The Macroeconomic Determinants of Commodity Prices /

The 'traditional structural approach' to the determination of real commodity prices has relied exclusively on demand factors as the fundamentals that explain the behavior of commodity prices. This framework, however, has been unable to explain the marked and sustained weakness in commodity...

詳細記述

書誌詳細
第一著者: Borensztein, Eduardo
その他の著者: Reinhart, Carmen
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 1994.
シリーズ:IMF Working Papers; Working Paper ; No. 1994/009
オンライン・アクセス:Full text available on IMF
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100 1 |a Borensztein, Eduardo. 
245 1 4 |a The Macroeconomic Determinants of Commodity Prices /  |c Eduardo Borensztein, Carmen Reinhart. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1994. 
300 |a 1 online resource (37 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 The 'traditional structural approach' to the determination of real commodity prices has relied exclusively on demand factors as the fundamentals that explain the behavior of commodity prices. This framework, however, has been unable to explain the marked and sustained weakness in commodity prices during the 1980s and 1990s. This paper extends that framework in two important directions: First, it incorporates commodity supply in the analysis, capturing the impact on prices of the sharp increase in commodity exports of developing countries during the debt crisis of the 1980s. Second, we take a broader view of 'world' demand that extends beyond the industrial countries and includes output developments in Eastern Europe and the former Soviet Union (FSU). The empirical results support these extensions, as both the fit of the model improves substantially and, more importantly, its ability to forecast increases markedly. 
538 |a Mode of access: Internet 
700 1 |a Reinhart, Carmen. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1994/009 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1994/009/001.1994.issue-009-en.xml  |z IMF e-Library