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A model of commodity prices after Sir Arthur Lewis

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Author Info
Angus Deaton (Princeton University)
Guy Laroque (INSEE, Paris)

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Abstract

We develop an idea from Arthur Lewis’ paper on unlimited supplies of labor to model the longrun behavior of the prices of primary commodity produced by poor countries. Commodity supply is assumed infinitely elastic in the long run, and the rate of growth of supply responds to the excess of the current price over the long run supply price. Demand is linked to the level of world income and to the price of the commodity, so that price is stationary around its supply price, and commodity supply and world income are cointegrated. The model is fitted to long-run historical data.

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File URL: http://www.princeton.edu/%7Erpds/downloads/deaton_laroque_commodity_sirarthurlewis.pdf
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Publisher Info
Paper provided by Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies. in its series Working Papers with number 201.

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Date of creation: Jun 2002
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Handle: RePEc:pri:rpdevs:201

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Related research
Keywords: Commodity prices Sir Arthur Lewis World income Cointegration

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Find related papers by JEL classification:
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
F1 - International Economics - - Trade
O1 - Economic Development, Technological Change, and Growth - - Economic Development

Cited by:
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  1. Matthias Basedau, 2005. "Context Matters – Rethinking the Resource Curse in Sub-Saharan Africa," GIGA Working Paper Series 01, GIGA German Institute of Global and Area Studies. [Downloadable!]
  2. Melisso Boschi & Luca Pieroni, 2008. "Aluminium market and the macroeconomy," Quaderni del Dipartimento di Economia, Finanza e Statistica 9602, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
  3. Jann Lay & Toman Omar Mahmoud, 2004. "Bananas, Oil, and Development: Examining the Resource Curse and Its Transmission Channels by Resource Type," Kiel Working Papers 1218, Kiel Institute for the World Economy. [Downloadable!]
  4. Matthias Basedau, 2005. "Context Matters – Rethinking the Resource Curse in Sub-Saharan Africa," Economic History 0508002, EconWPA. [Downloadable!]
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This page was last updated on 2008-8-19.


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