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The Myth of Comoving Commodity Prices Author info | Abstract | Publisher info | Download info | Related research | Statistics Paul Cashin
C. John McDermott
Alasdair Scott
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Paper provided by International Monetary Fund in its series IMF Working Papers with number
99/169.
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Date of creation: 01 Dec 1999Date of revision:
Handle: RePEc:imf:imfwpa:99/169Contact details of provider: Postal: International Monetary Fund, Washington, DC USA Phone: (202) 623-7000 Fax: (202) 623-4661 Email: Web page: http://www.imf.org/external/pubind.htm More information through EDIRC
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Pindyck, Robert S & Rotemberg, Julio J, 1990.
"The Excess Co-movement of Commodity Prices ,"
Economic Journal ,
Royal Economic Society, vol. 100(403), pages 1173-89, December.
[Downloadable!] (restricted)
Other versions:
Robert S. Pindyck & Julio J. Rotemberg, 1988.
"The Excess Co-Movement of Commodity Prices ,"
NBER Working Papers
2671, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Pindyck, Robert S. & Rotemberg, Julio., 1987.
"The excess co-movement of commodity prices ,"
Working papers
1969-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!] C John McDermott & Alasdair Scott, 1999.
"Concordance in business cycles ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/7, Reserve Bank of New Zealand.
[Downloadable!]
Other versions: Deb, Partha & Trivedi, Pravin K & Varangis, Panayotis, 1996.
"The Excess Co-movement of Commodity Prices Reconsidered ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 11(3), pages 275-91, May-June.
[Downloadable!] (restricted)
Eric Zivot & Donald W.K. Andrews, 1990.
"Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis ,"
Cowles Foundation Discussion Papers
944, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
Zivot, Eric & Andrews, Donald W K, 2002.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 20(1), pages 25-44, January.
Zivot, Eric & Andrews, Donald W K, 1992.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 10(3), pages 251-70, July.
Perron, Pierre, 1989.
"The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis ,"
Econometrica ,
Econometric Society, vol. 57(6), pages 1361-1401, November.
[Downloadable!] (restricted)
Other versions: Don Harding & Adrian Pagan, 1999.
"Dissecting the Cycle ,"
Melbourne Institute Working Paper Series
wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Paul Cashin & C John McDermott & Alasdair Scott, 1999.
"Booms and slumps in world commodity prices ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/8, Reserve Bank of New Zealand.
[Downloadable!]
Other versions:
Paul Cashin & C. John McDermott & Alasdair Scott, 1999.
"Booms and Slumps in World Commodity Prices ,"
IMF Working Papers
99/155, International Monetary Fund.
Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002.
"Booms and slumps in world commodity prices ,"
Journal of Development Economics ,
Elsevier, vol. 69(1), pages 277-296, October.
[Downloadable!] (restricted) Palaskas, Theodosios B. & Varangis, Panos N., 1991.
"Is there excess co-movement of primary commodity prices? A co-integration test ,"
Policy Research Working Paper Series
758, The World Bank.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Michael Webb, 2005.
"The conflicting impacts of export fluctuations and diversification programmes ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 14(3), pages 271-280, September.
[Downloadable!] (restricted)
Baffes, John & Gohou, Gaston, 2005.
"The co-movement between cotton and polyester prices ,"
Policy Research Working Paper Series
3534, The World Bank.
[Downloadable!]
Dehn, Jan, 2000.
"The effects on growth of commodity price uncertainty and shocks ,"
Policy Research Working Paper Series
2455, The World Bank.
[Downloadable!]
Sharon McCaw & C John McDermott, 2000.
"How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area ,"
Reserve Bank of New Zealand Bulletin ,
Reserve Bank of New Zealand, vol. 63, March.
[Downloadable!]
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