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The Impact of Monetary Policy Shocks on Commodity Prices
Anzuini, Alessio - 2010
overwhelmingly large. This finding is also confirmed under different identification strategies for the monetary policy shock …
Persistent link: https://www.econbiz.de/10013139795
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The Impact of Monetary Policy Shocks on Commodity Prices
Anzuini, Alessio - 2012
overwhelmingly large. This finding is confirmed under different identification strategies for the monetary policy shock …
Persistent link: https://www.econbiz.de/10013108347
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The Impact of Monetary Policy Shocks on Commodity Prices
Anzuini, Alessio - 2013
overwhelmingly large. This finding is confirmed under different identification strategies for the monetary policy shock …
Persistent link: https://www.econbiz.de/10013080338
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The impact of monetary policy shocks on commodity prices
Anzuini, Alessio; Lombardi, Marco J.; Pagano, Patrizio - 2010
overwhelmingly large. This finding is also confirmed under different identification strategies for the monetary policy shock. …
Persistent link: https://www.econbiz.de/10011605278
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Narrative sign restrictions for SVARs
Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - 2016
We identify structural vector autoregressions using narrative sign restrictions. Narrative sign restrictions constrain the structural shocks and the historical decomposition around key historical events, ensuring that they agree with the established narrative account of these episodes. Using...
Persistent link: https://www.econbiz.de/10011570683
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Oil Price Shock and its Impact on the Macroeconomic Variables of Pakistan : A Structural Vector Autoregressive Approach
Malik, Kashif - 2018
, the long-term interest rate and the inflation rate (INF) rise as a result of a positive OP shock. The unanticipated …
Persistent link: https://www.econbiz.de/10012928104
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How do Oil Shocks Transmit Through the US Economy? Evidence from a Large BVAR Model with Stochastic Volatility
Fry-McKibbin, Renee; Zhu, Beili - 2021
This paper employs a large BVAR model with common stochastic volatility to examine the effects of oil supply shocks, global oil demand shocks and precautionary oil shocks on 17 U.S. macroeconomic and financial market variables from 1986Q1 to 2019Q2. Generalized impulse response functions...
Persistent link: https://www.econbiz.de/10013249741
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The Effect of Commodity Price Shocks on Underlying Inflation : The Role of Central Bank Credibility
Davis, Scott - 2015
This paper seeks to document and explain the effect of a commodity price shock on underlying core inflation, and how … across many countries there was a break in the response of core inflation to a commodity price shock. In an earlier period, a … shock to commodity prices would lead to a large and significant increase in core inflation, but in later periods, the effect …
Persistent link: https://www.econbiz.de/10013036232
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The impact of monetary policy shocks on commodity prices
Anzuini, Alessio; Lombardi, Marco; Pagano, Patrizio - 2012
Persistent link: https://www.econbiz.de/10009675008
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The economic impact of the US unconventional monetary policy, global commodity shocks, and oil price shocks on ASEAN 3
Rifa'i, Khamdan - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 616-624
Persistent link: https://www.econbiz.de/10014384613