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Metal prices and the business cycle
16 references·6 citing·34 second hop
Metal prices and the business cycle (1999)Metal prices and the business cycleThe excess co-movement of commodity prices reconsidered (1996)The excess co-movement of com…The Macroeconomic Determinants of Commodity Prices (1994)The Macroeconomic Determinant…Leading economic indicators: new approaches and forecasting records (1991)Leading economic indicators: …Leading Economic Indicators (1991)Leading Economic IndicatorsA probability model of the coincident economic indicators (1991)A probability model of the co…The Excess Co-Movement of Commodity Prices (1990)The Excess Co-Movement of Com…Testing for Common Trends (1988)Testing for Common TrendsTesting for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Business Cycles and the Behavior of Metals Prices (1988)Business Cycles and the Behav…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative (1985)Testing for Regression Coeffi…Business cycles, inflation, and forecasting (1983)Business cycles, inflation, a…Price of oil and world inflation and recession (1981)Price of oil and world inflat…Latent Variables in Socio-Economic Models. (1978)Latent Variables in Socio-Eco…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Estimating the connectedness of commodity futures using a network approach (2019)Estimating the connectedness …Déterminants macroéconomiques du prix du vin (2018)Déterminants macroéconomiques…What are metal prices like? Co-movement, price cycles and long-run trends (2015)What are metal prices like? C…Understanding world metals prices—Returns, volatility and diversification (2010)Understanding world metals pr…Econometric modelling of non‐ferrous metal prices (2004)Econometric modelling of non‐…The existence of metal price cycles (1998)The existence of metal price …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Futures Trading and the Storage of Cotton and Wheat (1958)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)BUBBLES AND FADS IN ASSET PRICES (1989)Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (1995)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008)The effects of oil price shocks on the Iranian economy (2008)Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Chapter 22 Panel data (1984)Does Increasing Women's Schooling Raise the Schooling of the Next Generation? (2002)On exploratory factor analysis: A review of recent evidence, an assessment of current practice, and recommendations for future use (2013)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Oil prices, exchange rates and emerging stock markets (2011)Financialization, crisis and commodity correlation dynamics (2012)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)The power problems of unit root test in time series with autoregressive errors (1992)The J-Curve: a literature review (2004)The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? (2007)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1988Testing for Common Trends1,894 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 1978Latent Variables in Socio-Economic Models.616 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1988Business Cycles and the Behavior of Metals Prices447 cited
  • 1981Price of oil and world inflation and recession444 cited
  • 1988Testing for Common Trends428 cited
  • 1991Leading Economic Indicators217 cited
  • 1994The Macroeconomic Determinants of Commodity Prices202 cited
  • 1983Business cycles, inflation, and forecasting199 cited
  • 1991Leading economic indicators: new approaches and forecasting records153 cited
  • 1996The excess co-movement of commodity prices reconsidered114 cited
  • 1985Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative

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97 cited

Cited by

  • 2015What are metal prices like? Co-movement, price cycles and long-run trends94 cited
  • 2010Understanding world metals prices—Returns, volatility and diversification81 cited
  • 2004Econometric modelling of non‐ferrous metal prices80 cited
  • 2019Estimating the connectedness of commodity futures using a network approach70 cited
  • 1998The existence of metal price cycles69 cited
  • 2018Déterminants macroéconomiques du prix du vin0 cited