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Citations for "The Macroeconomic Determinants of Commodity Prices"

by Eduardo Borensztein & Carmen M. Reinhart

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  1. Reinhart, Carmen & Reinhart, Vincent, 2002. "Una banda cambiaria en el G–3 ¿Es lo mejor para los mercados emergentes?
    [Is a G-3 Target Zone on Target for Emerging Markets?]
    ," MPRA Paper 13694, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. 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.
  5. Slavi T. Slavov, 2011. "De Jure Versus De Facto Exchange Rate Regimes in Sub-Saharan Africa," IMF Working Papers 11/198, International Monetary Fund.
  6. 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.
  7. Reinhart, Carmen, 1988. "Real Exchange Rate and Commodity Prices in a Neoclassical Model," MPRA Paper 13188, University Library of Munich, Germany.
  8. Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
  9. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The great plunge in oil prices: causes, consequences, and policy responses," CAMA Working Papers 2015-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. M. Ayhan Kose & Raymond Riezman, 1999. "Trade Shocks and Macroeconomic Fluctuations in Africa," CSGR Working papers series 43/99, Centre for the Study of Globalisation and Regionalisation (CSGR), University of Warwick.
  11. Guillermo A. Calvo & Eduardo Fernández-Arias & Ernesto Talvi & Carmen M. Reinhart, 2001. "The Growth-Interest Rate Cycle in the United States and its Consequences for Emerging Markets," IDB Publications (Working Papers) 6491, Inter-American Development Bank.
  12. Baffes, John, 2007. "Oil spills on other commodities," Resources Policy, Elsevier, vol. 32(3), pages 126-134, September.
  13. 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.
  14. Jorge Galán Camacho & Miguel Sarmiento, 2006. "Staff, Functions, and Staff Costs at Central Banks: An International Comparison with a Labor-demand Model," BORRADORES DE ECONOMIA 003524, BANCO DE LA REPÚBLICA.
  15. 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.
  16. 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.
  17. 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.
  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. 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.
  20. 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.
  21. 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, Blackwell, vol. 25(2-3), pages 285-294, September.
  22. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, . "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
  23. 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.
  24. Chen, Yu-chin & Rogoff, Kenneth, 2003. "Commodity currencies," Journal of International Economics, Elsevier, vol. 60(1), pages 133-160, May.
  25. Néstor Adrián le Clech, 2013. "Determinantes del precio internacional de la soja," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2014), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages -, December.
  26. Labys, W. C. & Achouch, A. & Terraza, M., 1999. "Metal prices and the business cycle," Resources Policy, Elsevier, vol. 25(4), pages 229-238, December.
  27. 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.
  28. Shaun K. Roache, 2012. "China's Impacton World Commodity Markets," IMF Working Papers 12/115, International Monetary Fund.
  29. Jesus Crespo Cuaresma & Andreas Breitenfellner, . "Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise," Working Papers 2008-08, Faculty of Economics and Statistics, University of Innsbruck.
  30. 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.
  31. 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.
  32. Elif C. Arbatli, 2009. "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers 406, Society for Economic Dynamics.
  33. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 181-224, July-Dece.
  34. Robert N. McCauley, 1997. "The euro and the dollar," BIS Working Papers 50, Bank for International Settlements.
  35. 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.
  36. Luis E. Arango & Fernando Arias & Adriana Fl�rez, 2012. "Determinants of commodity prices," Applied Economics, Taylor & Francis Journals, vol. 44(2), pages 135-145, January.
  37. 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].
  38. Agnello, Luca & Schuknecht, Ludger, 2009. "Booms and busts in housing markets: determinants and implications," Working Paper Series 1071, European Central Bank.
  39. Alexander W. Hoffmaister & Jorge Roldos, 1997. "Are Business Cycles Different in Asia and Latin America?," IMF Working Papers 97/9, International Monetary Fund.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. Reinhart, Carmen & Wickham, Peter, 1994. "Non-oil commodity prices: Cyclical weakness or secular decline?," MPRA Paper 13871, University Library of Munich, Germany.
  51. José Antonio Ocampo & María Angela Parra, 2004. "The commodity terms of trade and their strategic implications for development," International Trade 0403001, EconWPA.
  52. 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.
  53. Kenneth Rogoff & Yu-chin Chen, 2002. "Commodity Currencies and Empirical Exchange Rate Puzzles," IMF Working Papers 02/27, International Monetary Fund.
  54. 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.
  55. Patricio Jaramillo & Jorge Selaive, 2006. "Speculative Activity and Copper Price," Working Papers Central Bank of Chile 384, Central Bank of Chile.
  56. 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.
  57. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
  58. Gao, Lin & Süss, Stephan, 2015. "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 84-103.
  59. Peter Wickham & Carmen Reinhart, 1994. "Commodity Prices; Cyclical Weakness or Secular Decline?," IMF Working Papers 94/7, International Monetary Fund.
  60. 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.
  61. 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.
  62. repec:ipg:wpaper:2013-019 is not listed on IDEAS
  63. Michael A. Kouparitsas, 2001. "Evidence of the North--South business cycle," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 46-59.
  64. John T. Cuddington & Rodney Ludema & Shamila A Jayasuriya, 2002. "Prebisch-Singer Redux," Working Papers Central Bank of Chile 140, Central Bank of Chile.
    • Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
  65. 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).
  66. 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.
  67. 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.
  68. 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.
  69. Baffes, John, 2009. "More on the energy / non-energy commodity price link," Policy Research Working Paper Series 4982, The World Bank.
  70. 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.
  71. 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.
  72. 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.
  73. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Staff Working Papers 03-24, Bank of Canada.
  74. 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.
  75. repec:dau:papers:123456789/6800 is not listed on IDEAS
  76. 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.
  77. Kausik Chaudhuri, 2001. "Long-run prices of primary commodities and oil prices," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 531-538.
  78. 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.
  79. repec:dau:papers:123456789/11663 is not listed on IDEAS
  80. 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.
  81. Baffes, John & Haniotis, Tassos, 2010. "Placing the 2006/08 commodity price boom into perspective," Policy Research Working Paper Series 5371, The World Bank.
  82. 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.
  83. Paul Cashin & Hong Liang & C. John McDermott, 2000. "How Persistent Are Shocks to World Commodity Prices?," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 2.
  84. Michael A. Kouparitsas, 1996. "North-South business cycles," Working Paper Series, Macroeconomic Issues WP-96-9, Federal Reserve Bank of Chicago.
  85. 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.
  86. 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.
  87. 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.
  88. repec:ipg:wpaper:19 is not listed on IDEAS
  89. Dominique Yves Dupont & V. Hugo Juan-Ramon, 1996. "Real Exchange Rates and Commodity Prices," IMF Working Papers 96/27, International Monetary Fund.
  90. repec:dau:papers:123456789/11382 is not listed on IDEAS
  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. Hong Liang & John T. Cuddington, 2000. "Will the Emergence of the Euro Affect World Commodity Prices?," IMF Working Papers 00/208, International Monetary Fund.
  93. Diego Bastourre & Jorge Carrera & Javier Ibarlucia, 2010. "Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 06 edited by Jorge Carrera.
  94. Walker, Eduardo, 2008. "Strategic currency hedging and global portfolio investments upside down," Journal of Business Research, Elsevier, vol. 61(6), pages 657-668, June.
  95. Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, vol. 10(1), pages 91-133, February.
  96. John Baffes & Cristina Savescu, 2014. "Monetary conditions and metal prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(7), pages 447-452, May.
  97. Baffes, John & Dennis, Allen, 2013. "Long-term drivers of food prices," Policy Research Working Paper Series 6455, The World Bank.
  98. 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.
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