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Examining the CRB index as a leading indicator for US inflation

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  • Ram Acharya
  • Paul Gentle
  • Krishna Paudel

Abstract

This article analyses historical movements in the commodity futures market and its relationship to inflation. Specifically, the relationship between the Commodity Research Bureau (CRB) index and US inflation is investigated. The results show that the CRB index continues to be an effective early indicator of inflation. However, as the composition of the US economy changes, the CRB should continue to realign the index to maintain its long-term viability.

Suggested Citation

  • Ram Acharya & Paul Gentle & Krishna Paudel, 2010. "Examining the CRB index as a leading indicator for US inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1493-1496.
    • Handle: RePEc:taf:apeclt:v:17:y:2010:i:15:p:1493-1496
    DOI: 10.1080/13504850903049619
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    Cited by:

    1. Ye, Wuyi & Guo, Ranran & Jiang, Ying & Liu, Xiaoquan & Deschamps, Bruno, 2019. "Professional macroeconomic forecasts and Chinese commodity futures prices," Finance Research Letters, Elsevier, vol. 28(C), pages 130-136.
    2. Xiangyu Chen & Jittima Tongurai, 2021. "The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 527-561, December.

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