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Closing conference of the BIS CCA Research Network on "The commodity cycle: macroeconomic and financial stability implications"

18–19 August 2016 | Mexico City, Mexico

About this conference

Closing conference of the BIS CCA Research Network, hosted by the BIS Representative Office for the Americas, Mexico City, 18-19 August 2016.

Day 1 - 18 August

09:00 - 09:15

Enrique Alberola (Chief Representative, BIS Representative Office for the Americas)

09:15 - 11:15

Chair: Enrique Mendoza (University of Pennsylvania)

The correlation of oil and equity prices: the role of the zero lower bound

Deepa Datta, Benjamin Johannsen, Hannah Kwon and Robert Vigfusson (Federal Reserve Board of Governors) | Presentation

Discussant: Jing Cynthia Wu (University of Chicago) | Presentation

The predictive ability of commodity currencies volatility risk premium 

Jose Renato Haas Ornelas and Roberto Baltieri Mauad (Central Bank of Brazil) | Presentation

Discussant: Torben Andersen (Northwestern University) | Presentation

11:30 - 13:30

Chair: Marco Lombardi (Bank for International Settlements)

Business cycles in an oil economy

Drago Bergholt and Vegard Larsen (Bank of Norway) | Presentation

Discussant: Martin Uribe (Columbia University) | Presentation

Commodity price beliefs, financial frictions and business cycles

Jesus Bejarano, Franz Hamann, Enrique Mendoza and Diego Rodriguez (Bank of the Republic, Colombia) | Presentation

Discussant: Luis Catao (International Monetary Fund) | Presentation

15:15 - 17:15

Chair: Christian Upper (Bank for International Settlements)

The dynamics of investment projects: evidence from Peru

Rocio Gondo (Bank for International Settlements) and Marco Vega (Central Reserve Bank of Peru) | Presentation

Discussant: Apostolos Serletis (University of Calgary) | Presentation

Commodity prices, growth and productivity: a sectoral view

Claudia de la Huerta and Javier Garcia-Cicco (Central Bank of Chile) | Presentation

Discussant: Christiane Baumeister (University of Notre Dame) | Presentation

17:30 - 18:15

Macro policy responses to natural resource windfalls and the crash in commodity prices

Rick van der Ploeg (Professor of Economics, University of Oxford and Research Director, Oxford Centre for the Analysis of Resource Rich Economies) | Presentation

Day 2 - 19 August

09:00 - 11:00

Chair: Ramon Moreno (Bank for International Settlements)

Commodity price super-cycle: what lies ahead?

Bahattin Buyuksahin (Bank of Canada) | Presentation

Discussant: Yu-chin Chen (University of Washington) | Presentation

On the macroeconomics of commodity exporters: some empirical estimates

Emanuel Kohlscheen and Ricardo Sousa (Bank for International Settlements) | Presentation

Discussant: Eduardo Borensztein (Borensztein Consulting) | Presentation

11:20 - 12:20

Bernabe Lopez-Martin, Julio Leal, Andre Martinez Fritzscher (Central Bank of Mexico) | Paper, presentation

Discussant: Olivier Jeanne (John Hopkins University) | Presentation

12:20 - 12:50

Conclusions and follow up by Joshua Aizenman (University of Southern California) and Emanuel Kohlscheen (Bank for International Settlements)