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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...

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...

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...

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...