How Persistent Are Shocks to World Commodity Prices? /

This paper examines the persistence of shocks to world commodity prices, using monthly IMF data on primary commodities between 1957-98. We find that shocks to commodity prices are typically long-lasting and the variability of the persistence of price shocks is quite wide. The paper also discusses th...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Liang, Hong
مؤلفون آخرون: Cashin, Paul, McDermott, C.
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1999.
سلاسل:IMF Working Papers; Working Paper ; No. 1999/080
الوصول للمادة أونلاين:Full text available on IMF
LEADER 01666cas a2200265 a 4500
001 AALejournalIMF000937
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451850284 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Liang, Hong. 
245 1 0 |a How Persistent Are Shocks to World Commodity Prices? /  |c Hong Liang, C. McDermott, Paul Cashin. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1999. 
300 |a 1 online resource (54 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper examines the persistence of shocks to world commodity prices, using monthly IMF data on primary commodities between 1957-98. We find that shocks to commodity prices are typically long-lasting and the variability of the persistence of price shocks is quite wide. The paper also discusses the implications of these findings for national and international schemes to stabilize earnings from commodity exports and finds that if price shocks are long-lived, then the cost of stabilization schemes will likely exceed any associated smoothing benefits. 
538 |a Mode of access: Internet 
700 1 |a Cashin, Paul. 
700 1 |a McDermott, C. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1999/080 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1999/080/001.1999.issue-080-en.xml  |z IMF e-Library