Commodity prices, commodity currencies, and global economic developments
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- Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.
- Pesenti, Paolo & Groen, Jan J. J., 2010. "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers 7689, C.E.P.R. Discussion Papers.
- Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
- Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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More about this item
Keywords
Forecasting; Commodity exchanges; Regression analysis; Foreign exchange rates; Commodity futures;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-09-26 (Central Banking)
- NEP-FOR-2009-09-26 (Forecasting)
- NEP-IFN-2009-09-26 (International Finance)
- NEP-OPM-2009-09-26 (Open Economy Macroeconomics)
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