Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?
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DOI: 10.22004/ag.econ.61721
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References listed on IDEAS
- Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-472, August.
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- Mohsen Bahmani-Oskooee, 1998. "Cointegration Approach to Estimate the Long-Run Trade Elasticities in LDCs," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 89-96.
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- Erten, Bilge & Ocampo, José Antonio, 2013.
"Super Cycles of Commodity Prices Since the Mid-Nineteenth Century,"
World Development, Elsevier, vol. 44(C), pages 14-30.
- Bilge Erten, 2012. "Super-cycles of commodity prices since the mid-ninteenth century," Working Papers 110, United Nations, Department of Economics and Social Affairs.
- Nelissa Jamora & Stephan von Cramon-Taubadel, 2017. "What World Price?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 39(3), pages 479-498.
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Keywords
Agricultural Finance; Financial Economics;Statistics
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