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The Macroeconomic Determinants of Commodity Prices

The Macroeconomic Determinants of Commodity Prices »

Source: The Macroeconomic Determinants of Commodity Prices

Volume/Issue: 1994/9

Series: IMF Working Papers

Author(s): Eduardo Borensztein , and Carmen Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1994

ISBN: 9781451927221

Keywords: commodity prices, equation, statistics, random walk, forecasting

The “traditional structural approach” to the determination of real commodity prices has relied exclusively on demand factors as the fundamentals that explain the behavior of commodity prices. This fra...

Commodity Terms of Trade

Commodity Terms of Trade »

Source: Commodity Terms of Trade : A New Database

Volume/Issue: 2019/21

Series: IMF Working Papers

Author(s): Bertrand Gruss , and Suhaib Kebhaj

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2019

ISBN: 9781484393857

Keywords: Commodity terms of trade; terms of trade; commodity prices, Commodity terms of trade, terms of trade, commodity prices, General

This paper presents a comprehensive database of country-specific commodity price indices for 182 economies covering the period 1962-2018. For each country, the change in the international price of up to 45 individu...

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...

Commodity Price Cycles

Commodity Price Cycles »

Source: Commodity Price Cycles : The Perils of Mismanaging the Boom

Volume/Issue: 2011/283

Series: IMF Working Papers

Author(s): Sebastian Sosa , and Gustavo Adler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

ISBN: 9781463926649

Keywords: Commodity prices, terms of trade, economic policies, commodity exports, trade shocks, terms of trade shocks, Commodity Price Cycles,

Commodity-exporting countries have significantly benefited from the commodity price boom of recent years. At the current juncture, however, uncertain global economic prospects have raised questions about their vuln...

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...

International Commodity Prices and Domestic Bank Lending in Developing Countries

International Commodity Prices and Domestic Bank Lending in Developing Countries »

Source: 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

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...

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...

Commodity Currencies and Empirical Exchange Rate Puzzles

Commodity Currencies and Empirical Exchange Rate Puzzles »

Source: 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

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...

The Relative Volatility of Commodity Prices

The Relative Volatility of Commodity Prices »

Source: 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

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...