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Análisis de Causalidad y Pronóstico del Precio del Cobre: Una Aplicación de las Técnicas de Box y Jenkins

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  • Felipe Morandé

Abstract

The purpose of this paper is to find an efficient form to forecast the copper price at the London Metal Exchange, using both the evolution of the price and the evolution of the series related to the copper price path. The most developed technique in this

Suggested Citation

  • Felipe Morandé, 1979. "Análisis de Causalidad y Pronóstico del Precio del Cobre: Una Aplicación de las Técnicas de Box y Jenkins," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 16(47), pages 77-112.
    • Handle: RePEc:ioe:cuadec:v:16:y:1979:i:47:p:77-112
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    1. F. M. Fisher & P. H. Cootner, 1971. "An Econometric Model of the World Copper Industry," Working papers 70, Massachusetts Institute of Technology (MIT), Department of Economics.
    2. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
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