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Investigating the Relationship between Gold and Silver Prices

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Author Info
Alvaro Escribano
Clive W.J. Granger

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Abstract

This paper analyzes the long-run relationship between gold and silver prices. The three main questions addressed are: the influence of a large bubble from 1979:9 to 1980:3 on the cointegration relationship, the extent to which by including error correction terms in a nonlinear way we can beat the random walk model out-of sample and, the existence of a strong simultaneous relationship between the rates of return of gold and silver. Different efficient single equation estimation techniques are required for each of the three questions and this is explained within a simple bivariate cointegrating system. With monthly data from 1971 to 1990, it is found that cointegration could have occurred during some periods and specially during the bubble and post-bubble period. However, dummy variables for the intercept of the long-run relationships are needed during the full sample. For the price of gold the nonlinear models perform better than the random walk in-sample and out-of sample. In-sample nonlinear models for the price of silver perform better than the random walk but this predictive capacity is lost out-of sample, mainly due to the structural change that occurs (reduction) in the variance of the out-of sample models. The in-sample and out-of sample predictive capacity of the nonlinear models is reduced when the variables are in logs. Clear and strong evidence is found for a simultaneous relationship between the rates of return of gold and silver. In the three type of relationships that we have analyzed between the prices of gold and silver, the dependence is less out-of sample, possibly meaning that the two markets are becoming separated.

* Department of Statistics and Econometrics, Universidad Carlos III de Madrid

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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 96-38.

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Date of creation: Nov 1996
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Handle: RePEc:cdl:ucsdec:96-38

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  1. Alvaro Escribano & Santiago Mira, 2001. "Nonlinear error correction models," Documentos de trabajo conjunto ULL-ULPGC 2001-03, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
  2. Akgiray, Vedat, et al, 1991. "Conditional Dependence in Precious Metal Prices," The Financial Review, Eastern Finance Association, vol. 26(3), pages 367-86, August.
  3. repec:cup:etheor:v:11:y:1995:i:3:p:530-36 is not listed on IDEAS
  4. Granger, C W J & Lee, T H, 1989. "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages S145-59, Supplemen. [Downloadable!] (restricted)
  5. Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-63, July.
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  1. Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Public Policy Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  2. Álvaro Escribano, 1999. "Predicción y análisis de funciones de exportación e importación en España," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 55-94, January. [Downloadable!]
  3. Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Economics and Finance Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  4. Gabriella Legrenzi & Costas Milas, 2006. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," Keele Economics Research Papers KERP 2006/16, Centre for Economic Research, Keele University. [Downloadable!]
  5. Gabriella Legrenzi & Costas Milas, 2004. "Non-linear adjustments in fiscal policy," City University Economics Discussion Papers 04/06, Department of Economics, City University, London. [Downloadable!]
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  6. Theo Panagiotidis & Mark J Holmes, 2005. "Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account," Money Macro and Finance (MMF) Research Group Conference 2005 29, Money Macro and Finance Research Group. [Downloadable!]
  7. Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  8. Minoas Koukouritakis, 2005. "EU Accession Effects on the Demand for Manufactures: the Case of Greece," Working Papers 0506, University of Crete, Department of Economics. [Downloadable!]
  9. Isabella Procidano & Margherita Gerolimetto & Silio Rigatti Luchini, 2006. "Dynamic cointegration and relevant vector machine: the relationship between gold and silver," Computing in Economics and Finance 2006 380, Society for Computational Economics. [Downloadable!]
  10. Felipe M. Aparicio & Alvaro Escribano, 2003. "Cointegration Tests Based On Record Counting Statistics," Statistics and Econometrics Working Papers ws036615, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  11. Brian M. Lucey & Edel Tully, 2006. "The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 47-53, January. [Downloadable!] (restricted)
  12. Gabriella Legrenzi, 2005. "Asymmetries in the Growth of Governments," Keele Economics Research Papers KERP 2005/03, Centre for Economic Research, Keele University. [Downloadable!]
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