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Commodity Markets and the International Transmission of Fiscal Shocks

Commodity Markets and the International Transmission of Fiscal Shocks »

Volume/Issue: 1988/104

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 1988

DOI: http://dx.doi.org/10.5089/9781451947724.001

ISBN: 9781451947724

Keywords: exchange rate, terms of trade, real exchange rate, commodity exporters, commodity prices

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Commodity Currencies and Empirical Exchange Rate Puzzles

Commodity Currencies and Empirical Exchange Rate Puzzles »

Volume/Issue: 2002/27

Series: IMF Working Papers

Author(s): Kenneth Rogoff , and Yu-chin Chen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

DOI: http://dx.doi.org/10.5089/9781451844535.001

ISBN: 9781451844535

Keywords: Exchange rate, commodity price stocks, real exchange rate, commodity prices, exchange rates, real exchange rates, Open Economy Macroeconomics,

This paper re-examines empirical exchange rate puzzles by focusing on three OECD economies (Australia, Canada, and New Zealand) where primary commodities constitute a significant share of their exports. For Austral...

Global Financial Transmission into Sub-Saharan Africa - A Global Vector Autoregression Analysis

Global Financial Transmission into Sub-Saharan Africa - A Global Vector Autoregression Analysis »

Volume/Issue: 2014/241

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , Mehdi Hosseinkouchack , and Alexis Meyer-Cirkel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 2014

DOI: http://dx.doi.org/10.5089/9781498305051.001

ISBN: 9781498305051

Keywords: GVAR, Financial Transmission, prices, output, commodity, equity, commodity prices, Models with Panel Data, Forecasting and Simulation, Forecasting and Simulation,

Sub-Saharan African countries are exposed to spillovers from global financial variables, but the impact on economic activity is more significant in more financially developed economies. Generalized impulse response...

International Commodity Prices and Domestic Bank Lending in Developing Countries

International Commodity Prices and Domestic Bank Lending in Developing Countries »

Volume/Issue: 2017/279

Series: IMF Working Papers

Author(s): Isha Agrawal , Rupa Duttagupta , and Andrea Presbitero

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 December 2017

DOI: http://dx.doi.org/10.5089/9781484333044.001

ISBN: 9781484333044

Keywords: Commodity prices, Developing countries, Bank lending; Commodity prices; Macro-financial linkages; Developing countries, Bank lending, Macro-financial linkages, General, International Lending and Debt Problems, Global Commodity Crises

We study the role of the bank-lending channel in propagating fluctuations in commodity prices to credit aggregates and economic activity in developing countries. We use data on more than 1,600 banks from 78 develop...

The Relative Volatility of Commodity Prices
			: A Reappraisal

The Relative Volatility of Commodity Prices : A Reappraisal »

Volume/Issue: 2011/279

Series: IMF Working Papers

Author(s): Rabah Arezki , Daniel Lederman , and Hongyan Zhao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

DOI: http://dx.doi.org/10.5089/9781463925963.001

ISBN: 9781463925963

Keywords: International Commodity Prices, Volatility, Manufactured Product Prices., commodity prices, foreign trade, standard deviations, international trade, standard deviation, Country and Industry Studies of Trade, Manufactured Product Prices,

This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in international trade data from the United States over the period 2002 to 2011. The conventional wis...

What Explains the Rise in Food Price Volatility?

What Explains the Rise in Food Price Volatility? »

Volume/Issue: 2010/129

Series: IMF Working Papers

Author(s): Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

DOI: http://dx.doi.org/10.5089/9781455201129.001

ISBN: 9781455201129

Keywords: Volatility, Agricultural Economics, food price, commodity prices, palm oil, futures markets, open interest, General Financial Markets,

The macroeconomic effects of large food price swings can be broad and far-reaching, including the balance of payments of importers and exporters, budgets, inflation, and poverty. For market participants and policym...

Unconventional Monetary Policy and Asset Price Risk

Unconventional Monetary Policy and Asset Price Risk »

Volume/Issue: 2013/190

Series: IMF Working Papers

Author(s): Shaun Roache , and Marina Rousset

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 August 2013

DOI: http://dx.doi.org/10.5089/9781484383230.001

ISBN: 9781484383230

Keywords: Futures Pricing, Event Studies, futures contract, futures price, futures prices, risk-free interest rate, commodity futures contract,

We examine the effects of unconventional monetary policy (UMP) events in the United States on asset price risk using risk-neutral density functions estimated from options prices. Based on an event study including a...

Reconsidering the Role of Food Prices in Inflation

Reconsidering the Role of Food Prices in Inflation »

Volume/Issue: 2011/71

Series: IMF Working Papers

Author(s): James Walsh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455227082.001

ISBN: 9781455227082

Keywords: core inflation, commodity prices food prices, persistence, price inflation, measure of inflation, central bank, Fiscal and Monetary Policy in Development,

Food prices are generally excluded from measures of inflation most closely watched by policymakers due either to their transitory nature or their higher volatility. However, in lower income countries, food price in...

Sharing a Ride on the Commodities Roller Coaster
			: Common Factors in Business Cycles of Emerging Economies

Sharing a Ride on the Commodities Roller Coaster : Common Factors in Business Cycles of Emerging Economies »

Volume/Issue: 2015/280

Series: IMF Working Papers

Author(s): Andres Fernandez , Andres Gonzalez , and Diego Rodriguez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 2015

DOI: http://dx.doi.org/10.5089/9781513587677.001

ISBN: 9781513587677

Keywords: Emerging economies, common factors, Bayesian estimation, dynamic stochastic equilibrium models, commodity, prices, price, commodity price, Open Economy Macroeconomics, International Business Cycles

Fluctuations in commodity prices are an important driver of business cycles in small emerging market economies (EMEs). We document how these fluctuations correlate strongly with the business cycle in EMEs. We then...

Understanding Export Diversification: Key Drivers and Policy Implications

Understanding Export Diversification: Key Drivers and Policy Implications »

Volume/Issue: 2019/105

Series: IMF Working Papers

Author(s): Rahul Giri , Saad Quayyum , and Rujun Yin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 May 2019

DOI: http://dx.doi.org/10.5089/9781498313087.001

ISBN: 9781498313087

Keywords: Commodity markets, Commodity price fluctuations, Comparative advantage, Natural resources, International trade agreements, Diversification, Education, Trade, Natural Resource Rent, Commodity Exporter

We identify key factors, from large set of potential determinants, that explain the variation in export diversification across countries and over time using Bayesian Model Averaging (BMA), which addresses model unc...