Inflation responses to commodity price shocks : how and why do countries differ? /

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This paper relates the inflationary impact of commodity price shocks across countries to a broad range of structural characteristics and policy frameworks over the period 2001-2010, using several approaches. The analysis suggests that economies with higher food shares in CPI baskets, fuel intensitie...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Gelos, Gaston
Collectivité auteur: International Monetary Fund. Western Hemisphere Department
Autres auteurs: Ustyugova, Yulia
Format: Électronique eBook
Langue:Inglés
Publié: [Washington, D.C.] : International Monetary Fund, ©2012.
Collection:IMF working paper ; WP/12/225.
Sujets:
Inflation (Finance) > Econometric models.
Prices > Econometric models.
Inflation (Finance)
Inflation, Economic
Inflation > Modèles économétriques.
Prix > Modèles économétriques.
Inflation.
BUSINESS & ECONOMICS > Finance.
Inflation (Finance) > Econometric models
Prices > Econometric models
Accès en ligne:Texto completo
Table des matières:
  • Cover; Contents; I. Introduction and Summary; II. Literature Review; III. Data; Structural characteristics; Monetary and exchange-rate regimes; Possible presence of fiscal dominance; Governance; Business cycle factors; Policy reactions; IV. Does Inflation Revert to Core Inflation or Vice Versa?; V. Phillips-Curve Estimations; Panel estimations; Tables; 1. Phillips Curves-Panel Estimations; VI. The 2008 Commodity-Price Shock; Changes in headline inflation; Changes in core inflation; 2. Change in Headline Inflation around 2008 Shock; 3. Change in Core Inflation around 2008 Shock.
  • VII. ConclusionsReferences; Appendices; I. List of Countries Included; II. Data Sources.

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