Commodity Prices in Empirical Research
Jean-François Carpantier ()
A chapter in Recent Econometric Techniques for Macroeconomic and Financial Data, 2021, pp 199-227 from Springer
Abstract Commodity prices are key ingredients in many economic theories. We pick three of them (Prebisch–Singer hypothesis, commodity currencies, financialization of commodity markets) and give a critical view on the empirical challenges faced by practitioners, including measurement inconsistencies, endogeneity concerns, time series properties, and empirical design.
References: Add references at CitEc
Citations: Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Working Paper: Commodity Prices in Empirical Research (2020)
Working Paper: Commodity Prices In Empirical Research (2019)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:spr:dymchp:978-3-030-54252-8_8
Ordering information: This item can be ordered from
Access Statistics for this chapter
More chapters in Dynamic Modeling and Econometrics in Economics and Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().