A Dynamic Relationship Between Us Dollar Exchange Rate And Indian Crude Oil Prices
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| Author | : National Bureau of Economic Research |
| Publisher | : Chicago : University of Chicago Press |
| Total Pages | : 402 |
| Release | : 1983 |
| Genre | : Business & Economics |
| ISBN | : |
This volume, presenting some of the finest new research on exchange rates and international macroeconomics, contains papers and critical commentary by thirty-two leading economists. Taken together, these papers provide sound evidence about the effects of real and monetary factors on exchange rates and extend the analyses of exchange rates and international macroeconomics by outlining the kinds of behavior and institutional arrangements that can be incorporated into such analyses. Both empirical and theoretical research are represented, and the contributors analyze such issues as the performance of various models of exchange rate determination, the role of risk and speculation in the forward market for foreign exchange, the rational expectations hypothesis in such markets, the performance of monetary policy in ten industrial countries, the role that labor market contracts play in exchange rate policies, the effect of he oil shocks on the evolution of exchange rates, and the output cost of bringing down inflation in the open economy.
| Author | : Mr. Kangni R Kpodar |
| Publisher | : International Monetary Fund |
| Total Pages | : 34 |
| Release | : 2021-11-12 |
| Genre | : Business & Economics |
| ISBN | : 1616356154 |
This paper investigates the response of consumer price inflation to changes in domestic fuel prices, looking at the different categories of the overall consumer price index (CPI). We then combine household survey data with the CPI components to construct a CPI index for the poorest and richest income quintiles with the view to assess the distributional impact of the pass-through. To undertake this analysis, the paper provides an update to the Global Monthly Retail Fuel Price Database, expanding the product coverage to premium and regular fuels, the time dimension to December 2020, and the sample to 190 countries. Three key findings stand out. First, the response of inflation to gasoline price shocks is smaller, but more persistent and broad-based in developing economies than in advanced economies. Second, we show that past studies using crude oil prices instead of retail fuel prices to estimate the pass-through to inflation significantly underestimate it. Third, while the purchasing power of all households declines as fuel prices increase, the distributional impact is progressive. But the progressivity phases out within 6 months after the shock in advanced economies, whereas it persists beyond a year in developing countries.
| Author | : Ramazan Gençay |
| Publisher | : Elsevier |
| Total Pages | : 383 |
| Release | : 2001-10-12 |
| Genre | : Business & Economics |
| ISBN | : 0080509223 |
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
| Author | : Robert A. Amano |
| Publisher | : |
| Total Pages | : 28 |
| Release | : 1995 |
| Genre | : Foreign exchange |
| ISBN | : 9780662237785 |
| Author | : Naoyuki Yoshino |
| Publisher | : Springer |
| Total Pages | : 155 |
| Release | : 2016-03-04 |
| Genre | : Business & Economics |
| ISBN | : 4431557970 |
While oil price fluctuations in the past can be explained by pure supply factors, this book argues that it is monetary policy that plays a significant role in setting global oil prices. It is a key factor often neglected in much of the earlier literature on the determinants of asset prices, including oil prices. However, this book presents a framework for modeling oil prices while incorporating monetary policy. It also provides a complete theoretical basis of the determinants of crude oil prices and the transmission channels of oil shocks to the economy. Moreover, using several up-to-date surveys and examples from the real world, this book gives insight into the empirical side of energy economics. The empirical studies offer explanations for the impact of monetary policy on crude oil prices in different periods including during the subprime mortgage crisis of 2008–2009, the impact of oil price variations on developed and emerging economies, the effectiveness of monetary policy in the Japanese economy incorporating energy prices, and the macroeconomic impacts of oil price movements in trade-linked cases. This must-know information on energy economics is presented in a reader-friendly format without being overloaded with excessive and complicated calculations. enUsed="false" QFormat="true" Name="Subtle Emphasis"/>
| Author | : Robert A. Amano |
| Publisher | : |
| Total Pages | : 42 |
| Release | : 1993 |
| Genre | : Foreign exchange rates |
| ISBN | : |
| Author | : Larry A. Sjaastad |
| Publisher | : |
| Total Pages | : 24 |
| Release | : 1995 |
| Genre | : Foreign exchange rates |
| ISBN | : 9780864224316 |
| Author | : Takatoshi Ito |
| Publisher | : University of Chicago Press |
| Total Pages | : 346 |
| Release | : 2011-03 |
| Genre | : Business & Economics |
| ISBN | : 0226386899 |
Fluctuations of commodity prices, most notably of oil, capture considerable attention and have been tied to important economic effects. This book advances our understanding of the consequences of these fluctuations, providing both general analysis and a particular focus on the countries of the Pacific Rim.
| Author | : International Monetary Fund |
| Publisher | : International Monetary Fund |
| Total Pages | : 132 |
| Release | : 2004-05-19 |
| Genre | : Business & Economics |
| ISBN | : 1498330282 |
| Author | : Bhaskar Bagchi |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 225 |
| Release | : 2016-11-01 |
| Genre | : Business & Economics |
| ISBN | : 1786355531 |
This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India.
