Commodity prices and inflation risk
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DOI: 10.1002/jae.2868
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- Garratt, Anthony & Petrella, Ivan, 2019. "Commodity Prices and Inflation Risk," EMF Research Papers 23, Economic Modelling and Forecasting Group.
References listed on IDEAS
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- Sara Boni & Massimiliano Caporin & Francesco Ravazzolo, 2024. "Nowcasting Inflation at Quantiles: Causality from Commodities," BEMPS - Bozen Economics & Management Paper Series BEMPS102, Faculty of Economics and Management at the Free University of Bozen.
- Ting-Ting Sun & Chi-Wei Su & Ran Tao & Meng Qin, 2021. "Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?," SAGE Open, , vol. 11(3), pages 21582440211, August.
- Juan B'ogalo & Pilar Poncela & Eva Senra, 2020. "Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis," Papers 2007.07561, arXiv.org, revised Aug 2023.
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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