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Commodity Prices, Money Surprises and Fed Credibility

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Author Info
Frankel, Jeffrey A
Hardouvelis, Gikas A

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File URL: http://links.jstor.org/sici?sici=0022-2879%28198511%2917%3A4%3C425%3ACPMSAF%3E2.0.CO%3B2-F&origin=bc
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Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 17 (1985)
Issue (Month): 4 (November)
Pages: 425-38
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:mcb:jmoncb:v:17:y:1985:i:4:p:425-38

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. J. Peter Ferderer, 1999. "The Credibility of the Federal Reserve's Monetary Targets," Macroeconomics 9903006, EconWPA. [Downloadable!]
  2. Asjaha, T.A. & Jooste, A., 2007. "The Effect of Monetary Changes on Relative Agricultural Prices," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 46(4), December. [Downloadable!]
  3. Takatoshi Ito & V. Vance Roley, 1987. "News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?," NBER Working Papers 1853, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  5. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank. [Downloadable!]
  6. Jeffrey A. Frankel, 2006. "The Effect of Monetary Policy on Real Commodity Prices," NBER Working Papers 12713, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Shahnoushi, Naser & Henneberry, Shida & Manssori, Hooman, 2009. "An Examination of the Relationship between Food Prices and Government Monetary Policies in Iran," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46078, Southern Agricultural Economics Association. [Downloadable!]
  8. Shaun K. Roache & Marco Rossi, 2009. "The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?," IMF Working Papers 09/140, International Monetary Fund. [Downloadable!]
  9. Terry Boulter & Celeste Ping Fern Tan, 2000. "The Short Run Impact of Scheduled Macroeconomic Announcements on the Australian Dollar during 1998," School of Economics and Finance Discussion Papers and Working Papers Series 082, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  10. Goldberg, M.D. & Frydman, R., 1993. "Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector," Working Papers 93-41, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  11. Frederick T. Furlong, 1989. "Commodity prices as a guide for monetary policy," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 21-38. [Downloadable!]
  12. THORBECKE, Willem & Hanjiang ZHANG, 2008. "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses," Discussion papers 08031, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    Other versions:
  13. Takatoshi Ito & V. Vance Roley, 1991. "Intraday Yen/Dollar Exchange Rate Movements: News or Noise?," NBER Working Papers 2703, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  14. V. Vance Roley, 1987. "U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations," NBER Working Papers 1858, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Palaskas, Theodosios & Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank. [Downloadable!]
  16. Mark J. Flannery & Aris A. Protopapadakis, 2002. "Macroeconomic Factors Do Influence Aggregate Stock Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(3), pages 751-782.
  17. Michael T. Belongia & Mack Ott, 1987. "The U. S. monetary policy regime, interest differentials and dollar exchange rate risk premia," Working Papers 1987-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
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