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Citations for "The Macroeconomic Determinants of Commodity Prices"

by Eduardo Borensztein & Carmen M. Reinhart

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  1. Kausik Chaudhuri, 2001. "Long-run prices of primary commodities and oil prices," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 531-538.
  2. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Working Papers Central Bank of Chile 556, Central Bank of Chile.
  3. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
  4. Hong Liang & John T. Cuddington, 2000. "Will the Emergence of the Euro Affect World Commodity Prices?," IMF Working Papers 00/208, International Monetary Fund.
  5. Jonathan Kearns, 2007. "Commodity Currencies: Why Are Exchange Rate Futures Biased if Commodity Futures Are Not?," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 60-73, 03.
  6. Gao, Lin & Süss, Stephan, 2015. "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 84-103.
  7. Klotz, Philipp & Lin, Tsoyu Calvin & Hsu, Shih-Hsun, 2014. "Global commodity prices, economic activity and monetary policy: The relevance of China," Resources Policy, Elsevier, vol. 42(C), pages 1-9.
  8. Pietro F. Peretto & Simone Valente, 2010. "Resource Wealth, Innovation and Growth in the Global Economy," CER-ETH Economics working paper series 10/124, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  9. Michael A. Kouparitsas, 1997. "North-South terms of trade: an empirical investigation," Working Paper Series, Macroeconomic Issues WP-97-05, Federal Reserve Bank of Chicago.
  10. Y.Chen & K. Rogoff, 2003. "Commodity Currencies and Empirical Exchange Rate Puzzles," DNB Staff Reports (discontinued) 76, Netherlands Central Bank.
  11. 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.
  12. Olivier Gervais & Ilan Kolet & René Lalonde, 2010. "A Larger Slice of a Growing Pie: the Role of Emerging Asia in Forecasting Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 75-95, January-J.
  13. Elif C. Arbatli, 2009. "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers 406, Society for Economic Dynamics.
  14. Yannick Le Pen & Benoît Sévi, 2013. "Futures trading and the excess comovement of commodity prices," Working Papers 2013-19, Department of Research, Ipag Business School.
  15. Sapsford, David & Balasubramanyam, V. N., 1994. "The long-run behavior of the relative price of primary commodities: Statistical evidence and policy implications," World Development, Elsevier, vol. 22(11), pages 1737-1745, November.
  16. Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  17. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," BORRADORES DE ECONOMIA 004734, BANCO DE LA REPÚBLICA.
  18. Atanu Ghoshray, 2013. "Dynamic Persistence of Primary Commodity Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(1), pages 153-164.
  19. Patricio Jaramillo & Jorge Selaive, 2006. "Speculative Activity and Copper Price," Working Papers Central Bank of Chile 384, Central Bank of Chile.
  20. Carolina Arteaga cabrales & Joan Camilo Granados Castro & Jair Ojeda Joya, 2011. "The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices," BORRADORES DE ECONOMIA 009199, BANCO DE LA REPÚBLICA.
  21. José Antonio Ocampo & María Angela Parra, 2004. "The commodity terms of trade and their strategic implications for development," International Trade 0403001, EconWPA.
  22. Reinhart, Carmen & Reinhart, Vincent, 2000. "What does a G-3 target zone mean for emerging-market economies?," MPRA Paper 14099, University Library of Munich, Germany.
  23. Jorge E. Galán Camacho & Miguel Sarmiento Paipilla, 2007. "Staff, Functions, and Staff Costs at Central Banks: an International Comparison with a Labor- Demand Model," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 131-179, July-Dece.
  24. Reinhart, Carmen & Wickham, Peter, 1994. "Commodity Prices: Cyclical Weakness or Secular Decline?," MPRA Paper 8173, University Library of Munich, Germany.
  25. David Matesanz & Benno Torgler & Germán Dabat & Guillermo J. Ortega, 2014. "Co-movements in commodity prices: a note based on network analysis," Agricultural Economics, International Association of Agricultural Economists, vol. 45(S1), pages 13-21, November.
  26. Walker, Eduardo, 2008. "Strategic currency hedging and global portfolio investments upside down," Journal of Business Research, Elsevier, vol. 61(6), pages 657-668, June.
  27. 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.
  28. Alexander W. Hoffmaister & Jorge Roldos, 1997. "Are Business Cycles Different in Asia and Latin America?," IMF Working Papers 97/9, International Monetary Fund.
  29. repec:dau:papers:123456789/11382 is not listed on IDEAS
  30. Trevor Campbell, 2007. "Is Long-Term Private Foreign Investment for Barbados Likely to Improve without Capital Controls," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 97-109, July-Dece.
  31. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Primary commodity prices: co-movements, common factors and fundamentals," Working Papers 2010_27, Business School - Economics, University of Glasgow.
  32. Rakotoarisoa, Manitra A. & Shapouri, Shahla, 2001. "Market power and the pricing of commodities imported from developing countries: the case of US vanilla bean imports," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 25(2-3), pages -, September.
  33. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Staff Working Papers 07-55, Bank of Canada.
  34. 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.
  35. Shaun K. Roache, 2012. "China's Impacton World Commodity Markets," IMF Working Papers 12/115, International Monetary Fund.
  36. Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E., 2017. "Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day," World Development, Elsevier, vol. 89(C), pages 57-70.
  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. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2014. "On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies," EconomiX Working Papers 2014-3, University of Paris West - Nanterre la Défense, EconomiX.
  39. Kose, M. Ayhan & Riezman, Raymond, 2001. "Trade shocks and macroeconomic fluctuations in Africa," Journal of Development Economics, Elsevier, vol. 65(1), pages 55-80, June.
  40. Reinhart, Carmen & Calvo, Guillermo & Fernandez Arias, Eduardo & Talvi, Ernesto, 2001. "The Growth-Interest Rate Cycle in the United States and its Consequences for Emerging Markets," MPRA Paper 9075, University Library of Munich, Germany.
  41. Jaime Guajardo & Guillermo Le Fort, 1999. "Cuenta Corriente y Desvíos Transitorios en Términos de Intercambio y Volúmenes de Exportaciones: Chile 1985-1999," Working Papers Central Bank of Chile 49, Central Bank of Chile.
  42. Feng Lu & Yuanfang Li, 2009. "China’s Factor in Recent Global Commodity Price and Shipping Freight Volatilities," Trade Working Papers 22889, East Asian Bureau of Economic Research.
  43. Agnello, Luca & Schuknecht, Ludger, 2011. "Booms and busts in housing markets: Determinants and implications," Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
  44. Carlos García & Patricio Jaramillo & Jorge Selaive, 2006. "Stylized Facts of International Business Cycle Relevant for the Chilean Economy," Working Papers Central Bank of Chile 392, Central Bank of Chile.
  45. Holtemöller Oliver, 2013. "Explosive Preisentwicklung und spekulative Blasen auf Rohstoffmärkten / Explosive behavior and speculative bubbles on commodity markets," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 64(1), pages 405-420, January.
  46. West, Kenneth D. & Wong, Ka-Fu, 2014. "A factor model for co-movements of commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 289-309.
  47. Kawai, Masahiro & Akiyama, Shigeru, 2000. "Implications of the currency crisis for exchange rate arrangements in emerging East Asia," Policy Research Working Paper Series 2502, The World Bank.
  48. Labys, W. C. & Achouch, A. & Terraza, M., 1999. "Metal prices and the business cycle," Resources Policy, Elsevier, vol. 25(4), pages 229-238, December.
  49. Andreas Breitenfellner & Jesus Crespo Cuaresma, 2008. "Crude Oil Prices and the USD/EUR Exchange Rate," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4.
  50. Néstor Adrián le Clech, 2013. "Determinantes del precio internacional de la soja," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages 1-1, December.
  51. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-30, January-J.
  52. 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).
  53. Michael A. Kouparitsas, 1996. "North-South business cycles," Working Paper Series, Macroeconomic Issues WP-96-9, Federal Reserve Bank of Chicago.
  54. Ahmad R. Jalali-Naini & Mehdi Asali, 2004. "Cyclical behaviour and shock-persistence: crude oil prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 28(2), pages 107-131, 06.
  55. 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.
  56. Slavi T Slavov, 2011. "De Jure Versus De Facto Exchange Rate Regimes in Sub-Saharan Africa," IMF Working Papers 11/198, International Monetary Fund.
  57. Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
  58. Laila Amir Memdani & Rajya lakshmi Kandukuri, 2014. "Nexus between Returns in Commodity Market and Equity Market: A Case of Indian Steel Industry," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 10(3), pages 59-72, June.
  59. 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.
  60. Robert N. McCauley, 1997. "The euro and the dollar," BIS Working Papers 50, Bank for International Settlements.
  61. Baffes, John & Dennis, Allen, 2013. "Long-term drivers of food prices," Policy Research Working Paper Series 6455, The World Bank.
  62. Dhaneshwar Ghura & E. Murat Ucer & Martin Mühleisen & Michael T. Hadjimichael & Roger Nord, 1994. "Effects of Macroeconomic Stabilityon Growth, Savings, and Investment in Sub-Saharan Africa; An Empirical Investigation," IMF Working Papers 94/98, International Monetary Fund.
  63. John Baffes & Cristina Savescu, 2014. "Monetary conditions and metal prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(7), pages 447-452, May.
  64. Rossen, Anja, 2015. "What are metal prices like? Co-movement, price cycles and long-run trends," Resources Policy, Elsevier, vol. 45(C), pages 255-276.
  65. Michael A. Kouparitsas, 2001. "Evidence of the North--South business cycle," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 46-59.
  66. Pop Larisa Nicoleta, 2015. "Examining The Price Volatility On Agricultural Markets – Challenges And Implications Of The Current Economic Outline," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 15-20, June.
  67. 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.
  68. Sapsford, David & Singer, Hans, 1998. "The IMF, the world bank and commodity prices: A case of shifting sands?," World Development, Elsevier, vol. 26(9), pages 1653-1660, September.
  69. Dominique Yves Dupont & V. Hugo Juan-Ramon, 1996. "Real Exchange Rates and Commodity Prices," IMF Working Papers 96/27, International Monetary Fund.
  70. Shaun K. Roache, 2007. "Public Investment and Growth in the Eastern Caribbean," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 111-129, July-Dece.
  71. Alexander W. Hoffmaister & Jorge E. Roldós & Peter Wickham, 1998. "Macroeconomic Fluctuations in Sub-Saharan Africa," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 132-160, March.
  72. Dwight S. Jackson, 2010. "The Dynamics of Bank Spreads in the Jamaican Banking Sector: an Empirical Assessment," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-35, January-J.
  73. Patricio Jaramillo & Sergio Lehmann & David Moreno., 2009. "China, Precios de Commodities y Desempeño de América Latina: Algunos Hechos Estilizados," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 67-105.
  74. repec:dau:papers:123456789/6800 is not listed on IDEAS
  75. Nicolas Merener, 2012. "Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures," Business School Working Papers 2012-01, Universidad Torcuato Di Tella.
  76. Jena, Pratap Kumar, 2015. "Commodity Prices and Macroeconomic Variables in India: An Auto-Regressive Distributed Lag (ARDL) Approach," MPRA Paper 73892, University Library of Munich, Germany.
  77. Hong Liang & C. John McDermott & Paul Cashin, 1999. "How Persistent Are Shocks to World Commodity Prices?," IMF Working Papers 99/80, International Monetary Fund.
  78. Luis E. Arango & Fernando Arias & Adriana Flórez, 2012. "Determinants of commodity prices," Applied Economics, Taylor & Francis Journals, vol. 44(2), pages 135-145, January.
  79. 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.
  80. repec:ipg:wpaper:19 is not listed on IDEAS
  81. Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, vol. 10(1), pages 91-133, February.
  82. Chen, Yu-chin & Rogoff, Kenneth, 2003. "Commodity currencies," Journal of International Economics, Elsevier, vol. 60(1), pages 133-160, May.
  83. Baffes, John, 2007. "Oil spills on other commodities," Policy Research Working Paper Series 4333, The World Bank.
  84. repec:ipg:wpaper:2013-019 is not listed on IDEAS
  85. repec:dau:papers:123456789/11663 is not listed on IDEAS
  86. April Knill & Kristina Minnick & Ali Nejadmalayeri, 2006. "Selective Hedging, Information Asymmetry, and Futures Prices," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1475-1502, May.
  87. Jose De Gregorio & Hermann González & Felipe Jaque, 2005. "Fluctuaciones del Dólar, Precio del Cobre y Términos de Intercambio," Working Papers Central Bank of Chile 310, Central Bank of Chile.
  88. Fu, Xiaolan & Kaplinsky, Raphael & Zhang, Jing, 2012. "The Impact of China on Low and Middle Income Countries’ Export Prices in Industrial-Country Markets," World Development, Elsevier, vol. 40(8), pages 1483-1496.
  89. Baffes, John & Haniotis, Tassos, 2010. "Placing the 2006/08 commodity price boom into perspective," Policy Research Working Paper Series 5371, The World Bank.
  90. Jesus Crespo Cuaresma & Andreas Breitenfellner, "undated". "Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise," Working Papers 2008-08, Faculty of Economics and Statistics, University of Innsbruck.
  91. Peretto, Pietro F. & Valente, Simone, 2011. "Resources, innovation and growth in the global economy," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 387-399.
  92. De la Cuba, Mauricio & Ormeño, Arturo, 2003. "La volatilidad del sector primario exportador: Una aproximación al caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 9, pages 149-172.
  93. Reinhart, Carmen, 1988. "Real Exchange Rate and Commodity Prices in a Neoclassical Model," MPRA Paper 13188, University Library of Munich, Germany.
  94. 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].
  95. Wibbels, Erik, 2006. "Dependency Revisited: International Markets, Business Cycles, and Social Spending in the Developing World," International Organization, Cambridge University Press, vol. 60(02), pages 433-468, April.
  96. Baffes, John, 2009. "More on the energy / non-energy commodity price link," Policy Research Working Paper Series 4982, The World Bank.
  97. Sergio Lehmann & David Moreno & Patricio Jaramillo, 2007. "China, Commodity Prices and Latin American Performance: A Few Stylized Facts," Working Papers Central Bank of Chile 424, Central Bank of Chile.
  98. van der Mensbrugghe, Dominique & Osorio Rodarte, Israel & Burns, Andrew & Baffes, John, 2009. "How to feed the world in 2050: Macroeconomic environment, commodity markets - A longer temr outlook," MPRA Paper 19019, University Library of Munich, Germany.
  99. Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
  100. Boureima Sawadogo & Tegawende Juliette Nana & Maimouna Hama Natama & Fidèle Bama & Emma Tapsoba & Kassoum Zerbo, 2015. "Impact de l'expansion économique et commerciale de la Chine sur la croissance et l'emploi au Burkina Faso: une analyse en équilibre général calculable," Working Papers MPIA 2015-03, PEP-MPIA.
  101. Hadj Saadi, 2001. "Le phénomène des mouvements joints des prix internationaux de matières premières," Revue Tiers Monde, Programme National Persée, vol. 42(168), pages 865-883.
  102. 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.
  103. Byrne, Joseph P & Fazio, Giorgio & Fiess, Norbert, 2010. "Optimism and commitment: An elementary theory of bargaining and war," SIRE Discussion Papers 2010-102, Scottish Institute for Research in Economics (SIRE).
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