The informational role of commodity prices in formulating monetary policy: a reexamination under the frequency domain
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-014-0870-2.pdf
Reference23 articles.
1. Assenmacher-Wesche K, Gerlach S, Sekine T (2008) Monetary factors and inflation in Japan. J Jpn Int Econ 22:343–363
2. Awokuse TO, Yang J (2003) The informational role of commodity prices in formulating monetary policy: a reexamination. Econ Lett 79:219–224
3. Bhar R, Hamori S (2008) Information content of commodity futures prices for monetary policy. Econ Model 25:274–283
4. Bodart V, Candelon B (2009) Evidence of interdependence and contagion using a frequency domain framework. Emerg Mark Rev 10:140–150
5. Bodenstein M, Guerrieri L, Kilian L (2012) Monetary policy responses to oil price fluctuations. IMF Econ Rev 60:470–504
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The contribution of technological innovation, trade and economic development to renewable energy use in the United Kingdom, Germany and Turkey;OPEC Energy Review;2024-08-05
2. Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets;Empirical Economics;2023-05-24
3. Modeling Covid-19 contagious effect between asset markets and commodity futures in India;Resources Policy;2022-12
4. A Bootstrap Method to Test Granger-Causality in the Frequency Domain;Computational Economics;2021-06-05
5. A theoretical and simulation analysis on the power of the frequency domain causality test;Statistics & Probability Letters;2021-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3