1.

Record Nr.

UNINA9910461976203321

Autore

Gelos Gaston

Titolo

Inflation responses to commodity price shocks [[electronic resource] ] : how and why do countries differ? / / prepared by Gaston Gelos and Yulia Ustyugova

Pubbl/distr/stampa

Washington, DC, : International Monetary Fund, 2012

ISBN

1-4755-2354-8

1-4755-5175-4

Descrizione fisica

1 online resource (33 p.)

Collana

IMF working paper ; ; 12/225

Altri autori (Persone)

UstyugovaYulia

Soggetti

Commodity control

Inflation (Finance)

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

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

Sommario/riassunto

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 intensities, and pre-existing inflation levels were more prone to experience sustained inflationary effects from commodity price shocks. Countries with more independent central banks and higher governance scores seem to have contained the



impact of these shocks better. The effect of the presence of inflation