Modeling Fluctuations in the Global Demand for Commodities

Lutz Kilian and Xiaoqing Zhou

Staff Working Papers from Bank of Canada

Abstract: It is widely understood that the real price of globally traded commodities is determined by the forces of demand and supply. One of the main determinants of the real price of commodities is shifts in the demand for commodities associated with unexpected fluctuations in global real economic activity.

Keywords: Econometric and statistical methods; International topics (search for similar items in EconPapers)
JEL-codes: F4 F44 Q1 Q11 Q3 Q31 Q4 Q41 Q43 (search for similar items in EconPapers)
Pages: 66 pages
Date: 2018
New Economics Papers: this item is included in nep-agr and nep-int
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.34989/swp-2018-4 Abstract (text/html)
https://www.bankofcanada.ca/wp-content/uploads/2018/01/swp2018-4.pdf Full text (application/pdf)

Related works:
Journal Article: Modeling fluctuations in the global demand for commodities (2018)
Working Paper: Modeling Fluctuations in the Global Demand for Commodities (2017)
Working Paper: Modeling Fluctuations in the Global Demand for Commodities (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bca:bocawp:18-4

Access Statistics for this paper

More papers in Staff Working Papers from Bank of Canada 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada. Contact information at EDIRC.
Bibliographic data for series maintained by ().