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On Primary Commodity Prices: The Impact of Macroeconomic/Monetary Shocks

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  • Hua, Ping
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    Article provided by Elsevier in its journal Journal of Policy Modeling.

    Volume (Year): 20 (1998)
    Issue (Month): 6 (December)
    Pages: 767-790

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    Handle: RePEc:eee:jpolmo:v:20:y:1998:i:6:p:767-790

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    Web page: http://www.elsevier.com/locate/inca/505735

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    1. Eduardo Borensztein & Carmen Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Working Papers 94/9, International Monetary Fund.
    2. Rudiger Dornbusch, 1985. "Policy and Performance Links between LDC Debtors and Industrial Nations," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 16(2), pages 303-368.
    3. Adams, F. Gerard & Vial, Joaquin, 1988. "Explaining recent metals price swings : Exchange rates and structural considerations," Resources Policy, Elsevier, vol. 14(2), pages 85-96, June.
    4. Jeffrey D. Sachs, 1985. "The Dollar and the Policy Mix: 1985," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 16(1), pages 117-197.
    5. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    6. Angus Deaton & Guy Laroque, 1990. "On The Behavior of Commodity Prices," NBER Working Papers 3439, National Bureau of Economic Research, Inc.
    7. Heal, Geoffrey & Barrow, Michael, 1980. "The Relationship between Interest Rates and Metal Price Movements," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 161-81, January.
    8. Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.).
    9. Gordon C. Rausser & Marjorie B. Rose & Douglas A. Irwin, 1992. "World Commodity Prices: The Role of External Debt and Industrial Country Policies," Food and Agricultural Policy Research Institute (FAPRI) Publications 90-gatt13, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
    10. Hardouvelis, Gikas A., 1988. "Economic news, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 23-35, March.
    11. Jeffrey Sachs, 1985. "The Dollar and the Policy Mix: 1985," NBER Working Papers 1636, National Bureau of Economic Research, Inc.
    12. Winters, L Alan, 1987. "Models of Primary Price Indices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(3), pages 307-22, August.
    13. Martine Durand & Sveinbjörn Blöndal, 1988. "Are Commodity Prices Leading Indicators of OECD Prices?," OECD Economics Department Working Papers 49, OECD Publishing.
    14. Radetzki, Marian, 1985. "Effects of a dollar appreciation on dollar prices in international commodity markets," Resources Policy, Elsevier, vol. 11(3), pages 158-159, September.
    15. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    16. Juselius, Katarina, 1992. "Domestic and foreign effects on prices in an open economy: The case of Denmark," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 401-428, August.
    17. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66, pages 233.
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    Cited by:
    1. Ansgar Belke & Ingo Bordon & Ulrich Volz, 2012. "Effects of Global Liquidity on Commodity and Food Prices," ROME Working Papers 201201, ROME Network.
    2. Sun, Zesheng & Sun, Bianxia & Lin, Sharon X., 2013. "The impact of monetary liquidity on Chinese aluminum prices," Resources Policy, Elsevier, vol. 38(4), pages 512-522.
    3. Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
    4. Awokuse, Titus O. & Yang, Jian, 2002. "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers 15834, University of Delaware, Department of Food and Resource Economics.
    5. Shigeyuki Hamori, 2007. "The information role of commodity prices in formulating monetary policy: some evidence from Japan," Economics Bulletin, AccessEcon, vol. 5(13), pages 1-7.
    6. Bhar, Ramaprasad & Hamori, Shigeyuki, 2008. "Information content of commodity futures prices for monetary policy," Economic Modelling, Elsevier, vol. 25(2), pages 274-283, March.
    7. Walker, Eduardo, 2008. "Strategic currency hedging and global portfolio investments upside down," Journal of Business Research, Elsevier, vol. 61(6), pages 657-668, June.
    8. Babula, Ronald A. & Price, Gregory K., 2012. "New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 372-388.
    9. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Working Papers 07-55, Bank of Canada.
    10. Bhar, Ramaprasad & Hammoudeh, Shawkat, 2011. "Commodities and financial variables: Analyzing relationships in a changing regime environment," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 469-484, October.
    11. repec:ebl:ecbull:v:5:y:2007:i:13:p:1-7 is not listed on IDEAS
    12. Sari, Ramazan & Hammoudeh, Shawkat & Soytas, Ugur, 2010. "Dynamics of oil price, precious metal prices, and exchange rate," Energy Economics, Elsevier, vol. 32(2), pages 351-362, March.
    13. Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W., 2014. "Monetary policy, global liquidity and commodity price dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 1-16.
    14. Swaray, Raymond, 2011. "Commodity buffer stock redux: The role of International Cocoa Organization in prices and incomes," Journal of Policy Modeling, Elsevier, vol. 33(3), pages 361-369, May.

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