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Citations for "Booms and Slumps in World Commodity Prices"

by C. John McDermott & Paul Cashin & Alasdair Scott

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  1. Wixson, Sarah E. & Katchova, Ani L., 2012. "Price Asymmetric Relationships in Commodity and Energy Markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists 122553, European Association of Agricultural Economists.
  2. David M Gomez & Guillermo J Ortega & Benno Torgler & German Debat, 2011. "Co-movements in commodity prices: a note based on network analysis," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 274, School of Economics and Finance, Queensland University of Technology.
  3. Kenneth W Clements & Grace Gao, 2014. "A multi-market approach to measuring the cycle," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School WP1404, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  4. Papyrakis, Elissaios & Gerlagh, Reyer, 2007. "Resource abundance and economic growth in the United States," European Economic Review, Elsevier, Elsevier, vol. 51(4), pages 1011-1039, May.
  5. Norbert Fiess, 2004. "Chile's Fiscal Rule," Econometric Society 2004 Latin American Meetings, Econometric Society 348, Econometric Society.
  6. Cashin, Paul & Cespedes, Luis F. & Sahay, Ratna, 2004. "Commodity currencies and the real exchange rate," Journal of Development Economics, Elsevier, Elsevier, vol. 75(1), pages 239-268, October.
  7. Jemma Dridi & Maher Hasan, 2008. "The Impact of Oil-Related Incomeon the Equilibrium Real Exchange Rate in Syria," IMF Working Papers 08/196, International Monetary Fund.
  8. Skriner, Edith, 2007. "Forecasting Global Flows," Economics Series, Institute for Advanced Studies 214, Institute for Advanced Studies.
  9. de Nicola, Francesca & De Pace, Pierangelo & Hernandez, Manuel A., 2014. "Co-movement of major commodity price returns : time-series assessment," Policy Research Working Paper Series 6845, The World Bank.
  10. Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 18(1), pages 23-40, February.
  11. Roberts, Mark C., 2009. "Duration and characteristics of metal price cycles," Resources Policy, Elsevier, Elsevier, vol. 34(3), pages 87-102, September.
  12. Paul Cashin & C. John McDermott, 2001. "The Long-Run Behavior of Commodity Prices," IMF Working Papers 01/68, International Monetary Fund.
  13. Bouoiyour, Jamal & Selmi, Refk, 2013. "Commodity Price Uncertainty and Manufactured Exports in Morocco and Tunisia: Some Insights from a Novel GARCH Model," MPRA Paper 53412, University Library of Munich, Germany, revised Nov 2013.
  14. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series, The University of Melbourne 963, The University of Melbourne.
  15. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
  16. Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, Elsevier, vol. 11(1), pages 1-20, March.
  17. Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 29(1), pages 86-95.
  18. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(5), pages 1052-1072, May.
  19. Forbes, Kristin J., 2002. "Cheap labor meets costly capital: the impact of devaluations on commodity firms," Journal of Development Economics, Elsevier, Elsevier, vol. 69(2), pages 335-365, December.
  20. Pierre-Richard Agenor & Joshua Aizenman, 2000. "Savings and the Terms of Trade Under Borrowing Constraints," NBER Working Papers 7743, National Bureau of Economic Research, Inc.
  21. Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers 2011-33, School of Economics and Management, University of Aarhus.
  22. Reitz, Stefan & Slopek, Ulf Dieter, 2008. "Nonlinear oil price dynamics: a tale of heterogeneous speculators?," Discussion Paper Series 1: Economic Studies 2008,10, Deutsche Bundesbank, Research Centre.
  23. Moledina, Amyaz A. & Roe, Terry L. & Shane, Mathew, 2004. "Measuring Commodity Price Volatility And The Welfare Consequences Of Eliminating Volatility," 2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 19963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  24. Benedict F. W. Bingham & James Daniel & Giulio Federico, 2001. "Domestic Petroleum Price Smoothing in Developing and Transition Countries," IMF Working Papers 01/75, International Monetary Fund.
  25. Cristian Wieland & Frank Westerhoff, 2004. "A behavioral cobweb model with heterogeneous speculators," Computing in Economics and Finance 2004, Society for Computational Economics 171, Society for Computational Economics.
  26. Souleymane DIARRA, 2012. "Effets des Chocs de Produits de Base sur la Mobilisation des Recettes Publiques dans les Pays d'Afrique Sub-saharienne," Working Papers, HAL halshs-00658482, HAL.
  27. Kiemen, Anna & Beuchelt, Tina, 2010. "Certification as an upgrading strategy for small-scale farmers and their cooperatives : a value chain analysis for Nicaraguan coffee," Research in Development Economics and Policy (Discussion Paper Series), Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics 122652, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
  28. Jamal Bouoiyour & Refk Selmi, 2014. "Commodity price uncertainty and manufactured exports in Morocco and Tunisia: Some insights from a novel GARCH model," Economics Bulletin, AccessEcon, vol. 34(1), pages 220-233.
  29. Arango, Santiago & Moxnes, Erling, 2012. "Commodity cycles, a function of market complexity? Extending the cobweb experiment," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 84(1), pages 321-334.
  30. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2013. "Using Common Features to Understand the Behavior of Metal-Commodity Prices and Forecast them at Different Horizons," Economics Working Papers (Ensaios Economicos da EPGE) 744, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  31. Sindzingre, Alice, 2005. "Explaining Threshold Effects of Globalization on Poverty: An Institutional Perspective," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) RP2005/53, World Institute for Development Economic Research (UNU-WIDER).
  32. Beuchelt, Tina & Zeller, Manfred & Oberthur, Thomas, 2009. "Justified hopes or utopian thinking? The suitability of coffee certification schemes as a business model for small-scale producers," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists 51717, International Association of Agricultural Economists.
  33. Samuel Guerineau & Hélène Ehrhart, 2012. "The impact of high and volatile commodity prices on public finances: Evidence from developing countries," Working Papers, HAL halshs-00659100, HAL.
  34. Ubilava, David, 2014. "International Wheat Price Responses to ENSO Shocks: Modelling Transmissions Using Smooth Transitions," Working Papers, University of Sydney, School of Economics 2014-06, University of Sydney, School of Economics.
  35. Viv B. Hall & C. John McDermott, 2007. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Papers in Regional Science, Wiley Blackwell, Wiley Blackwell, vol. 86(2), pages 167-191, 06.
  36. Carlos Coimbra & Paulo Soares Esteves, 2004. "Oil prices assumptions in macroeconomic forecasts: should we follow futures market expectations?," Working Papers, Banco de Portugal, Economics and Research Department w200404, Banco de Portugal, Economics and Research Department.
  37. Viv B. Hall & John McDermott, 2006. "The Ups and Downs of New Zealand House Prices," Working Papers, Motu Economic and Public Policy Research 06_03, Motu Economic and Public Policy Research.
  38. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "The myth of co-moving commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/9, Reserve Bank of New Zealand.
  39. Dieci, Roberto & Westerhoff, Frank, 2010. "Interacting cobweb markets," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 75(3), pages 461-481, September.
  40. Nazlioglu, Saban & Soytas, Ugur, 2011. "World oil prices and agricultural commodity prices: Evidence from an emerging market," Energy Economics, Elsevier, Elsevier, vol. 33(3), pages 488-496, May.
  41. Hélène Ehrhart & Samuel Guerineau, 2012. "Commodity price volatility and Tax revenues: Evidence from developing countries," Working Papers, HAL halshs-00658210, HAL.
  42. Adrian Pagan, 2005. "Some Econometric Analysis Of Constructed Binary Time Series," CAMA Working Papers 2005-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  43. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2011. "Primary commodity prices : co-movements, common factors and fundamentals," Policy Research Working Paper Series 5578, The World Bank.
  44. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, . "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
  45. Andaleeb Rahman, 2012. "Characterizing food prices in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-022, Indira Gandhi Institute of Development Research, Mumbai, India.
  46. Kriechbaumer, Thomas & Angus, Andrew & Parsons, David & Rivas Casado, Monica, 2014. "An improved wavelet–ARIMA approach for forecasting metal prices," Resources Policy, Elsevier, Elsevier, vol. 39(C), pages 32-41.
  47. Akiyama, Takamasa & Baffes, John & Larson, Donald F. & Varangis, Panos, 2003. "Commodity market reform in Africa: some recent experience," Economic Systems, Elsevier, Elsevier, vol. 27(1), pages 83-115, March.
  48. C. John McDermott & Alasdair Scott, 2000. "Concordance in Business Cycles," IMF Working Papers 00/37, International Monetary Fund.
  49. Fu, Xiaolan & Kaplinsky, Raphael & Zhang, Jing, 2012. "The Impact of China on Low and Middle Income Countries’ Export Prices in Industrial-Country Markets," World Development, Elsevier, Elsevier, vol. 40(8), pages 1483-1496.
  50. Alexandros SARRIS, 2014. "Options for Developing Countries to Deal with Global Food Commodity Market Volatility," Working Papers, FERDI P98, FERDI.
  51. Samuel Guerineau & Hélène Ehrhart, 2012. "The impact of high and volatile commodity prices on public finances: Evidence from developing countries," Working Papers, HAL halshs-00659098, HAL.
  52. Emmanuel MOUSSONE, 2010. "Insertion des pays de la zone franc africaine dans le commerce mondial : étude d’une spécialisation appauvrissante et le problème du financement de l’économie (Insertion of the African Franc Z," Working Papers, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation 231, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
  53. Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series, National Centre for Econometric Research 1, National Centre for Econometric Research.
  54. Edith Skriner, 2008. "Forecasting Global Flows," FIW Working Paper series, FIW 009, FIW.
  55. Pustov, Alexander & Malanichev, Alexander & Khobotilov, Ilya, 2013. "Long-term iron ore price modeling: Marginal costs vs. incentive price," Resources Policy, Elsevier, Elsevier, vol. 38(4), pages 558-567.
  56. Elissaios Papyrakis, 2007. "A Development Curse: Formal vs. Informal Activities in Resource-Dependent Economies," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade c012_027, DEGIT, Dynamics, Economic Growth, and International Trade.
  57. Ramirez, Francisco A., 2009. "Perturbaciones Internacionales y Fluctuaciones del Producto Interno Bruto en una Economía en Desarrollo: Evidencia de República Dominicana para el Período 1998-2008
    [International Shocks and GDP
    ," MPRA Paper 38987, University Library of Munich, Germany.
  58. Paul Cashin & Sam Ouliaris, 2004. "Key Features of Australian Business Cycles," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 43(1), pages 39-58, 03.
  59. International Monetary Fund, 2009. "Commodity Terms of Trade," IMF Working Papers 09/205, International Monetary Fund.
  60. Westerhoff, Frank & Wieland, Cristian, 2010. "A behavioral cobweb-like commodity market model with heterogeneous speculators," Economic Modelling, Elsevier, Elsevier, vol. 27(5), pages 1136-1143, September.
  61. Abdur R. Chowdhury, 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," Macroeconomics, EconWPA 0303006, EconWPA.
  62. Phil Briggs & Carly Harker & Tim Ng & Aidan Yao, 2011. "Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors," Reserve Bank of New Zealand Discussion Paper Series DP2011/02, Reserve Bank of New Zealand.
  63. Philip Borkin, 2006. "Past, Present and Future Developments in New Zealand’s Terms of Trade," Treasury Working Paper Series 06/09, New Zealand Treasury.
  64. Gabriel Srour, 2004. "Economic Integration, Sectoral Diversification, and Exchange Rate Policy in a Developing Economy," IMF Working Papers 04/60, International Monetary Fund.
  65. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
  66. Abdur R. Chowdhury, 2003. "Private Savings In Transition Economies: Are There Terms Of Trade Shocks?," William Davidson Institute Working Papers Series 2003-572, William Davidson Institute at the University of Michigan.
  67. Sèna Kimm Gnangnon, 2012. "An analysis of duration dependence of government revenue expansions and contractions in Developing Countries," Working Papers, HAL halshs-00722083, HAL.
  68. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 04/136, International Monetary Fund.
  69. Sanidas, Elias, 2005. "The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp05-29, School of Economics, University of Wollongong, NSW, Australia.
  70. Chowdhury, Abdur R., 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 3/2003, Bank of Finland, Institute for Economies in Transition.
  71. Gabriel Srour, 2006. "The Implications of Trade Barriers for Sectoral Diversification and Macroeconomic Stability in Developing Economies," IMF Working Papers 06/50, International Monetary Fund.
  72. James Daniel, 2001. "Hedging Government Oil Price Risk," IMF Working Papers 01/185, International Monetary Fund.
  73. Alexandros SARRIS, 2014. "Options for Developing Countries to Deal with Global Food Commodity Market Volatility," Working Papers, FERDI P98, FERDI.
  74. David A Reichsfeld & Shaun K. Roache, 2011. "Do Commodity Futures Help Forecast Spot Prices?," IMF Working Papers 11/254, International Monetary Fund.
  75. Arango, Santiago & Larsen, Erik, 2011. "Cycles in deregulated electricity markets: Empirical evidence from two decades," Energy Policy, Elsevier, Elsevier, vol. 39(5), pages 2457-2466, May.
  76. Serge Calabre, 2003. "La dynamique des prix et des marchés de matières premières : analyses univariées versus faits stylisés analytiques," Mondes en développement, De Boeck Université, De Boeck Université, vol. 122(2), pages 21-35.