Search Results

You are looking at 1 - 10 of 26 items :

  • Keyword: commodity prices x
  • IMF Working Papers x
Clear All Modify Search
Commodity Prices As a Leading Indicator of Inflation

Commodity Prices As a Leading Indicator of Inflation »

Source: Commodity Prices As a Leading Indicator of Inflation

Volume/Issue: 1988/87

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 October 1988

ISBN: 9781451953084

Keywords: commodity prices, inflation, inflation rate, price inflation, excess demand

Commodity prices may be a leading indicator of inflation, because of the relative importance of flexible auction markets for the determination of these prices. Empirical tests using data for the large industrial co...

Commodity Prices

Commodity Prices »

Source: Commodity Prices : Cyclical Weakness or Secular Decline?

Volume/Issue: 1994/7

Series: IMF Working Papers

Author(s): Peter Wickham , and Carmen Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1994

ISBN: 9781451842371

Keywords: commodity prices, export earnings, hedging, terms of trade, commodity agreements

Primary commodities still account for the bulk of exports in many developing countries. However, real commodity prices have been declining almost continuously since the early 1980s and there is evidence of renewed...

Commodity Price Shocks and Fiscal Outcomes

Commodity Price Shocks and Fiscal Outcomes »

Source: Commodity Price Shocks and Fiscal Outcomes

Volume/Issue: 2012/112

Series: IMF Working Papers

Author(s): Issouf Samaké , and Nicola Spatafora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503333

Keywords: Commodity Booms, export prices, commodity export, commodity exporters, exporters, import prices, Macroeconomic Aspects of International Trade and Finance: General,

The experience of developing countries over 1990-2010 indicates that commodity prices have a significant impact on fiscal outcomes. Both revenue and expenditure rise in response to commodity (import or export) pric...

World Commodity Prices as a Forecasting Tool for Retail Prices

World Commodity Prices as a Forecasting Tool for Retail Prices »

Source: World Commodity Prices as a Forecasting Tool for Retail Prices : Evidence From the United Kingdom

Volume/Issue: 1997/70

Series: IMF Working Papers

Author(s): John Thornton , and Alicia García-Herrero

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1997

ISBN: 9781451960471

Keywords: Commodity prices, inflation, monetary authorities, inflation targeting, aggregate demand

This paper investigates, using cointegration and Granger-causality techniques, whether a stable long-run co-movement exists between world commodity prices and U.K. retail prices, and whether short-run changes in co...

Booms and Slumps in World Commodity Prices

Booms and Slumps in World Commodity Prices »

Source: Booms and Slumps in World Commodity Prices

Volume/Issue: 1999/155

Series: IMF Working Papers

Author(s): C. McDermott , Paul Cashin , and Alasdair Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1999

ISBN: 9781451857290

Keywords: Commodity prices, booms and slumps, cycles, duration, amplitude., london metal exchange, oil prices, commodity markets, import price

This paper examines the duration and magnitude of commodity-price cycles. It finds that for most commodities, price slumps last longer than price booms. How far prices fall in a slump is found to be slightly larger...

Commodity Price Shocks and Financial Sector Fragility

Commodity Price Shocks and Financial Sector Fragility »

Source: Commodity Price Shocks and Financial Sector Fragility

Volume/Issue: 2016/12

Series: IMF Working Papers

Author(s): Tidiane Kinda , Montfort Mlachila , and Rasmané Ouedraogo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2016

ISBN: 9781498328722

Keywords: financial sector fragility, commodity, price, commodity price, prices, financial sector, General, Financial Markets and the Macroeconomy, Government Policy and Regulation, All Countries

This paper investigates the impact of commodity price shocks on financial sector fragility. Using a large sample of 71 commodity exporters among emerging and developing economies, it shows that negative shocks to c...

The Myth of Comoving Commodity Prices

The Myth of Comoving Commodity Prices »

Source: The Myth of Comoving Commodity Prices

Volume/Issue: 1999/169

Series: IMF Working Papers

Author(s): C. McDermott , Alasdair Scott , and Paul Cashin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

ISBN: 9781451858327

Keywords: Commodity prices, concordance, comovement, statistic, time series, correlation, statistics

There is a common perception that the prices of unrelated commodities move together. This paper re-examines this notion, using a measure of comovement of economic time series called concordance. Concordance measure...

Commodity Markets and the International Transmission of Fiscal Shocks

Commodity Markets and the International Transmission of Fiscal Shocks »

Source: 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

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...

Reconsidering the Role of Food Prices in Inflation1

Reconsidering the Role of Food Prices in Inflation1 »

Source: 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

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...

Recent Inflationary Trends in World Commodities Markets

Recent Inflationary Trends in World Commodities Markets »

Source: Recent Inflationary Trends in World Commodities Markets

Volume/Issue: 2008/130

Series: IMF Working Papers

Author(s): Noureddine Krichene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869897

Keywords: Commodities prices, common trends, variance decomposition, money supply, aggregate demand, real interest rates,

Expansionary monetary policies in key industrial countries and sharply depreciating U.S. dollar exchange rate sent commodities prices soaring at unprecedented rates during 2003-2007. Food prices rose to alarming le...