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Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies
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Cited by:
- Bajraj, Gent & Lorca, Jorge & Wlasiuk, Juan M., 2023. "On foreign drivers of emerging markets fluctuations," Economic Modelling, Elsevier, vol. 129(C).
- Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019.
"Commodity price risk management and fiscal policy in a sovereign default model,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
- López-Martín Bernabé & Leal-Ordoñez Julio C & Martínez André, 2017. "Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model," Working Papers 2017-04, Banco de México.
- Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
- Omotosho, Babatunde Samson, 2022. "Oil price shocks and monetary policy in resource-rich economies: Does capital matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Sugaipov, Deni, 2022. "Estimating the impact of terms of trade news shocks on the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 39-67.
- Chang, Roberto & Fernández, Andrés & Gulan, Adam, 2017.
"Bond finance, bank credit, and aggregate fluctuations in an open economy,"
Journal of Monetary Economics, Elsevier, vol. 85(C), pages 90-109.
- Roberto Chang & Andrés Fernández & Adam Gulan, 2016. "Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy," NBER Working Papers 22377, National Bureau of Economic Research, Inc.
- Chang, Roberto & Fernandez, Andres & Gulan, Adam, 2016. "Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy," IDB Publications (Working Papers) 7805, Inter-American Development Bank.
- Chang, Roberto & Fernández, Andrés & Gulan, Adam, 2016. "Bond finance, bank credit, and aggregate fluctuations in an open economy," Bank of Finland Research Discussion Papers 22/2016, Bank of Finland.
- Andrés Fernández & Ayşe İmrohoroğlu & Cesar E. Tamayo, 2019.
"Saving Rates in Latin America: A Neoclassical Perspective,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 791-823, December.
- Fernandez, Andres & Imrohoroglu, Ayse & Rud, Juan Pablo, 2017. "Saving Rates in Latin America: A Neoclassical Perspective," IDB Publications (Working Papers) 8706, Inter-American Development Bank.
- Tamayo, Cesar E. & Fernandez, Andres & Imrohoroglu, Ayse, 2019. "Saving Rates in Latin America: A Neoclassical Perspective," Working papers 19, Red Investigadores de Economía.
- Cesar E Tamayo & Andrés Fernández & Ay¸se ?Imrohoro?glu, 2019. "Saving Rates in Latin America: A Neoclassical Perspective," Documentos de Trabajo de Valor Público 17405, Universidad EAFIT.
- Andrés Fernández & Ayse Imrohoroglu & Cesar Tamayo, 2019. "Saving Rates in Latin America: A Neoclassical Perspective," Working Papers Central Bank of Chile 856, Central Bank of Chile.
- Andres Fernandez & Ayse Imrohoroglu & Cesar Tamayo, 2018. "Saving Rates in Latin America: A Neoclassical Perspective," 2018 Meeting Papers 1229, Society for Economic Dynamics.
- Khelifi, Atef, 2023. "World prices and business cycles in a small open input–output economy," Economic Modelling, Elsevier, vol. 118(C).
- Mitchener, Kris James & Pina, Gonçalo, 2023. "The effects of countercyclical interest rates: Evidence from the classical gold standard," Journal of International Economics, Elsevier, vol. 145(C).
- Ameyaw, Emmanuel, 2024. "Business cycles in a cocoa and gold economy: Commodity price shocks do not always matter," Resources Policy, Elsevier, vol. 91(C).
- Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad, 2021. "Asymmetric and time-frequency spillovers among commodities using high-frequency data," Resources Policy, Elsevier, vol. 70(C).
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018.
"Commodity Connectedness,"
Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 4, pages 097-136,
Central Bank of Chile.
- Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017. "Commodity connectedness," CFS Working Paper Series 575, Center for Financial Studies (CFS).
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," NBER Working Papers 23685, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," PIER Working Paper Archive 17-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Mar 2017.
- Souza, Rodrigo da Silva & Fry-McKibbin, Renée, 2021. "Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 781-800.
- Bernstein, Shai & Colonnelli, Emanuele & Malacrino, Davide & McQuade, Tim, 2022.
"Who creates new firms when local opportunities arise?,"
Journal of Financial Economics, Elsevier, vol. 143(1), pages 107-130.
- Shai Bernstein & Emanuele Colonnelli & Mr. Davide Malacrino & Tim McQuade, 2018. "Who Creates New Firms When Local Opportunities Arise?," IMF Working Papers 2018/215, International Monetary Fund.
- Shai Bernstein & Emanuele Colonnelli & Davide Malacrino & Timothy McQuade, 2018. "Who Creates New Firms When Local Opportunities Arise?," NBER Working Papers 25112, National Bureau of Economic Research, Inc.
- Oglend, Atle, 2022. "The commodities/equities beta term-structure," Journal of Commodity Markets, Elsevier, vol. 28(C).
- Bermpei, Theodora & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios & Alshalahi, Jebreel, 2023.
"Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies,"
Journal of Commodity Markets, Elsevier, vol. 29(C).
- Theodora Bermpei & Aikaterini Karadimitropoulou & Athanasios Triantafyllou & Jebreel Alshalahi, 2023. "Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies," Post-Print hal-04129400, HAL.
- Wataru Miyamoto & Thuy Lan Nguyen, 2016. "Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013," Staff Working Papers 16-48, Bank of Canada.
- Abiad, Abdul & Qureshi, Irfan A., 2023. "The macroeconomic effects of oil price uncertainty," Energy Economics, Elsevier, vol. 125(C).
- Böhm, Hannes & Eichler, Stefan & Gießler, Stefan, 2019. "What drives the commodity-sovereign-risk-dependence in emerging market economies?," IWH Discussion Papers 23/2019, Halle Institute for Economic Research (IWH).
- Wu, Fei & Zhao, Wan-Li & Ji, Qiang & Zhang, Dayong, 2020. "Dependency, centrality and dynamic networks for international commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 118-132.
- Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020. "Global commodity prices and global stock market volatility shocks: Effects across countries," Journal of Asian Economics, Elsevier, vol. 71(C).
- Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Villca, Alfredo, 2022. "Commodity prices, bank balance sheets and macroprudential policies in small open economies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
- Barrail, Zulma, 2020. "Business cycle implications of rising household credit market participation in emerging countries," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Wang, Xunxiao, 2020. "Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate," Energy Economics, Elsevier, vol. 91(C).
- Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022. "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, vol. 108(C).
- Boehm, Hannes & Eichler, Stefan & Giessler, Stefan, 2021. "What drives the commodity-sovereign risk dependence in emerging market economies?," Journal of International Money and Finance, Elsevier, vol. 111(C).
- Juan Guerra-Salas, 2016. "Fiscal Policy, Sectoral Allocation, and the Skill Premium: Explaining the Decline in Latin America’s Income Inequality," Working Papers Central Bank of Chile 779, Central Bank of Chile.
- Zhou, Wei & Gu, Qinen & Chen, Jin, 2021. "From volatility spillover to risk spread: An empirical study focuses on renewable energy markets," Renewable Energy, Elsevier, vol. 180(C), pages 329-342.
- Fredy Gamboa-Estrada & José Vicente Romero, 2022.
"Common and idiosyncratic movements in Latin-American exchange rates,"
International Economics, CEPII research center, issue 171, pages 174-190.
- Gamboa-Estrada, Fredy & Romero, José Vicente, 2022. "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, Elsevier, vol. 171(C), pages 174-190.
- Fredy Gamboa-Estrada & Jose Vicente Romero, 2021. "Common and idiosyncratic movements in Latin-American Exchange Rates," Borradores de Economia 1158, Banco de la Republica de Colombia.
- Xia, Tian & Zhou, Hang, 2023. "Commodity terms of trade co-movement: Global and regional factors," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Horvath, Jaroslav & Yang, Guanyi, 2022. "Unemployment dynamics and informality in small open economies," European Economic Review, Elsevier, vol. 141(C).
- Lin, Boqiang & Xu, Bin, 2019. "How to effectively stabilize China's commodity price fluctuations?," Energy Economics, Elsevier, vol. 84(C).
- Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.