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How Persistent Are Shocks to World Commodity Prices?

How Persistent Are Shocks to World Commodity Prices? »

Source: How Persistent Are Shocks to World Commodity Prices?

Volume/Issue: 1999/80

Series: IMF Working Papers

Author(s): Hong Liang , C. McDermott , and Paul Cashin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1999

ISBN: 9781451850284

Keywords: Commodity prices, median-unbiased estimation, shock persistence, price stabilization, time series, export earnings, confidence interval, confidence intervals

This paper examines the persistence of shocks to world commodity prices, using monthly IMF data on primary commodities between 1957–98. We find that shocks to commodity prices are typically long–lasti...

Terms of Trade Shocks in Africa

Terms of Trade Shocks in Africa »

Source: Terms of Trade Shocks in Africa : Are they Short-Lived or Long-Lived?

Volume/Issue: 2000/72

Series: IMF Working Papers

Author(s): Paul Cashin , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451849332

Keywords: Shock Persistence, trade shocks, terms of trade shocks, confidence interval, time series

This paper examines the persistence of shocks to the terms of trade, using annual data on 42 Sub-Saharan African countries between 1960-96. We find that the persistence of terms of trade shocks varies widely&#x2014...

Real Exchange Rate Misalignment

Real Exchange Rate Misalignment »

Source: Real Exchange Rate Misalignment : A Panel Co-Integration and Common Factor Analysis

Volume/Issue: 2005/164

Series: IMF Working Papers

Author(s): Etienne Yehoue , and Gilles Dufrénot

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

ISBN: 9781451861839

Keywords: panel co-integration, common factor, exchange rate, real exchange rate, confidence interval, exchange rates, effective exchange rate, International Economics: General, Simulation Methods,

We combine some newly developed panel co-integration techniques and common factor analysis to analyze the behavior of the real exchange rate (RER) in a sample of 64 developing countries. We study the dynamic of the...

How Persistent Are Shocks to World Commodity Prices?

How Persistent Are Shocks to World Commodity Prices? »

Volume/Issue: 1999/80

Series: IMF Working Papers

Author(s): Hong Liang , C. McDermott , and Paul Cashin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1999

DOI: http://dx.doi.org/10.5089/9781451850284.001

ISBN: 9781451850284

Keywords: Commodity prices, median-unbiased estimation, shock persistence, price stabilization, time series, export earnings, confidence interval, confidence intervals

This paper examines the persistence of shocks to world commodity prices, using monthly IMF data on primary commodities between 1957–98. We find that shocks to commodity prices are typically long–lasti...

Terms of Trade Shocks in Africa
			: Are they Short-Lived or Long-Lived?

Terms of Trade Shocks in Africa : Are they Short-Lived or Long-Lived? »

Volume/Issue: 2000/72

Series: IMF Working Papers

Author(s): Paul Cashin , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451849332.001

ISBN: 9781451849332

Keywords: Shock Persistence, trade shocks, terms of trade shocks, confidence interval, time series

This paper examines the persistence of shocks to the terms of trade, using annual data on 42 Sub-Saharan African countries between 1960-96. We find that the persistence of terms of trade shocks varies widely&#x2014...

Real Exchange Rate Misalignment
			: A Panel Co-Integration and Common Factor Analysis

Real Exchange Rate Misalignment : A Panel Co-Integration and Common Factor Analysis »

Volume/Issue: 2005/164

Series: IMF Working Papers

Author(s): Etienne Yehoue , and Gilles Dufrénot

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

DOI: http://dx.doi.org/10.5089/9781451861839.001

ISBN: 9781451861839

Keywords: panel co-integration, common factor, exchange rate, real exchange rate, confidence interval, exchange rates, effective exchange rate, International Economics: General, Simulation Methods,

We combine some newly developed panel co-integration techniques and common factor analysis to analyze the behavior of the real exchange rate (RER) in a sample of 64 developing countries. We study the dynamic of the...