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Monetary Policy and the Zero Bound on Nominal Interest Rates
16 references·1 citing·47 second hop
Monetary Policy and the Zero Bound on Nominal Interest Rates (2010)Monetary Policy and the Zero Bound on Nom…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Risk-Adjusted Forecasts of Oil Prices (2009)Risk-Adjusted Forecasts of Oi…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Estimation and Testing of Forecast Rationality under Flexible Loss (2005)Estimation and Testing of For…The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Zero Bound on Interest Ra…The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap (2000)The Zero Bound in an Open Eco…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (1995)Mean Reversion in Equilibrium…Backwardation in Oil Futures Markets: Theory and Empirical Evidence (1995)Backwardation in Oil Futures …Storage and Commodity Markets. (1992)Storage and Commodity Markets.On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeA Simple Competitive Model with Production and Storage (1983)A Simple Competitive Model wi…The Supply of Storage (1976)The Supply of StorageSpeculation and Economic Stability (1976)Speculation and Economic Stab…Prediction with a Generalized Cost of Error Function (1969)Prediction with a Generalized…Inflation Targeting: A Canadian Perspective (2018)Inflation Targeting: A Canadi…Equilibrium Forward Curves for Commodities (2000)Review of Economic Studies (2010)Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Permanent and Temporary Components of Stock Prices (1988)Modeling seasonality in agricultural commodity futures (2002)An overview of global gold market and gold price forecasting (2010)Modelling and measuring price discovery in commodity markets (2010)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Discretion versus policy rules in practice (1993)Rethinking Macroeconomic Policy (2010)Simple Analytics of the Government Expenditure Multiplier (2011)Fiscal Policy in a Depressed Economy (2012)Forward and spot exchange rates (1984)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Expectations and Exchange Rate Dynamics (1976)Comparing Predictive Accuracy (1994)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)“Options, Futures, and Other Derivatives” (2016)Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (2016)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Speculation and Economic Stability (1939)Business Cycles and the Behavior of Metals Prices (1988)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Pricing Carbon: The European Union Emissions Trading Scheme (2010)Projection methods for solving aggregate growth models (1992)Can Exchange Rates Forecast Commodity Prices? * (2010)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 2003The Zero Bound on Interest Rates and Optimal Monetary Policy854 cited
  • 1976Speculation and Economic Stability806 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 1992Storage and Commodity Markets.673 cited
  • 1976The Supply of Storage533 cited
  • 1995Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure400 cited
  • 2005Estimation and Testing of Forecast Rationality under Flexible Loss343 cited
  • 1969Prediction with a Generalized Cost of Error Function323 cited
  • 2009Risk-Adjusted Forecasts of Oil Prices256 cited
  • 1995Backwardation in Oil Futures Markets: Theory and Empirical Evidence236 cited
  • 2000The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap183 cited
  • 1983

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A Simple Competitive Model with Production and Storage
153 cited

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  • 2018Inflation Targeting: A Canadian Perspective9 cited