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An empirical analysis of real commodity price trends: Aggregation, model selection and implications
10 references·4 citing·35 second hop
An empirical analysis of real commodity price trends: Aggregation, model selection and implications (1992)An empirical analysis of real commodity p…Long-run trends in 26 primary commodity prices (1992)Long-run trends in 26 primary…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Trends and Cycles in the Net Barter Terms of Trade: A New Approach (1989)Trends and Cycles in the Net …Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…Trends, cycles and asymmetries in the terms of trade of primary commodities from developed and less developed countries (1985)Trends, cycles and asymmetrie…The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures: A Comment and Some Additional Evidence (1985)The Statistical Debate on the…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Pitfalls in the use of Time as an Explanatory Variable in Regression (1983)Pitfalls in the use of Time a…Money, income, and sunspots: Measuring economic relationships and the effects of differencing (1978)Money, income, and sunspots: …The terms of trade for commodities since the mid-19thcentury (2010)The terms of trade for commod…The commodity terms of trade and their strategic implications for development (2004)The commodity terms of trade …Returning to an external debate: the terms of trade for commodities in the twentieth century (2003)Returning to an external deba…International Governance and Implications for Development Policy in Sub-Saharan Africa: A Review of Experience and Perspectives for the Future (1997)International Governance and …Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Political Economy of the Resource Curse (1999)Resource intensity, institutions, and development (2005)The Natural Resource Curse: A Survey (2010)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The economic development of Latin America and its principal problems (1950)The Distribution of Gains between Investing and Borrowing Countries (1975)Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows (1988)Natural resources: neither curse nor destiny (2007)The Prebisch-Singer Hypothesis: Four Centuries of Evidence (2010)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures (1980)Manufactured exports of developing countries and their terms of trade since 1965 (1991)A Theory of the Consumption Function (1960)Potential GNP: Its measurement and significance (1979)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Understanding spurious regressions in econometrics (1986)Short- Term Interest Rates as Predictors of Inflation (2021)Trends and random walks in macroeconmic time series (1982)Commodity Prices and Growth in Africa (1999)Estimation for Autoregressive Processes with Unit Roots (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Trends and Cycles in Macroeconomic Time Series (1985)Univariate detrending methods with stochastic trends (1986)Is public expenditure productive? (1989)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)
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References

  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1988Trends and random walks in macroeconomic time series2,454 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1986Unit Roots in Time Series Models: Tests and Implications460 cited
  • 1989Trends and Cycles in the Net Barter Terms of Trade: A New Approach257 cited
  • 1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing219 cited
  • 1992Long-run trends in 26 primary commodity prices216 cited
  • 1983Pitfalls in the use of Time as an Explanatory Variable in Regression204 cited
  • 1985The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures: A Comment and Some Additional Evidence177 cited
  • 1985Trends, cycles and asymmetries in the terms of trade of primary commodities from developed and less developed countries76 cited

Cited by

  • 2010The terms of trade for commodities since the mid-19thcentury74 cited
  • 2004The commodity terms of trade and their strategic implications for development20 cited
  • 2003Returning to an external debate: the terms of trade for commodities in the twentieth century13 cited
  • 1997International Governance and Implications for Development Policy in Sub-Saharan Africa: A Review of Experience and Perspectives for the Future

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1 cited