China’s Monetary Policy and Commodity Prices

Shawkat Hammoudeh, Duc Khuong Nguyen and Ricardo Sousa

No 2014-298, Working Papers from Department of Research, Ipag Business School

Abstract: This paper examines the effects of the monetary policy of China on commodity prices. Using a Bayesian Structural VAR, we identify shocks to the interest rate as a price rule and to the monetary aggregate (M2) as a quantity rule, and then evaluate their

Keywords: monetary policy; commodity prices; Bayesian Structural VAR; China (search for similar items in EconPapers)
JEL-codes: E37 E52 (search for similar items in EconPapers)
Pages: 33 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-cba, nep-mac, nep-mon and nep-tra
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (16)

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