The output effects of commodity price volatility: Evidence from exporting countries
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More about this item
Keywords
commodity price uncertainty; commodity exporters; VAR-MGARCH-in-mean;All these keywords.
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
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2015-10-17 (Agricultural Economics)
- NEP-INT-2015-10-17 (International Trade)
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