The impact of forward guidance and large-scale asset purchase programs on commodity markets

DOI10.1515/SNDE-2021-0018MaRDI QIDQ6553221zbMATH OpenFDO

Authors Pedro Gomis-Porqueras, Shuddhasattwa Rafiq, Wenying Yao

Publication date 11 June 2024

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/SNDE-2021-0018

zbMATH Keywords

commodity priceimpulse response analysisunconventional monetary policy

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Breaking the panels: An application to the GDP per capita
• High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
• Inferring the rank of a matrix
• Local projection inference is simpler and more robust than you think
• Local projections and VARs estimate the same impulse responses
• The informational content of unconventional monetary policy on precious metal markets

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