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Exchange rate and price dynamics at the zero lower bound : conference paper

Bäurle, Gregor; Kaufmann, Daniel - 2013

the price level to a temporary risk shock are permanent. Our theoretical discussion shows that adopting a credible long …

Persistent link: https://www.econbiz.de/10010340556

Global liquidity and commodity market interactions : macroeconomic effects on a commodity exporting emerging market

Souza, Rodrigo da Silva; Fry-McKibbin, Renée - In: International review of economics & finance : IREF 76 (2021), pp. 781-800

Persistent link: https://www.econbiz.de/10013175911

Policy response to commodity price fluctuations : the case of Nigeria

Abeng, Magnus O.; Hilili, Margaret J. - In: West African journal of monetary and economic integration 17 (2017) 1, pp. 19-44

commodity) with little or no attention to food price shock. In this study, however, the effect of food price shocks on some … selected macroeconomic indicators is examined, in addition to oil price shock using the structural autoregressive (SVAR) model … found to be more profound compared with food price shock. Further evidence identified the exchange rate channel as the …

Persistent link: https://www.econbiz.de/10013348340

Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy

Doojav, Gan-Ochir; Luvsannyam, Davaajargal; … - In: Journal of commodity markets 30 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014426749

Common dynamics of nonenergy commodity prices and their relation to uncertainty

Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Applied economics 46 (2014) 28/30, pp. 3724-3735

Persistent link: https://www.econbiz.de/10010419943

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

A non-linear approach to measure the dependencies between Bitcoin and other commodity markets

Goutte, Stéphane; Keddad, Benjamin - In: Recent econometric techniques for macroeconomic and …, (pp. 303-314). 2021

In this paper, we explore the relationship across cryptocurrencies and a set of commodities by using a Markov-Switching-VAR model. The parametric form of the model allows us to compute the regime-dependent impulse response functions during high and low volatility episodes and then to quantify...

Persistent link: https://www.econbiz.de/10012395551

Revisiting gold price behaviour : a structural VAR

Robinson, Zurika - In: Mineral economics : raw materials report 32 (2019) 3, pp. 365-372

Persistent link: https://www.econbiz.de/10012252422

The impact of macroeconomic uncertainty on international commodity prices : empirical analysis based on TVAR model

Tan, Xiaofen; Ma, Yongjiao - In: China finance review international 7 (2017) 2, pp. 163-184

Persistent link: https://www.econbiz.de/10011797779

The three co’s to jointly model commodity markets : co-production, co-consumption and co-trading

Schischke, Amelie; Papenfuß, Patric; Rathgeber, Andreas W. - In: Empirical economics : a quarterly journal of the … 66 (2024) 2, pp. 883-925

Persistent link: https://www.econbiz.de/10014519718