• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文学位 >The Effects of Commodities Disturbances on Open Economies
【24h】

The Effects of Commodities Disturbances on Open Economies

机译：商品扰动对开放经济的影响

获取原文
获取原文并翻译 | 示例
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

This dissertation investigates the effects of commodity disturbances on underlying economies. The analysis conducted in this dissertation comprises of two main themes. The first is investigating which commodity disturbances affect a country's GDP. I examine twenty three OECD countries and nineteen primary commodities in the energy, metal, food and timber sectors using a New Keynesian model that was estimated using the DSGE method. It was found the oil disturbances and to a lesser extend natural gas were the only commodity disturbances that affect a country's GDP. Also, it was found that a country's openness plays an important role in shaping the response to these shocks. The second theme expands on these findings by analyzing the effects of oil and gas disturbances on Trinidad and Tobago by asking (1) How long are the effects from oil and gas disturbances on the economy? (2) How do the long-run effects from oil and gas disturbances differ within the economy? VECM and SVEC methods were used, and the results show that the effects from an oil disturbance are larger in magnitude and duration when compared to a gas disturbance. In addition, the effects of oil and gas disturbances had opposite movements on Trinidad and Tobago's CPI, interest rate, and narrow money velocity, whereas both disturbances were positively correlated in regards to Trinidad and Tobago's output and effective real exchange rate in the long-run.
机译：本文研究了商品扰动对基础经济的影响。本文的分析主要包括两个主题。首先是调查哪些商品干扰会影响一个国家的GDP。我使用DSGE方法估算的新凯恩斯模型研究了23个经合组织国家和19个能源，金属，食品和木材部门的初级商品。人们发现，石油扰动和较小范围的天然气是唯一影响国家GDP的商品扰动。此外，还发现一个国家的开放性在塑造对这些冲击的反应中起着重要作用。第二个主题是通过询问以下问题，通过分析油气扰动对特立尼达和多巴哥的影响来扩展这些发现的：（1）油气扰动对经济有多长时间？ （2）经济中石油和天然气扰动的长期影响有何不同？使用了VECM和SVEC方法，结果表明，与气体扰动相比，石油扰动的影响在幅度和持续时间上更大。此外，油气扰动对特立尼达和多巴哥的CPI，利率和狭窄的货币速度产生相反的影响，而从长远来看，这两种扰动与特立尼达和多巴哥的产出和有效实际汇率成正相关。

著录项

  • 作者

    Whittaker, Richard.;

  • 作者单位

    Florida International University.;

  • 授予单位 Florida International University.;
  • 学科 Finance.;Economics.
  • 学位 Ph.D.
  • 年度 2017
  • 页码 127 p.
  • 总页数 127
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号