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Citations for "The Effect of Monetary Policy on Real Commodity Prices"

by Jeffrey A. Frankel

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  1. Rossen, Anja, 2014. "What are metal prices like? Co-movement, price cycles and long-run trends," HWWI Research Papers 155, Hamburg Institute of International Economics (HWWI).
  2. Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
    [Structural break or financial speculation in commodity markets? A multivar
    ," MPRA Paper 9910, University Library of Munich, Germany.
  3. Loening, Josef L. & Durevall, Dick & Ayalew Birru, Yohannes, 2009. "Inflation Dynamics and Food Prices in an Agricultural Economy: The Case of Ethiopia," Working Papers in Economics 347, University of Gothenburg, Department of Economics.
  4. Diego Bastourre & Jorge Carrera & Javier Ibarlucia, 2008. "Commodity Prices in Argentina: What Moves the Wind?," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(51), pages 43-81, April - S.
  5. Jeffrey Frankel, 2011. "A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 39-78, August.
  6. Diego Bastourre & Jorge Carrera & Javier Ibarlucia, 2010. "Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics," BCRA Working Paper Series 201050, Central Bank of Argentina, Economic Research Department.
  7. Vansteenkiste, Isabel, 2009. "How important are common factors in driving non-fuel commodity prices? A dynamic factor analysis," Working Paper Series 1072, European Central Bank.
  8. Agnello, Luca & Schuknecht, Ludger, 2009. "Booms and busts in housing markets: determinants and implications," Working Paper Series 1071, European Central Bank.
  9. James D. Hamilton, 2009. "Causes and Consequences of the Oil Shock of 2007-08," NBER Working Papers 15002, National Bureau of Economic Research, Inc.
  10. 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).
  11. Michael D. Bordo & John Landon-Lane, 2013. "Does Expansionary Monetary Policy Cause Asset Price Booms; Some Historical and Empirical Evidence," NBER Working Papers 19585, National Bureau of Economic Research, Inc.
  12. Pierre Siklos, 2010. "Taking Monetary Aggregates Seriously," e-briefs 94, C.D. Howe Institute.
  13. Simon Price, 2010. "Discussion of Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
  14. Frankel, Jeffrey A., 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," Working Paper Series rwp13-022, Harvard University, John F. Kennedy School of Government.
  15. Cronin, David, 2014. "The interaction between money and asset markets: A spillover index approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 185-202.
  16. Akram, Q. Farooq, 2009. "Commodity prices, interest rates and the dollar," Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
  17. Vipin Arora, 2011. "Arbitrage and the Price of Oil," ANU Working Papers in Economics and Econometrics 2011-535, Australian National University, College of Business and Economics, School of Economics.
  18. Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2012. "Global commodity cycles and linkages: a FAVAR approach," Empirical Economics, Springer, vol. 43(2), pages 651-670, October.
  19. Adom, Philip Kofi, 2014. "Determinants of food availability and access in Ghana: what can we learn beyond the regression results?," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 116(3), December.
  20. Carmen M. Reinhart & Vincent R. Reinhart, 2009. "Bonanzas de flujos de capital: una mirada que abarca el pasado y el presente," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  21. Ratti, Ronald & Vespignani, Joaquin, 2012. "Liquidity and crude oil prices: China’s influence over 1996-2011," Working Papers 15062, University of Tasmania, School of Economics and Finance, revised 20 Sep 2012.
  22. Arratibel, Olga & Kamps, Christophe & Leiner-Killinger, Nadine, 2009. "Inflation forecasting in the new EU Member States," Working Paper Series 1015, European Central Bank.
  23. Shaun K. Roache & Marco Rossi, 2009. "The Effects of Economic Newson Commodity Prices; Is Gold Just Another Commodity?," IMF Working Papers 09/140, International Monetary Fund.
  24. Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Working Papers 14-11, Bank of Canada.
  25. Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran, 2013. "Transitional Dynamics of Oil Prices," MPRA Paper 56407, University Library of Munich, Germany.
  26. Reuven Glick & Sylvain Leduc, 2011. "Central bank announcements of asset purchases and the impact on global financial and commodity markets," Working Paper Series 2011-30, Federal Reserve Bank of San Francisco.
  27. Golosnoy, Vasyl & Rossen, Anja, 2014. "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers 156, Hamburg Institute of International Economics (HWWI).
  28. Diego Bastourre & Jorge Carrera & Javier Ibarlucia, 2007. "Commodity Prices In Argentina: What Does Move The Wind?," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 076, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  29. David M Gomez & Guillermo J Ortega & Benno Torgler & German Debat, 2011. "Co-movements in commodity prices: a note based on network analysis," School of Economics and Finance Discussion Papers and Working Papers Series 274, School of Economics and Finance, Queensland University of Technology.
  30. Sévi, Benoît & Le Pen, Yannick, 2013. "Futures trading and the excess comovement of commodity prices," Economics Papers from University Paris Dauphine 123456789/11382, Paris Dauphine University.
  31. Luc Christiaensen, 2010. "Revisiting the Global Food Architecture: Lessons from the 2008 Food Crisis," Working Papers id:3086, eSocialSciences.
  32. Apergis, Nicholas, 2014. "Can gold prices forecast the Australian dollar movements?," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 75-82.
  33. Nicholas Apergis & Christina Christou & James E. Payne, 2014. "Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach," Applied Financial Economics, Taylor & Francis Journals, vol. 24(10), pages 691-703, May.
  34. Melisso Boschi & Luca Pieroni, 2008. "Aluminium market and the macroeconomy," Quaderni del Dipartimento di Economia, Finanza e Statistica 42/2008, Università di Perugia, Dipartimento Economia.
  35. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "US Monetary Policy and Commodity Sector Prices," Working Papers 2014-438, Department of Research, Ipag Business School.
  36. Nora Lustig, 2009. "Coping with Rising Food Prices: Policy Dilemmas in the Developing World," Working Papers 2009-04, The George Washington University, Institute for International Economic Policy.
  37. Luis Eduardo Arango & Ximena Chavarro & Eliana Rocío González, 2012. "Precios de bienes primarios e inflación en Colombia," Borradores de Economia 712, Banco de la Republica de Colombia.
  38. Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2008. "Financial Crash, Commodity Prices and Global Imbalances," NBER Working Papers 14521, National Bureau of Economic Research, Inc.
  39. Saghaian, Sayed & Reed, Michael, 1. "Spillover Effects Of U.S. Federal Reserve’S Recent Quantitative Easing On Canadian Commodity Prices," International Journal of Food and Agricultural Economics (IJFAEC), Niğde University, Faculty of Economics and Administrative Sciences, vol. 3(1).
  40. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," BORRADORES DE ECONOMIA 004734, BANCO DE LA REPÚBLICA.
  41. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2011. "Primary commodity prices : co-movements, common factors and fundamentals," Policy Research Working Paper Series 5578, The World Bank.
  42. Roache, Shaun K. & Rossi, Marco, 2010. "The effects of economic news on commodity prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 377-385, August.
  43. Voss, G.M. & Willard, L.B., 2009. "Monetary policy and the exchange rate: Evidence from a two-country model," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 708-720, December.
  44. C. Peter Timmer, 2009. "Did Speculation Affect World Rice Prices?," Working Papers 09-07, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA).
  45. Libo Yin & Liyan Han, 2013. "Exogenous Shocks and Information Transmission in Global Copper Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(8), pages 724-751, 08.
  46. Humberto Spolador & Geraldo Barros & Mirian Bacchi, 2011. "The Macroeconomics Shocks and the Brazilian Agricultural Price Evolution – A VAR Analysis Approach," ERSA conference papers ersa11p406, European Regional Science Association.
  47. Ciner, Cetin, 2011. "Commodity prices and inflation: Testing in the frequency domain," Research in International Business and Finance, Elsevier, vol. 25(3), pages 229-237, September.
  48. Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014. "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia 858, Banco de la Republica de Colombia.
  49. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).
  50. Avalos, Fernando, 2014. "Do oil prices drive food prices? The tale of a structural break," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 253-271.
  51. Koehler-Geib,Fritzi & Hnatkovska,Viktoria, 2015. "Business cycles accounting for Paraguay," Policy Research Working Paper Series 7284, The World Bank.
  52. Gospodinov, Nikolay & Jamali, Ibrahim, 2013. "Monetary policy surprises, positions of traders, and changes in commodity futures prices," Working Paper 2013-12, Federal Reserve Bank of Atlanta.
  53. Milan Brahmbhatt & Otaviano Canuto, 2010. "Natural Resources and Development Strategy after the Crisis," World Bank Other Operational Studies 11097, The World Bank.
  54. Brian Wright, 2014. "Global Biofuels: Key to the Puzzle of Grain Market Behavior," Journal of Economic Perspectives, American Economic Association, vol. 28(1), pages 73-98, Winter.
  55. Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2008. "Financial Crash, Commody Prices, and Global Inbalances," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(2 (Fall)), pages 1-68.
  56. Jan Hošek & Luboš Komárek & Martin Motl, 2011. "Monetary Policy and Price of Oil," Politická ekonomie, University of Economics, Prague, vol. 2011(1), pages 22-46.
  57. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.
  58. Diego Bastourre & Jorge Carrera & Javier Ibarlucia & Mariano Sardi, 2012. "Common Drivers in Emerging Market Spreads and Commodity Prices," BCRA Working Paper Series 201257, Central Bank of Argentina, Economic Research Department.
  59. Carmen M. Reinhart & Vincent R. Reinhart, 2008. "Capital Flow Bonanzas: An Encompassing View of the Past and Present," NBER Working Papers 14321, National Bureau of Economic Research, Inc.
  60. Pagliacci, Carolina, 2014. "Latin American Performance to External Shocks: What Has Really Been Sweat?," MPRA Paper 57816, University Library of Munich, Germany.
  61. Marko Melolinna, 2011. "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, vol. 24(1), pages 33-54, Spring.
  62. Andreas Breitenfellner & Jesús Crespo Cuaresma & Philipp Mayer, 2012. "Energy Inflation and House Price Corrections," European Economy - Economic Papers 471, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  63. Shaun K. Roache & Alexander P. Attie, 2009. "Inflation Hedging for Long-Term Investors," IMF Working Papers 09/90, International Monetary Fund.
  64. Ansgar Belke & Daniel Gros, 2009. "A Simple Model of an Oil Based Global Savings Glut – The “China Factor” and the OPEC Cartel," Ruhr Economic Papers 0128, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  65. Headey, Derek & Malaiyandi, Sangeetha & Fan, Shenggen, 2009. "Navigating the perfect storm: Reflections on the food, energy, and financial crises," IFPRI discussion papers 889, International Food Policy Research Institute (IFPRI).
  66. Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014. "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 346-363.
  67. Modena, Matteo, 2011. "Agricultural commodities and financial markets," MPRA Paper 36416, University Library of Munich, Germany, revised 30 Sep 2011.
  68. repec:ipg:wpaper:19 is not listed on IDEAS
  69. Reinhart, Carmen & Felton, Andrew, 2008. "The First Global Financial Crisis of the 21st Century," MPRA Paper 11862, University Library of Munich, Germany.
  70. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," Department of Economics, Working Papers 072, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  71. Ing-Haw Cheng & Wei Xiong, 2013. "The Financialization of Commodity Markets," NBER Working Papers 19642, National Bureau of Economic Research, Inc.
  72. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
  73. Shaun K. Roache, 2008. "Commodities and the Market Price of Risk," IMF Working Papers 08/221, International Monetary Fund.
  74. Thai-Ha Le & Youngho Chang, 2012. "Oil Price Shocks and Gold Returns," Economie Internationale, CEPII research center, issue 131, pages 71-104.
  75. Dieter Hess & He Huang & Alexandra Niessen, 2008. "How do commodity futures respond to macroeconomic news?," Financial Markets and Portfolio Management, Springer, vol. 22(2), pages 127-146, June.
  76. Lipsky, John, 2009. "Asia, the financial crisis, and global economic governance - closing remarks," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 347-353.
  77. Punam Chuhan-Pole & Francisco H.G. Ferreira & Cesar Calderon & Luc Christiaensen & David Evans & Gerard Kambou & Sebastien Boreux & Vijdan Korman & Megumi Kubota & Mapi Buitano, . "Africa's Pulse, April 2015," World Bank Other Operational Studies 21736, The World Bank.
  78. Milan Brahmbhatt & Otaviano Canuto, 2010. "Natural Resources and Development Strategy after the Crisis," World Bank Other Operational Studies 10212, The World Bank.
  79. Loening, Josef L., 2011. "Lao People’s Democratic Republic: responding to rice price inflation," MPRA Paper 33443, University Library of Munich, Germany.
  80. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
  81. Benoît Mojon & Laure Frey, 2009. "Le dollar et l’inflation mondiale," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 81-106.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.