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What are metal prices like? Co-movement, price cycles and long-run trends
16 references·2 citing·44 second hop
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999The Band Pass Filter1,909 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1947Measuring Business Cycles1,481 cited
  • 2004Applied Time Series Econometrics1,200 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1999Commodity Prices and Growth in Africa636 cited
  • 2009Commodity prices, interest rates and the dollar544 cited
  • 2002Nonparametric tests for unit roots and cointegration454 cited
  • 2013Super Cycles of Commodity Prices Since the Mid-Nineteenth Century428 cited
  • 2006Synchronization of cycles406 cited
  • 2008The Effect of Monetary Policy on Real Commodity Prices398 cited
  • 2007Metal volatility in presence of oil and interest rate shocks350 cited
  • 1999Booms and Slumps in World Commodity Prices314 cited
  • 2002The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability

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Cited by

  • 2018The Impact of Electric Vehicle Demand and Battery Recycling on Price Dynamics of Lithium-Ion Battery Cathode Materials: A Vector Error Correction Model (VECM) Analysis88 cited
  • 2016Labour income effects of the recent “mining boom” in northern Sweden21 cited