Explaining commodity prices by a cointegrated time series-cross section model
Hildegart Ahumada; Magdalena Cornejo
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahumada, Hildegart A. ; Cornejo, Magdalena |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 4, p. 1667-1690
|
| Subject: | Commodity prices | Time series-cross section | Cointegration | Automatic selection | Poolability | Exogeneity | Rohstoffpreis | Commodity price | Kointegration | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300660