Examining the CRB index as a leading indicator for US inflation
Ram Acharya,
Paul Gentle and
Krishna Paudel
Applied Economics Letters, 2010, vol. 17, issue 15, 1493-1496
Abstract:
This article analyses historical movements in the commodity futures market and its relationship to inflation. Specifically, the relationship between the Commodity Research Bureau (CRB) index and US inflation is investigated. The results show that the CRB index continues to be an effective early indicator of inflation. However, as the composition of the US economy changes, the CRB should continue to realign the index to maintain its long-term viability.
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:17:y:2010:i:15:p:1493-1496
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DOI: 10.1080/13504850903049619
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