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Determinants of commodity prices

  • Luis E. Arango
  • Fernando Arias
  • Adriana Flórez

A panel of annual information between 1960 and 2006 for approximately 50 different commodity prices and some other variables and sources is used to tests the determinants of commodity prices. According to the evidence, interest rates seem to maintain a negative relationship with commodity prices.

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File URL: http://hdl.handle.net/10.1080/00036846.2010.500273
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Article provided by Taylor & Francis Journals in its journal Applied Economics.

Volume (Year): 44 (2012)
Issue (Month): 2 (January)
Pages: 135-145

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Handle: RePEc:taf:applec:44:y:2012:i:2:p:135-145
DOI: 10.1080/00036846.2010.500273
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References listed on IDEAS
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  1. Reinhart, Carmen & Borenzstein, Eduardo & Khan, Mohsin & Wickham, Peter, 1994. "The Behavior of Non-Oil Commodity Prices," MPRA Paper 8198, University Library of Munich, Germany.
  2. Reinhart, Carmen & Borensztein, Eduardo, 1994. "The determinants of commodity prices," MPRA Paper 13870, University Library of Munich, Germany.
  3. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 181-224, July-Dece.
  4. Maurice Obstfeld & Kenneth S. Rogoff, 1996. "Foundations of International Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262150476, March.
  5. Bloch, Harry & Sapsford, David, 1997. "Some estimates of Prebisch and Singer effects on the terms of trade between primary producers and manufacturers," World Development, Elsevier, vol. 25(11), pages 1873-1884, November.
  6. Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Oxford University Press, vol. 58(2), pages 277-297.
  7. Reinhart, Carmen, 1991. "Fiscal Policy, the Real Exchange Rate, and Commodity Prices," MPRA Paper 8197, University Library of Munich, Germany.
  8. Eduardo Borensztein & Carmen M. Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
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