EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"comovement: factor models"
Narrow search

Narrow search

Year of publication
Subject
All
Business cycles 1 Commodity price fluctuations 1 Commodity prices 1 Economic models 1 aggregate consumption 1 aggregate shocks 1 agricultural commodities 1 commodity exchange 1 comovement: factor models 1 dynamic effects 1 elasticity of substitution 1 exogenous shock 1 export price 1 factor analysis 1 global market 1 global production 1 idiosyncratic shocks 1 import price 1 market equilibrium 1 nominal interest rate 1 oil prices 1 oil shock 1 output growth 1 price support 1 supply chain 1 unit of labor 1 wholesale price 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Alquist, Ron 1 Coibion, Olivier 1
Institution
All
International Monetary Fund (IMF) 1
Published in...
All
IMF Working Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
The Comovement in Commodity Prices; Sources and Implications
Alquist, Ron; Coibion, Olivier - International Monetary Fund (IMF) - 2013
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...
Persistent link: https://www.econbiz.de/10011242285
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...