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Commodity Prices: Cyclical Weakness or Secular Decline?
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Commodity Prices: Cyclical Weakness or Secular Decline? (1994)Commodity Prices: Cyclical Weakness or Se…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The Prebisch-Singer Hypothesis: A Reappraisal Independent of Stationarity Hypotheses (1992)The Prebisch-Singer Hypothesi…Private Saving and Terms of Trade Shocks: Evidence from Developing Countries (1992)Private Saving and Terms of T…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Long-run trends in 26 primary commodity prices (1992)Long-run trends in 26 primary…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Commodity and Developing Country Terms of Trade: What Does the Long Run Show? (1991)Commodity and Developing Coun…Agricultural Trade Liberalization: Implications for Developing Countries (1990)Agricultural Trade Liberaliza…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows (1988)Primary Commodity Prices, Man…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles (2023)The influence of the Ukraine-…Corporate Policies with Permanent and Transitory Shocks (2016)Corporate Policies with Perma…Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks (2013)Testing the Prebisch-Singer H…A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile (2011)A Solution to Fiscal Procycli…Understanding world metals prices—Returns, volatility and diversification (2010)Understanding world metals pr…Determinants of Agricultural and Mineral Commodity Prices (2010)Determinants of Agricultural …A reexamination of trends in primary commodity prices (2010)A reexamination of trends in …Terms of trade and current account fluctuations: The Harberger–Laursen–Metzler effect revisited (2007)Terms of trade and current ac…On the prevalence of trends in primary commodity prices (2004)On the prevalence of trends i…Commodity Market Reform in Africa: Some Recent Experience (2003)Commodity Market Reform in Af…The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (2001)The Long-Run Behavior of Comm…Long-run prices of primary commodities and oil prices (2001)Long-run prices of primary co…STRUCTURAL BREAKS AND LONG-RUN TRENDS IN COMMODITY PRICES (1997)STRUCTURAL BREAKS AND LONG-RU…Private Investment and Endogenous Growth (1997)Private Investment and Endoge…The Macroeconomic Determinants of Commodity Prices (1994)The Macroeconomic Determinant…Export Instability and the External Balance in Developing Countries (1994)Export Instability and the Ex…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Expectations and Exchange Rate Dynamics (1976)Aggregate Dynamics and Staggered Contracts (1980)Empirical exchange rate models of the seventies (1983)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)Public debt and economic growth: Is there a causal effect? (2014)International Liquidity and Exchange Rate Dynamics * (2015)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Rational Expectations and the Theory of Price Movements (1961)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Common Stochastic Trends in a System of Exchange Rates (1989)The economic development of Latin America and its principal problems (1950)Capitalism, Socialism and Democracy (1997)Commodity Prices and Growth in Africa (1999)The Natural Resource Curse: A Survey (2010)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Flexible exchange rates as shock absorbers (2004)Global Current Account Imbalances and Exchange Rate Adjustments (2005)Home Bias in Open Economy Financial Macroeconomics (2013)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
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  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
  • 1988Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows642 cited
  • 1992Private Saving and Terms of Trade Shocks: Evidence from Developing Countries305 cited
  • 1992Long-run trends in 26 primary commodity prices211 cited
  • 1992The Prebisch-Singer Hypothesis: A Reappraisal Independent of Stationarity Hypotheses101 cited
  • 1991Commodity and Developing Country Terms of Trade: What Does the Long Run Show?94 cited
  • 1990Agricultural Trade Liberalization: Implications for Developing Countries

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Cited by

  • 1994The Macroeconomic Determinants of Commodity Prices202 cited
  • 2004On the prevalence of trends in primary commodity prices152 cited
  • 2011A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile148 cited
  • 2001The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability108 cited
  • 2010Determinants of Agricultural and Mineral Commodity Prices97 cited
  • 1997STRUCTURAL BREAKS AND LONG-RUN TRENDS IN COMMODITY PRICES94 cited
  • 1994Export Instability and the External Balance in Developing Countries88 cited
  • 1997Private Investment and Endogenous Growth86 cited
  • 2016Corporate Policies with Permanent and Transitory Shocks82 cited
  • 2010Understanding world metals prices—Returns, volatility and diversification81 cited
  • 2001Long-run prices of primary commodities and oil prices81 cited
  • 2010A reexamination of trends in primary commodity prices80 cited
  • 2023The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles76 cited
  • 2013Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks74 cited
  • 2003Commodity Market Reform in Africa: Some Recent Experience74 cited
  • 2007Terms of trade and current account fluctuations: The Harberger–Laursen–Metzler effect revisited52 cited