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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...

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...

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...

El Nino and World Primary Commodity Prices

El Nino and World Primary Commodity Prices »

Source: El Nino and World Primary Commodity Prices : Warm Water or Hot Air?

Volume/Issue: 2000/203

Series: IMF Working Papers

Author(s): Allan Brunner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451874440

Keywords: ENSO, El Ni&;amp;#x00F1;o, primary commodity prices, inflation rate, aggregate demand, price inflation

This paper examines the historical effects of the El Niño-Southern Oscillation (ENSO) cycle on world prices and economic activity. The analysis indicates that ENSO has economically-important and statisticall...

Reviving the Competitive Storage Model

Reviving the Competitive Storage Model »

Source: Reviving the Competitive Storage Model : A Holistic Approach to Food Commodity Prices

Volume/Issue: 2011/64

Series: IMF Working Papers

Author(s): Norbert Funke , Weifeng Wu , and Yanliang Miao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

ISBN: 9781455228065

Keywords: Food commodity prices, Competitive storage model, Rational expectation equilibrium, real interest rate, price elasticity, kurtosis, skewness, real interest rates, Computational Techniques,

We revive in this paper the empirical relevance of the competitive storage model by taking a holistic approach to food commodity prices. We augment the seminal Deaton and Laroque (1992, 1996) model by incorporating...

Commodity Prices As a Leading Indicator of Inflation

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

DOI: http://dx.doi.org/10.5089/9781451953084.001

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...

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

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

DOI: http://dx.doi.org/10.5089/9781451960471.001

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...

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...

Recent Inflationary Trends in World Commodities Markets

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

DOI: http://dx.doi.org/10.5089/9781451869897.001

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...