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

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  • Hua, Ping

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  • Hua, Ping, 1998. "On Primary Commodity Prices: The Impact of Macroeconomic/Monetary Shocks," Journal of Policy Modeling, Elsevier, vol. 20(6), pages 767-790, December.
  • Handle: RePEc:eee:jpolmo:v:20:y:1998:i:6:p:767-790
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    1. 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.
    2. 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.
    3. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-348, August.
    4. Eduardo Borensztein & Carmen M. Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
    5. 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.
    6. Rausser, Gordon C. & Rose, Marjorie B. & Irwin, Douglas A., 1990. "World commodity prices: the role of external debt and industrial country policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt3gz928h9, Department of Agricultural & Resource Economics, UC Berkeley.
    7. Angus Deaton & Guy Laroque, 1992. "On the Behaviour of Commodity Prices," Review of Economic Studies, Oxford University Press, vol. 59(1), pages 1-23.
    8. Jeffrey Sachs, 1985. "The Dollar and the Policy Mix: 1985," NBER Working Papers 1636, National Bureau of Economic Research, Inc.
    9. 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.
    10. Mike Belongia & Richard A. King, 1983. "A Monetary Analysis of Food Price Determination," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(1), pages 131-135.
    11. 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.
    12. 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.
    13. 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 307-322, August.
    14. Eduardo Borensztein & Carmen M. Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
    15. Martine Durand & Sveinbjörn Blöndal, 1988. "Are Commodity Prices Leading Indicators of OECD Prices?," OECD Economics Department Working Papers 49, OECD Publishing.
    16. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66, pages 233-233.
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    18. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    19. 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.
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