Commodity Prices As a Leading Indicator of Inflation.

Commodity prices may be a leading indicator of inflation, because of the relative importance of flexible auction markets for the determination of these prices. Empirical tests using data for the large industrial countries as a group suggest that changes in commodity prices tend to lead those in cons...

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Podrobná bibliografie
Korporativní autor: International Monetary Fund
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 1988.
Edice:IMF Working Papers; Working Paper ; No. 1988/087
On-line přístup:Full text available on IMF
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Shrnutí:Commodity prices may be a leading indicator of inflation, because of the relative importance of flexible auction markets for the determination of these prices. Empirical tests using data for the large industrial countries as a group suggest that changes in commodity prices tend to lead those in consumer prices, and that the inclusion of commodity prices significantly improves the fit of regressions of a multi-country consumer price index. However, there does not appear to be a reliable long-run relationship between the level of commodity prices and the level of consumer prices.
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Fyzický popis:1 online resource (46 pages)
Médium:Mode of access: Internet
ISSN:1018-5941
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