TY  - GEN 
A1  - Florez, Luz Adriana
DA  - 2010/06/06
PY  - 2010
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5627
AB  - This 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 610
M3  - Open Access
T1  - Monetary policy and commodity prices: an endogenous analysis using an SVAR approach
KW  - G14 - Information and Market Efficiency; Event Studies; Insider Trading
KW  - C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
KW  - E31 - Price Level; Inflation; Deflation
KW  - E52 - Monetary Policy
KW  - Monetary policy
KW  - Commodity prices
KW  - SVAR models
KW  - Politica monetaria -- 1986-2006
KW  - Productos basicos -- Precios -- 1962-2009
KW  - Tasas de interes -- 1986-2006
KW  - Materias primas -- Precios -- 1986-2006
KW  - E52 - Politica monetaria
KW  - C32 - Modelos de series temporales; Regresiones cuantiles dinamicas; Modelos dinamicos de tratamiento; procesos de difusion; representacion de espacios de estados
KW  - E31 - Nivel de precios; Inflacion; Deflacion
KW  - G14 - Informacion y eficiencia del mercado; Estudios de casos; trafico de informacion privilegiada
DO  - https://doi.org/10.32468/be.610
L1  - https://ideas.repec.org/p/bdr/borrec/610.html
ER  -