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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: 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.

Date: 2021
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Working Paper: Commodity Prices in Empirical Research (2020) Downloads
Working Paper: Commodity Prices In Empirical Research (2019) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymchp:978-3-030-54252-8_8

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DOI: 10.1007/978-3-030-54252-8_8

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