The Commodity-Consumer Price Connection: Fact or Fable?

By S. Blomberg, Ethan S. Harris. 2007

207 citations recorded by the source corpus.

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Oil Prices, Exchange Rates and Emerging Stock Markets (2011, unknown): “Bloomberg and Harris (1995) find that, empirically the negative correlation between commodity prices and the US dollar increased after 1986.”
Commodity Prices, Money and Inflation (2007, background): “5 Surrey (1989), Boughton and Branson (1990, 1991), and Fuhrer and Moore (1992) are four other papers that have acknowledged the potential importance of monetary conditions to the relationship between commodity prices and consumer goods prices.”
Commodity Prices, Convenience Yields, and Inflation (2013, background): “Substituting the expression for Et sjt+n in (4) yields the ination equation”
Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis (2013, background): “Blomberg and Harris (1995) analyse the shortand long-run relationships between production and consumer prices, and show that PPI inflation did have predictive power in explaining CPI inflation. They also present evidence that commodities have either lost that power or, in some cases, are sending per”
Bayesian stochastic search for VAR model restrictions (2008, background): “Blomberg and Harris (1995) argued that the commodity market for crude materials is competitive when prices quickly respond to new information on future demand and supply.”