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Relative Commodity Prices and Cointegration
12 references·5 citing·32 second hop
Relative Commodity Prices and Cointegration (1989)Relative Commodity Prices and Cointegrati…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows (1988)Primary Commodity Prices, Man…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures: A Comment and Some Additional Evidence (1985)The Statistical Debate on the…TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS (1983)TIME SERIES ANALYSIS OF ERROR…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures (1980)The Statistical Debate on the…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…The Distribution of Gains between Investing and Borrowing Countries (1975)The Distribution of Gains bet…The economic development of Latin America and its principal problems (1950)The economic development of L…The commodity terms of trade and their strategic implications for development (2004)The commodity terms of trade …Long-run prices of primary commodities and oil prices (2001)Long-run prices of primary co…The Convergence Hypothesis: History, Theory, and Evidence (1998)The Convergence Hypothesis: H…Long-run trends in 26 primary commodity prices (1992)Long-run trends in 26 primary…Commodity and Manufactures Prices in the Long Run (1991)Commodity and Manufactures Pr…Time Series Analysis, Forecasting and Control. (1971)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)Multiple Time Series Regression with Integrated Processes (1986)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Macroeconomics and Reality (1980)In Search of Complementarity in Innovation Strategy: Internal R&D and External Knowledge Acquisition (2006)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Book Review: Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Capitalism, Socialism and Democracy (1997)Facts and Fantasies about Commodity Futures (2006)The Natural Resource Curse: A Survey (2010)On the Principles of Political Economy, and Taxation (2014)THE POWER OF COINTEGRATION TESTS (1992)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tie Series Analysis, Forecasting, and Control (1995)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)The Political Economy of the Resource Curse (1999)The Theory of Economic Development (2016)Three frames for innovation policy: R&D, systems of innovation and transformative change (2018)Coloniality of Power, Eurocentrism, and Latin America (2008)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1950The economic development of Latin America and its principal problems3,314 cited
  • 1981Some properties of time series data and their use in econometric model specification2,450 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1975The Distribution of Gains between Investing and Borrowing Countries1,843 cited
  • 1988Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows642 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England438 cited
  • 1983TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS331 cited
  • 1980The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures282 cited
  • 1985The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures: A Comment and Some Additional Evidence177 cited

Cited by

  • 1992Long-run trends in 26 primary commodity prices216 cited

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  • 2001Long-run prices of primary commodities and oil prices81 cited
  • 1998The Convergence Hypothesis: History, Theory, and Evidence80 cited
  • 2004The commodity terms of trade and their strategic implications for development20 cited
  • 1991Commodity and Manufactures Prices in the Long Run9 cited