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Granger Predictability of Oil Prices After the Great Recession+

Granger Predictability of Oil Prices After the Great Recession+ »

Source: Granger Predictability of Oil Prices After the Great Recession

Volume/Issue: 2019/237

Series: IMF Working Papers

Author(s): Szilard Benk , and Max Gillman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2019

ISBN: 9781513518626

Keywords: Supply and demand, Oil prices, Real interest rates, Energy prices, Gold prices, Oil Price Shocks, Granger Predictability, Monetary Base, M1 Divisia, Swaps

Real oil prices surged from 2009 through 2014, comparable to the 1970's oil shock period. Standard explanations based on monopoly markup fall short since inflation remained low after 2009. This paper contributes st...

Granger Predictability of Oil Prices After the Great Recession

Granger Predictability of Oil Prices After the Great Recession »

Volume/Issue: 2019/237

Series: IMF Working Papers

Author(s): Szilard Benk , and Max Gillman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2019

DOI: http://dx.doi.org/10.5089/9781513518626.001

ISBN: 9781513518626

Keywords: Supply and demand, Oil prices, Real interest rates, Energy prices, Gold prices, Oil Price Shocks, Granger Predictability, Monetary Base, M1 Divisia, Swaps

Real oil prices surged from 2009 through 2014, comparable to the 1970's oil shock period. Standard explanations based on monopoly markup fall short since inflation remained low after 2009. This paper contributes st...

Review of the Method of Valuation of the SDR - Amendment to Rule O-1

Review of the Method of Valuation of the SDR - Amendment to Rule O-1 »

Volume/Issue: 2016/057

Series: Policy Papers

Author(s): International Monetary Fund. Finance Dept.;International Monetary Fund. Legal Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2016

DOI: http://dx.doi.org/10.5089/9781498345224.007

ISBN: 9781498345224

Keywords: Amendments to Rules and Regulations, Basket of currencies, China, Currency selection, Executive Board decisions, Foreign exchange transactions, Representative exchange rates, Rule T-1(c), SDR interest rate basket, SDR valuation basket

This paper seeks Executive Board approval of an amendment to Rule O-1, which specifies the currency amounts in the SDR valuation basket....

Review of the Method of Valuation of the SDR - Amendment to Rule O-1

Review of the Method of Valuation of the SDR - Amendment to Rule O-1 »

Source: Review of the Method of Valuation of the SDR - Amendment to Rule O-1

Volume/Issue: 2016/057

Series: Policy Papers

Author(s): International Monetary Fund. Finance Dept.;International Monetary Fund. Legal Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2016

ISBN: 9781498345224

Keywords: Amendments to Rules and Regulations, Basket of currencies, China, Currency selection, Executive Board decisions, Foreign exchange transactions, Representative exchange rates, Rule T-1(c), SDR interest rate basket, SDR valuation basket

This paper seeks Executive Board approval of an amendment to Rule O-1, which specifies the currency amounts in the SDR valuation basket....

Fair Weather or Foul? The Macroeconomic Effects of El Niño*

Fair Weather or Foul? The Macroeconomic Effects of El Niño* »

Source: Fair Weather or Foul? The Macroeconomic Effects of El Niño

Volume/Issue: 2015/89

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 April 2015

ISBN: 9781475535495

Keywords: El Ni&;amp;#x00F1;o weather shocks, oil and non-fuel commodity prices, global macroeconometric modeling, international business cycle, prices, inflation, variables, gdp, trade, Time-Series Models

This paper employs a dynamic multi-country framework to analyze the international macroeconomic transmission of El Niño weather shocks. This framework comprises 21 country/region-specific models, estimated over the...

Fair Weather or Foul? The Macroeconomic Effects of El Niño

Fair Weather or Foul? The Macroeconomic Effects of El Niño »

Volume/Issue: 2015/89

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 April 2015

DOI: http://dx.doi.org/10.5089/9781475535495.001

ISBN: 9781475535495

Keywords: El Ni&;amp;#x00F1;o weather shocks, oil and non-fuel commodity prices, global macroeconometric modeling, international business cycle, prices, inflation, variables, gdp, trade, Time-Series Models

This paper employs a dynamic multi-country framework to analyze the international macroeconomic transmission of El Niño weather shocks. This framework comprises 21 country/region-specific models, estimated over the...

IMF Executive Board Modifies SDR Interest Rate Basket

IMF Executive Board Modifies SDR Interest Rate Basket »

Source: The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C)

Volume/Issue: 2014/088

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2014

ISBN: 9781498342476

Keywords: Amendments to Rules and Regulations, Euro, European Central Bank, Executive Board decisions, Rule T-1(c), SDR interest rate basket, SDR interest rates, Interest rates, Market interest rates, Financial instruments

The three-month Eurepo interest rate, the euro component of the SDR interest rate basket, will be discontinued as of the end of 2014. The three-month Eurepo rate, administered by the European Money Market Institute...

The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C)

The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C) »

Volume/Issue: 2014/088

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2014

DOI: http://dx.doi.org/10.5089/9781498342476.007

ISBN: 9781498342476

Keywords: Amendments to Rules and Regulations, Euro, European Central Bank, Executive Board decisions, Rule T-1(c), SDR interest rate basket, SDR interest rates, Interest rates, Market interest rates, Financial instruments

The three-month Eurepo interest rate, the euro component of the SDR interest rate basket, will be discontinued as of the end of 2014. The three-month Eurepo rate, administered by the European Money Market Institute...

The SDR Interest Rate Basket—Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C)

The SDR Interest Rate Basket—Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C) »

Source: The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C)

Volume/Issue: 2014/088

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2014

ISBN: 9781498342476

Keywords: Amendments to Rules and Regulations, Euro, European Central Bank, Executive Board decisions, Rule T-1(c), SDR interest rate basket, SDR interest rates, Interest rates, Market interest rates, Financial instruments

The three-month Eurepo interest rate, the euro component of the SDR interest rate basket, will be discontinued as of the end of 2014. The three-month Eurepo rate, administered by the European Money Market Institute...

IMF Executive Board Modifies Rule for Setting SDR Interest Rate

IMF Executive Board Modifies Rule for Setting SDR Interest Rate »

Source: Recent Fall in the SDR Interest Rate--Implications and Proposed Amendments to Rule T-1

Volume/Issue: 2014/075

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 October 2014

ISBN: 9781498342667

Keywords: Amendments to Rules and Regulations, Executive Board decisions, Interest rate reductions, Lapse of time approval, Rule T-1, SDR interest rates, Interest rates, Special Drawing Rights, SDR holdings, Reserve tranche positions

The SDR interest rate is at historic lows. Under the current Rule T-1, the SDR interest rate is calculated as the weighted average of interest rate instruments in the SDR basket, and stood at just 3 basis points fo...