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Commodity prices and the CPI: Cointegration, information, and signal extraction · Study

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ArticleCommodity prices and the CPI: Cointegration, information, and signal extraction

Rowena A. Pecchenino1992

Article1992

Commodity prices and the CPI: Cointegration, information, and signal extraction

Rowena A. Pecchenino

21 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Market Dynamics and Volatility

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References

1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1976Wage indexation: A macroeconomic approach 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW 1983Inflation: Causes and effects

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Year1992

Typearticle

Published1992-03-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations21

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0169-2070(92)90033-6

openalex_workW2018184669

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