Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Commodity Price Shocks"”.
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Commodity price shocks and international finance
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1989.
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Essays on Commodity Price Shocks, Bank Risk and Market Volatility Forecasting
… factor model that estimates the effects of commodity price shocks on the Canadian macroeconomy, bank lending and bank risk. Unlike most literature treating commodity price changes as exogenous, I identify global structural shocks driving real commodity prices and find that global demand and …
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Heterogeneous Effects of Commodity Price Shocks on Inflation Rates. Evidence from a Panel Study.
<p>Do commodity price shocks have heterogeneous effect on countries based on their export and import profiles? I address this question through a panel study of 142 countries using Export and Import Indexes aimed at differentiating the retail pass-through and fiscal balance channel of transmission …
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Essays on international macroeconomics
This thesis examines the impact of terms of trade shocks on commodity-exporting small, open economies. The first chapter examines whether households, firms and policymakers in these economies can distinguish between temporary and permanent commodity price shocks. I find that they are largely unable …
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Different Aspects of Market Liquidity
… Amihud (2002) illiquidity measure as a proxy for price-impact, the bid-ask spread as a transaction cost measure of liquidity, and the individual investor sentiment spread and the Baker and Wurgler (2006) sentiment index to represent investor sentiment. Analysing NYSE stocks from 1994 to 2015 over …
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Essays on international macroeconomics
… the consequences of changes in the volatility of commodity price shocks on commodity exporters. We first demonstrate the existence of time-varying volatility in the terms of trade of a selection of commodity-exporting small open economies. We then show empirically that increases in terms of trade …
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A spatial analysis of Illinois agricultural cash rents
Following the commodity price shocks in 2007, anecdotal evidence shows that tenant farmers experienced large increases in cropland rental rates and input prices. However, it is unclear how residual profits (crop revenue less non-land costs) resulting from the price increases within this sector (if …