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How Persistent Are Shocks to World Commodity Prices?
16 references·16 citing·37 second hopsampled
How Persistent Are Shocks to World Commodity Prices? (1999)How Persistent Are Shocks to World Commod…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Booms and Slumps in World Commodity Prices (1999)Booms and Slumps in World Com…Approximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (1993)Exactly Median-Unbiased Estim…Integration Versus Trend Stationary in Time Series (1992)Integration Versus Trend Stat…Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series (1991)Confidence intervals for the …On The Behavior of Commodity Prices (1990)On The Behavior of Commodity …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…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…Prices, profit margins, and exchange rates (1986)Prices, profit margins, and e…Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…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…Commodity Trade Matters (2018)Commodity Trade MattersThe Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability (2017)The Role of El Niño Southern …Volatility persistence in metal returns: A FIGARCH approach (2012)Volatility persistence in met…Primary commodity prices: Co-movements, common factors and fundamentals (2012)Primary commodity prices: Co-…Economic Shocks and Civil Conflict: A Comment (2011)Economic Shocks and Civil Con…What Explains the Rise in Food Price Volatility? (2010)What Explains the Rise in Foo…Trends in world energy prices (2010)Trends in world energy pricesCoffee Boom, Coffee Bust and Smallholder Response in Vietnam’s Central Highlands (2007)Coffee Boom, Coffee Bust and …On the costs of food price fluctuations in low-income countries (2006)On the costs of food price fl…The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (2002)The Long-Run Behavior of Comm…Prebisch-Singer Redux (2002)Prebisch-Singer ReduxThe Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (2001)The Long-Run Behavior of Comm…The Long-Run Behavior of Commodity Prices (2001)The Long-Run Behavior of Comm…The Effects on Growth of Commodity Price Uncertainty and Shocks (2000)The Effects on Growth of Comm…Commodity Price Uncertainty in Developing Countries (2000)Commodity Price Uncertainty i…Booms and Slumps in World Commodity Prices (1999)Booms and Slumps in World Com…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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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The role of industrialization and urbanization in Tunisia (2011)How urbanization affects CO 2 emissions in Malaysia? The application of STIRPAT model (2016)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)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 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
  • 1950The economic development of Latin America and its principal problems3,314 cited
  • 1975The Distribution of Gains between Investing and Borrowing Countries1,834 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 1988Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows642 cited
  • 1992Integration Versus Trend Stationary in Time Series504 cited
  • 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 1990On The Behavior of Commodity Prices421 cited
  • 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited

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1999
Booms and Slumps in World Commodity Prices
314 cited
  • 1986Prices, profit margins, and exchange rates282 cited
  • Cited by

    • 2002The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability260 cited
    • 2011Economic Shocks and Civil Conflict: A Comment236 cited
    • 2012Primary commodity prices: Co-movements, common factors and fundamentals220 cited
    • 2007Coffee Boom, Coffee Bust and Smallholder Response in Vietnam’s Central Highlands135 cited
    • 2001The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability108 cited
    • 2000Commodity Price Uncertainty in Developing Countries93 cited
    • 2000The Effects on Growth of Commodity Price Uncertainty and Shocks89 cited
    • 2017The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability78 cited
    • 2006On the costs of food price fluctuations in low-income countries75 cited
    • 2012Volatility persistence in metal returns: A FIGARCH approach73 cited
    • 2018Commodity Trade Matters68 cited
    • 1999Booms and Slumps in World Commodity Prices67 cited
    • 2010What Explains the Rise in Food Price Volatility?67 cited
    • 2002Prebisch-Singer Redux65 cited
    • 2010Trends in world energy prices65 cited
    • 2001The Long-Run Behavior of Commodity Prices63 cited