This study explores the impact of both conventional and unconventional monetary policies in
the US and the Euro area on the mean and volatility of certain commodity prices. The …

This paper proposes a simple but comprehensive structural vector autoregressive model to
examine the underlying factors of oil price dynamics. The distinguishing feature is to …

In a fully micro-founded New Keynesian framework, we characterize an analytical
relationship between average inflation and oil price volatility by solving the rational …

Статья посвящена исследованию степени чувствительности российской экономики к
экзогенным шокам со стороны внешнего сектора. Индикаторами динамики внешних …

This paper aims to examine the dynamic pass-through effect of oil price shocks on inflation
in OAPEC countries using quarterly data ranging from 1990: Q1 to 2022: Q4. The …

The article is devoted to the study of the degree of sensitivity of the Russian economy to
exogenous shocks from the external environment. Indicators of the dynamics of foreign …

The global financial and economic crisis of 2008 has raised several questions on the future
of central banking in general, and of monetary policy in particular. This paper focuses on …

This paper assesses the effects of a negative oil price shock on the real GDP and its
demand and supply components for nine Arab oil-exporting countries, namely, Algeria …

This thesis presents three studies related to liquidity, monetary policy, and the commodity
market. The first paper is an empirical study of the effect of the 2016 US Prime Money Market …

В статье анализируется монетарная политика в условиях экзогенных шоков внешнего
сектора. Используются официальные статистические данные за 2000—2018 годы …