Commodity prices, interest rates and the dollar (Record no. 45620)

MARC details
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fixed length control field 01633nam a2200217Ia 4500
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control field MX-MdCICY
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250625140649.0
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Transcribing agency CICY
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) B-11401
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245 10 - TITLE STATEMENT
Title Commodity prices, interest rates and the dollar
490 0# - SERIES STATEMENT
Volume/sequential designation Energy Economics, 31(6), p.838-851, 2009
520 3# - SUMMARY, ETC.
Summary, etc. This paper sheds light on recent fluctuations in commodity prices. We investigate whether a decline in real interest rates and the US dollar contributes to higher commodity prices, and whether commodity prices display overshooting behavior in response to changes in real interest rates. We analyze the behavior of real prices of crude oil, food, metals and industrial raw materials. The analysis is based on structural VAR models estimated on quarterly data over the period 1990q1-2007q4. Our results suggest that commodity prices increase significantly in response to reductions in real interest rates. Moreover, oil prices and prices of industrial raw materials tend to display overshooting behavior in response to such interest rate changes. The evidence also suggests that a weaker dollar leads to higher commodity prices. Shocks to interest rates and the dollar are found to account for substantial shares of fluctuations in commodity prices.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element COMMODITY PRICES
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element INTEREST RATES
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element EXCHANGE RATES
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element VAR MODELS
700 12 - ADDED ENTRY--PERSONAL NAME
Personal name Akram, Q.F.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://drive.google.com/file/d/1gMulbOv1PdfOSVLTxs8B6K8dZicNpYqi/view?usp=drivesdk">https://drive.google.com/file/d/1gMulbOv1PdfOSVLTxs8B6K8dZicNpYqi/view?usp=drivesdk</a>
Public note Para ver el documento ingresa a Google con tu cuenta: @cicy.edu.mx
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Clasificación local
Koha item type Documentos solicitados
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Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
  Clasificación local     Ref1 CICY CICY Documento préstamo interbibliotecario 25.06.2025   B-11401 25.06.2025 25.06.2025 Documentos solicitados