Information content of commodity futures prices for monetary policy

This paper empirically examines the information content of commodity futures prices for monetary policy. We use the cross correlation function approach to empirically analyze the relationship between commodity futures prices and economic activities ( e.g., consumer prices and industrial production)...

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Bibliographic details
Volume: 25
Main Author: Bhar, Ramaprasad
Hamori, Shigeyuki
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier B.V 2008
ELSEVIER SCIENCE BV
Elsevier
published in: Economic modelling Vol. 25; no. 2; pp. 274 - 283
ORCID: 0000-0003-1498-0188
Data of publication: 2008
ISSN: 0264-9993
1873-6122
EISSN: 1873-6122
Discipline: Economics
Series: Economic Modelling
Subjects:
G12
Online Access: available in Bonn?
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2008
RePEc IDEAS
RePEc
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS