China’s Monetary Policy and Commodity Prices

Shawkat M. Hammoudeh · Duc Khuong Nguyen · Ricardo Magalhaes Sousa

13 citations0/0 files storedRePEc: Research Papers in Economics

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Monetary Policy and Economic Impact Economics of Agriculture and Food Markets Market Dynamics and Volatility

Abstract

This paper examines the effects of the monetary policy of China on commodity prices. Using a Bayesian Structural VAR, we identify shocks to the interest rate as a price rule and to the monetary aggregate (M2) as a quantity rule, and then evaluate their

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References

2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 2010Is gold a safe haven? International evidence 1990The Excess Co-Movement of Commodity Prices 2008The Effect of Monetary Policy on Real Commodity Prices 2010The macroeconomic determinants of volatility in precious metals markets 2003Modest policy interventions 2007Metal volatility in presence of oil and interest rate shocks 1984Economic Interdependence and Flexible Exchange Rates

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2020Macroeconomic forecasts and commodity futures volatility

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