Does the volatility of commodity prices reflect macroeconomic uncertainty?

Marc Joëts, Valérie Mignon and Tovonony Razafindrabe

Year of publication:	November 2016
Authors:	Joëts, Marc ; Mignon, Valérie ; Razafindrabe, Tovonony
Publisher:	Paris : Banque de France
Subject:	macroeconomic uncertainty \| commodity prices \| threshold vector autoregressive model \| VAR-Modell \| VAR model \| Rohstoffpreis \| Commodity price \| Volatilität \| Volatility \| Risiko \| Risk \| Schätzung \| Estimation \| Wirkungsanalyse \| Impact assessment \| Vergleich \| Comparison

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