Inflationary Effects of Oil Price Fluctuations in the United States and Canada
Metadata Field | Value | Language |
---|---|---|
dc.contributor.advisor | Kim, Hyeongwoo | |
dc.contributor.advisor | Jackson, John | |
dc.contributor.advisor | Beil, Richard | |
dc.contributor.author | Vick, Christopher | |
dc.date.accessioned | 2011-04-18T19:29:54Z | |
dc.date.available | 2011-04-18T19:29:54Z | |
dc.date.issued | 2011-04-18 | |
dc.identifier.uri | http://hdl.handle.net/10415/2538 | |
dc.description.abstract | The goal of this thesis is to investigate the inflationary effects of shocks in oil prices with a specific interest in commodity currency markets. The model includes a comparison between the United States and Canada. The individual effects of exchange rate, Consumer Price Index, Gross Domestic Product and oil price are observed. The study employs a structural vector autoregressive process (SVAR) that returns impulse response functions and variance decomposition analysis using a Sims choleski decomposition. The model is used to provide a comparison between the two countries and investigates possible explanations for differences such as exchange rate pass through. A preview into the findings indicates a significant difference in inflationary response between the two countries with incomplete findings for a possible explanation for this result. | en_US |
dc.rights | EMBARGO_NOT_AUBURN | en_US |
dc.subject | Economics | en_US |
dc.title | Inflationary Effects of Oil Price Fluctuations in the United States and Canada | en_US |
dc.type | thesis | en_US |
dc.embargo.length | NO_RESTRICTION | en_US |
dc.embargo.status | NOT_EMBARGOED | en_US |