Palaskas, Theodosios B.; Varangis, Panos N. - Economics Research, World Bank Group - 1991
It is a common perception that primary commodity prices tend to move together. This perception is especially common … recession commodity prices decline across the board because demand declines; and in periods of generalinflation commodity prices … commodity prices using the econometric tests of co-integration in time series and the resulting error-correction models (ECM …