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Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance

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  • Mahdavi, Saeid
  • Zhou, Su

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  • Mahdavi, Saeid & Zhou, Su, 1997. "Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance," Journal of Economics and Business, Elsevier, vol. 49(5), pages 475-489.
  • Handle: RePEc:eee:jebusi:v:49:y:1997:i:5:p:475-489
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    8. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
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    11. Pecchenino, R. A., 1992. "Commodity prices and the CPI: Cointegration, information, and signal extraction," International Journal of Forecasting, Elsevier, vol. 7(4), pages 493-500, March.
    12. Baillie, Richard T., 1989. "Commodity prices and aggregate inflation: Would a commodity price rule be worthwhile?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 185-240, January.
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