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The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability
16 references·6 citing·49 second hop
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1950The economic development of Latin America and its principal problems3,314 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 1975The Distribution of Gains between Investing and Borrowing Countries1,834 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1998Detrending and business cycle facts922 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 2001Threshold Effects in the Relationship between Inflation and Growth797 cited
  • 1999Commodity Prices and Growth in Africa636 cited
  • 1986Spurious Volatility in Historical Unemployment Data315 cited
  • 1999Booms and Slumps in World Commodity Prices314 cited
  • 1995International Commodity Prices, Macroeconomic Performance, and Politics in Sub-Saharan Africa292 cited
  • 1999How Persistent Are Shocks to World Commodity Prices?271 cited

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  • 1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy258 cited
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    • 2010The terms of trade for commodities since the mid-19thcentury74 cited
    • 2006Commodity Prices and the Dynamics of Inflation in Commodity‐Exporting Nations: Evidence from Australia and Canada*23 cited
    • 2015Trends and cycles in historical gold and silver prices22 cited
    • 2012THE IMPACT OF THE 2008–2009 CRISIS ON COMMODITY‐DEPENDENT LOW‐INCOME AFRICAN COUNTRIES: CONFIRMING THE RELEVANCE OF THE CONCEPT OF POVERTY TRAP?22 cited
    • 2005The rise and decline of rent-seeking activity in the Brazilian coffee sector: Lessons from the imposition and removal of coffee export quotas19 cited
    • 2004IMF Macroeconomic Research on Low-Income Countries1 cited