The Comovement in Commodity Prices : Sources and Implications /
We present a simple macroeconomic model with a continuum of primary commodities used in the production of the final good, such that the real prices of commodities have a factor structure. One factor captures the combined contribution of all aggregate shocks which have no direct effects on commodity...
Päätekijä: | Alquist, Ron |
---|---|
Muut tekijät: | Coibion, Olivier |
Aineistotyyppi: | Aikakauslehti |
Kieli: | English |
Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2013.
|
Sarja: | IMF Working Papers; Working Paper ;
No. 2013/140 |
Linkit: | Full text available on IMF |
Samankaltaisia teoksia
-
The Myth of Comoving Commodity Prices /
Tekijä: McDermott, C.
Julkaistu: (1999) -
Commodity Price Volatility and the Sources of Growth.
Julkaistu: (2012) -
Commodity Prices : Cyclical Weakness or Secular Decline? /
Tekijä: Wickham, Peter
Julkaistu: (1994) -
Commodities and the Market Price of Risk /
Tekijä: Roache, Shaun
Julkaistu: (2008) -
The Macroeconomic Determinants of Commodity Prices /
Tekijä: Borensztein, Eduardo
Julkaistu: (1994)