How important are common factors in driving non-fuel commodity prices? A dynamic factor analysis
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More about this item
Keywordscommodity prices; dynamic factor; Kalman filter;
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F00 - International Economics - - General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-08 (All new papers)
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