Search Results

You are looking at 1 - 10 of 11 items

  • Keyword: oil shock x
Clear All Modify Search
China's Footprint in Global Commodity Markets

China's Footprint in Global Commodity Markets »

Source: China's Footprint in Global Commodity Markets

Volume/Issue: 2016/06

Series: Spillover Notes

Author(s): Christina Kolerus , Papa N'Diaye , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2016

ISBN: 9781475541069

Keywords: Crude oil, Food prices, Asia and Pacific, Commodities, Commodity prices, China, Spillovers, Industrial production, footprint, global commodity markets

This note assesses empirically the role Chinese activity plays in global commodities markets, showing that the strength of China's economic activity has a significant bearing on commodity prices, but that the impac...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy*

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »

Source: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Impact of the Systemic Economies and MENA Business Cycles*

The Global Impact of the Systemic Economies and MENA Business Cycles* »

Source: The Global Impact of the Systemic Economies and MENA Business Cycles

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

Dynamic Fuel Price Pass-Through
			: Evidence from a New Global Retail Fuel Price Database

Dynamic Fuel Price Pass-Through : Evidence from a New Global Retail Fuel Price Database »

Volume/Issue: 2016/254

Series: IMF Working Papers

Author(s): Kangni Kpodar , and Chadi Abdallah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2016

DOI: http://dx.doi.org/10.5089/9781475563221.001

ISBN: 9781475563221

Keywords: Developed countries, Emerging markets, Europe, Gasoline prices, Fuels, Commodity price shocks, Price increases, Oil product prices, North Africa, Oil

This paper assesses the dynamic pass-through of crude oil price shocks to retail fuel prices using a novel database on monthly retail fuel prices for 162 countries. The impulse response functions suggest that on av...

Oil Shocks in a Global Perspective
			: Are they Really That Bad?

Oil Shocks in a Global Perspective : Are they Really That Bad? »

Volume/Issue: 2011/194

Series: IMF Working Papers

Author(s): Tobias Rasmussen , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

DOI: http://dx.doi.org/10.5089/9781462305254.001

ISBN: 9781462305254

Keywords: Oil importing economies, Oil shock episodes, Emerging and developing countries, Recycling of petrodollars, oil exporters, oil shock, oil importers, oil imports, International Economics: General, International Finance: General

Using a comprehensive global dataset, we outline stylized facts characterizing relationships between crude oil prices and macroeconomic developments across the world. Approaching the data from several angles, we fi...

Spillovers from Global and Regional Shocks to Armenia

Spillovers from Global and Regional Shocks to Armenia »

Volume/Issue: 2015/241

Series: IMF Working Papers

Author(s): Knarik Ayvazyan , and Teresa Daban Sanchez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 November 2015

DOI: http://dx.doi.org/10.5089/9781513590462.001

ISBN: 9781513590462

Keywords: Spillovers, Trade, Business cycles, Transmission channels, SVAR, economy, trading partners, regional shocks, oil prices, General

Using a structural vector auto-regression (SVAR) model, this paper examines the size, geographical sources, and transmission channels of global and regional shocks to the Armenian economy. Results show that Armenia...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy »

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

DOI: http://dx.doi.org/10.5089/9781475597158.001

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Impact of the Systemic Economies and MENA Business Cycles

The Global Impact of the Systemic Economies and MENA Business Cycles »

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

DOI: http://dx.doi.org/10.5089/9781475581645.001

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

Oil Shocks in a Global Perspective

Oil Shocks in a Global Perspective »

Source: Oil Shocks in a Global Perspective : Are they Really That Bad?

Volume/Issue: 2011/194

Series: IMF Working Papers

Author(s): Tobias Rasmussen , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

ISBN: 9781462305254

Keywords: Oil importing economies, Oil shock episodes, Emerging and developing countries, Recycling of petrodollars, oil exporters, oil shock, oil importers, oil imports, International Economics: General, International Finance: General

Using a comprehensive global dataset, we outline stylized facts characterizing relationships between crude oil prices and macroeconomic developments across the world. Approaching the data from several angles, we fi...

China's Footprint in Global Commodity Markets

China's Footprint in Global Commodity Markets »

Volume/Issue: 2016/06

Series: Spillover Notes

Author(s): Christina Kolerus , Papa N'Diaye , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2016

DOI: http://dx.doi.org/10.5089/9781475541069.062

ISBN: 9781475541069

Keywords: Crude oil, Food prices, Asia and Pacific, Commodities, Commodity prices, China, Spillovers, Industrial production, footprint, global commodity markets

This note assesses empirically the role Chinese activity plays in global commodities markets, showing that the strength of China's economic activity has a significant bearing on commodity prices, but that the impac...