Primary commodity prices: Co-movements, common factors and fundamentals
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DOI: 10.1016/j.jdeveco.2012.09.002
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- 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.
- Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Primary commodity prices: co-movements, common factors and fundamentals," Working Papers 2010_27, Business School - Economics, University of Glasgow.
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More about this item
Keywords
Commodity prices; Panel estimation; Factor models;All these keywords.
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F00 - International Economics - - General - - - General
Statistics
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