Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - Institut de Préparation à l'Administration et à la … - 2014
This paper examines the effects of the monetary policy of China on commodity prices. Using a Bayesian Structural VAR … evaluate their impacts on commodity prices. Those prices include the aggre- gate commodity price index and all its major … commodity prices. Additionally, the bever- ages and metals are the commodities whose prices fall by most in response to changes …