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Monetary Policy and Oil Prices in a Small Open Economy

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F26138077%3A_____%2F15%3A%230000700" target="_blank" >RIV/26138077:_____/15:#0000700 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Monetary Policy and Oil Prices in a Small Open Economy

  • Original language description

    This paper discusses the relationship between monetary policy and oil prices and, in a broader sense, commodity prices. Firstly, it focuses on describing the relationship between key macroeconomic variables relative to oil prices. Subsequently, it discusses the existence of transmission channels through which monetary policy can be propagated to oil prices. It then provides an insight into the central bank?s forecasting process, both by looking retrospectively at the oil price outlook in the past and byanalyzing a transitory and a permanent shock (a rise in the oil price of USD 30/b). The simulated oil price shock is calculated from the average level of Brent crude oil price in the first quarter of 2010, i.e. USD 77/b. Furthermore, we also simulated atransitory and permanent slump in the oil price by 20% from the average level of Brent crude oil price in the third quarter of 2014, i.e. USD 100/b.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA13-06229S" target="_blank" >GA13-06229S: The international transmission of shocks in the context of macro-financial linkages</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the International Conference on Global Business, Economics, Finance and Social Sciences

  • ISBN

    978-1-941505-22-9

  • ISSN

  • e-ISSN

  • Number of pages

    21

  • Pages from-to

    1-21

  • Publisher name

    Global Business Research Journals (GBRJ)

  • Place of publication

    Bangkok

  • Event location

    Bangkok

  • Event date

    Jan 1, 2015

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article