Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
Year of publication: |
January 2017
|
---|---|
Authors: | Harvey, David I. ; Kellard, Neil M. ; Madsen, Jakob Brøchner ; Wohar, Mark E. |
Published in: |
World development : the multi-disciplinary international journal devoted to the study and promotion of world development. - Amsterdam : Elsevier Science, ISSN 0305-750X, ZDB-ID 185339-9. - Vol. 89.2017, p. 57-70
|
Subject: | primary commodities | Prebisch-Singer hypothesis | economic growth | interest rates | structural breaks | VAR | Wirtschaftswachstum | Economic growth | Rohstoffpreis | Commodity price | Strukturbruch | Structural break | Rohstoffmarkt | Commodity market | Zins | Interest rate | Schätzung | Estimation | Zinsstruktur | Yield curve | Theorie | Theory | Welt | World | Kointegration | Cointegration |
-
An analysis of iron ore prices during the latest commodity boom
Wårell, Linda, (2018)
-
A Kalman filter approach to Fisher effect : evidence from Nigeria
Asemota, Omorogbe J., (2011)
-
When and why do stock and bond markets predict US economic growth?
McMillan, David G., (2021)
- More ...
-
The Prebisch-Singer hypothesis : four centuries of evidence
Harvey, David I., (2010)
-
The Prebisch-Singer Hypothesis: Four Centuries of Evidence
Harvey, David I., (2010)
-
Spurious long memory, uncommon breaks and the implied-realized volatility puzzle
Kellard, Neil M., (2015)
- More ...