disentangling the commodity roller coaster
Ferreira, Mauro Sayar; Valério, André Cordeiro - 2020
Persistent link: https://www.econbiz.de/10012385308
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Global shocks in emerging economies : an empirical investigation
Ferreira, Mauro Sayar; Valério, André Cordeiro - In: Revista brasileira de economia : RBE ; publicação de … 76 (2023) 3, pp. 315-348
Persistent link: https://www.econbiz.de/10014279740
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Output effects of global food commodity shocks
Erten, Bilge; Tuzcuoglu, Kerem - In: Journal of globalization and development 9 (2018) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012003154
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Influence of world commodity prices on the dynamics of income of exporting countries of natural resources under globalization
Nikonenko, Uliana; Hanushchyn, Solomiia; Boikivska, Galyna - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 21 (2020) 1, pp. 440-451
commodity-oriented countries. Therefore, the study of the impact of world commodity prices on the dynamics of economic growth of … tools is an urgent task. The purpose of the study is the impact of volatility and the level of world commodity prices on … simultaneous accounting of the level of world commodity prices and their volatility, allows us to empirically evaluate the …
Persistent link: https://www.econbiz.de/10012501873
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Global commodity prices and global stock volatility shocks : effects across countries
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2017
Persistent link: https://www.econbiz.de/10011747776
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Energy price dynamics in the face of uncertainty shocks and the role of exchange rate regimes : a global cross-country analysis
Afonso, António; Alves, José; Jalles, João Tovar; … - 2024
This study examines the effects of geopolitical risk and global uncertainty on energy prices, conditioned by different exchange rate regimes, for 185 economies over the period 1980-2023. The central question is how uncertainty impacts energy prices and whether exchange rate flexibility mediates...
Persistent link: https://www.econbiz.de/10015074620