When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yoon, Gawon, 2015. "Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach," Economic Modelling, Elsevier, vol. 45(C), pages 136-141.
- Winkelried, Diego, 2016.
"Piecewise linear trends and cycles in primary commodity prices,"
Journal of International Money and Finance,
Elsevier, vol. 64(C), pages 196-213.
- Winkelried, Diego, 2015. "Piecewise linear trends and cycles in primary commodity prices," Working Papers 2015-012, Banco Central de Reserva del Perú.
- Yamada Hiroshi & Yoon Gawon, 2016. "Selecting the tuning parameter of the ℓ1 trend filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(1), pages 97-105, February.
- Yves Jégourel, 2017. "Tendances et cyclicité du prix des matières premières (partie 1) : le débat sur l’hypothèse de Prebisch-Singer," Policy notes & Policy briefs 1729, OCP Policy Center.
More about this item
KeywordsPrebisch–Singer hypothesis; Primary commodity prices; ℓ1 Trend filtering; Piecewise linear trends;
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- F1 - International Economics - - Trade
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