Monetary policy and commodity prices: an endogenous analysis using an SVAR approach

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dc.coverage.sucursalBogotáspa
dc.creatorFlórez, Luz Adriana
dc.creator.firmaLuz A. Florez
dc.date.accessioned2010-06-18T08:30:10Zeng
dc.date.available2010-06-18T08:30:10Z
dc.date.created2010-06-18
dc.date.issued2010-06-18
dc.description.abstractThis work analyzes the relationship between real interest rates and commodity prices. According to Frankel's hypothesis (1986-2006): "low real interest rates lead to high real commodity prices". However, some empirical evidence suggests that commodity prieng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5627spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5627
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.610spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/007183.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 610
dc.relation.numberBorrador 610spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/610.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:610spa
dc.subject.jelE31 - Price Level; Inflation; Deflationeng
dc.subject.jelspaE31 - Nivel de precios; Inflación; Deflaciónspa
dc.subject.keywordMonetary policyeng
dc.subject.keywordCommodity priceseng
dc.subject.keywordSVAR modelseng
dc.subject.lembPolítica monetaria -- 1986-2006spa
dc.subject.lembProductos básicos -- Precios -- 1962-2009spa
dc.subject.lembTasas de interés -- 1986-2006spa
dc.subject.lembMaterias primas -- Precios -- 1986-2006spa
dc.titleMonetary policy and commodity prices: an endogenous analysis using an SVAR approachspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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