Gil-Alana, Luis; Tripathy, Trilochan - In: International Advances in Economic Research 20 (2014) 4, pp. 385-398
This paper deals with the analysis of several commodity prices in India using an approach based on fractional integration and focusing on the degree of persistence of the series. We examine seven agricultural prices: rice, wheat, maize, bajra, jowar, black gram and arhar. The results can be...