Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Acknowledgments ix
4. Introduction 1
5. I. Forecasting Currencies with Commodity Prices
6. 1. Commodity Prices, Commodity Currencies, and Global Economic Developments 15
7. 2. The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets 47
8. II. Commodity Prices, the Terms of Trade, and Exchange Rates
9. 3. Identifying the Relationship between Trade and Exchange Rate Volatility 79
10. 4. The Consumption Terms of Trade and Commodity Prices 119
11. III. “Pass- Through” of Commodity Prices to the General Price Level
12. 5. Pass- Through of Oil Prices to Japanese Domestic Prices 155
13. 6. The Effects of Oil Price Changes on the Industry- Level Production and Prices in the United States and Japan 195
14. 7. Price Pass- Through, Household Expenditure, and Industrial Structure: The Case of Taiwan 237
15. IV. Macroeconomic Effects of Oil Prices
16. 8. Oil and Macroeconomy: The Case of Korea 263
17. 9. Oil Shocks in a DSGE Model for the Korean Economy 295
18. Contributors 325
19. Author Index 329
20. Subject Index 333