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The information role of commodity prices in formulating monetary policy: some evidence from Japan

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Author Info
Shigeyuki Hamori () (Kobe University)

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Abstract

This paper uses the BOJ index published by the Bank of Japan to empirically analyze the relationship between the commodity price index and macroeconomic variables in Japan. The BOJ index was found to be valid as a leading indicator of the consumer price index before the zero interest policy was introduced. Afterwards, however, this relationship ceased to exist.

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File URL: http://economicsbulletin.vanderbilt.edu/2007/volume5/EB-06E30010A.pdf
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Publisher Info
Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 5 (2007)
Issue (Month): 13 ()
Pages: 1-7
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:ebl:ecbull:v:5:y:2007:i:13:p:1-7

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Postal: Economics Bulletin, Department of Economics, 414 Calhoun Hall, Vanderbilt University, Nashville TN 37235, USA
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Web page: http://www.economicsbulletin.com

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Related research
Keywords: BOJ index LA-VAR monetary policy

Find related papers by JEL classification:
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit

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This page was last updated on 2008-7-12.

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