Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
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- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," BEMPS - Bozen Economics & Management Paper Series BEMPS100, Faculty of Economics and Management at the Free University of Bozen.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach," CAMA Working Papers 2023-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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More about this item
Keywords
global money supply; energy and non-energy prices; Markov-Switching VAR;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F01 - International Economics - - General - - - Global Outlook
- 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-ENE-2023-03-20 (Energy Economics)
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