AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives

This appendix contains diagnostic test results and supplemental regression results from an evaluation of the Prebisch-Singer Hypothesis that applies smooth transition autoregressions (STARs) to relative prices for 24 primary commodities.

MoreLess

Year of publication:	2009
Authors:	Balagtas, Joseph Valdes ; Holt, Matthew T.
Published in:	American Journal of Agricultural Economics Appendices. - Agricultural and Applied Economics Association - AAEA. - Vol. 91.2009, 1
Publisher:	Agricultural and Applied Economics Association - AAEA
Subject:	Nonlinear model \| Primary commodities \| Smooth transition autoregression \| Timevarying autoregression \| Unit root tests \| International Relations/Trade

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011082860