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Evidence for chaotic dependence between US inflation and commodity prices · Study

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ArticleEvidence for chaotic dependence between US inflation and commodity prices

Catherine Kyrtsou2006

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Articlegreen2006

Evidence for chaotic dependence between US inflation and commodity prices

Catherine Kyrtsou · Walter C. Labys

183 citations·0/0 files stored·Journal of Macroeconomics

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Market Dynamics and Volatility Monetary Policy and Economic Impact Economics of Agriculture and Food Markets

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References

1988Statistical analysis of cointegration vectors 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation 2005A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 2005A Note on the Hiemstra-Jones Test for Granger Non-causality 1997Nonparametric cointegration analysis 2000Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM 2005New Trends in Macroeconomics

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2014Factors determining energy consumption: Evidence from Indonesia, Malaysia and Thailand 2010Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model 2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?2017Dynamic linkages among the gold market, US dollar and crude oil market 2006Maximum entropy ensembles for time series inference in economics 2014Energy Consumption, Economic Growth and Financial Development: Exploring the Empirical Linkages for India

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Year2006

Typearticle

Published2006-01-06

VenueJournal of Macroeconomics

ISSN-L0164-0704

Languageen

Citations183

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.jmacro.2005.10.019

openalex_workW2013498446

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2011Commodity prices and inflation: Testing in the frequency domain

2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period