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The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability
16 references·16 citing·44 second hopsampled
The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (2002)The Long-Run Behavior of Commodity Prices…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Threshold Effects in the Relationship between Inflation and Growth (2001)Threshold Effects in the Rela…How Persistent Are Shocks to World Commodity Prices? (1999)How Persistent Are Shocks to …Commodity Prices and Growth in Africa (1999)Commodity Prices and Growth i…Detrending and business cycle facts (1998)Detrending and business cycle…International Commodity Prices, Macroeconomic Performance, and Politics in Sub-Saharan Africa (1995)International Commodity Price…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows (1988)Primary Commodity Prices, Man…Spurious Volatility in Historical Unemployment Data (1986)Spurious Volatility in Histor…Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures (1980)The Statistical Debate on the…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…Measuring Business Cycles (1947)Measuring Business CyclesThe influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles (2023)The influence of the Ukraine-…Historical energy price shocks and their changing effects on the economy (2016)Historical energy price shock…What are metal prices like? Co-movement, price cycles and long-run trends (2015)What are metal prices like? C…Short‐ and Long‐Run Determinants of Commodity Price Volatility (2013)Short‐ and Long‐Run Determina…From Boom to Bust: A Typology of Real Commodity Prices in the Long Run (2013)From Boom to Bust: A Typology…The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia (2011)The Welfare Impacts of Commod…Understanding world metals prices—Returns, volatility and diversification (2010)Understanding world metals pr…Understanding International Trade in Agricultural Products: One Hundred Years of Contributions by Agricultural Economists (2010)Understanding International T…Unit root properties of crude oil spot and futures prices (2008)Unit root properties of crude…The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (2008)The Commodity Terms of Trade,…Super Cycles in Real Metals Prices? (2008)Super Cycles in Real Metals P…Broadening the statistical search for metal price super cycles to steel and related metals (2008)Broadening the statistical se…A Short Note on Updating the Grilli and Yang Commodity Price Index (2007)A Short Note on Updating the …Colombian international trade from a physical perspective: Towards an ecological “Prebisch thesis” (2006)Colombian international trade…The Tactical and Strategic Value of Commodity Futures (2005)The Tactical and Strategic Va…The terms of trade for commodities in the twentieth century (2003)The terms of trade for commod…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? 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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1950The economic development of Latin America and its principal problems3,314 cited
  • 1975The Distribution of Gains between Investing and Borrowing Countries1,834 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1998Detrending and business cycle facts922 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 2001Threshold Effects in the Relationship between Inflation and Growth797 cited
  • 1988Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows642 cited
  • 1999Commodity Prices and Growth in Africa636 cited
  • 1986Spurious Volatility in Historical Unemployment Data315 cited
  • 1995International Commodity Prices, Macroeconomic Performance, and Politics in Sub-Saharan Africa292 cited
  • 1980The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures

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282 cited
  • 1999How Persistent Are Shocks to World Commodity Prices?271 cited
  • Cited by

    • 2011The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia247 cited
    • 2008Super Cycles in Real Metals Prices?236 cited
    • 2013From Boom to Bust: A Typology of Real Commodity Prices in the Long Run212 cited
    • 2007A Short Note on Updating the Grilli and Yang Commodity Price Index153 cited
    • 2016Historical energy price shocks and their changing effects on the economy142 cited
    • 2006Colombian international trade from a physical perspective: Towards an ecological “Prebisch thesis”133 cited
    • 2008Unit root properties of crude oil spot and futures prices133 cited
    • 2005The Tactical and Strategic Value of Commodity Futures130 cited
    • 2008The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach123 cited
    • 2013Short‐ and Long‐Run Determinants of Commodity Price Volatility105 cited
    • 2015What are metal prices like? Co-movement, price cycles and long-run trends94 cited
    • 2010Understanding International Trade in Agricultural Products: One Hundred Years of Contributions by Agricultural Economists93 cited
    • 2010Understanding world metals prices—Returns, volatility and diversification81 cited
    • 2003The terms of trade for commodities in the twentieth century76 cited
    • 2023The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles76 cited
    • 2008Broadening the statistical search for metal price super cycles to steel and related metals76 cited