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Short-term cycles in primary commodity prices

Labys, Walter C.; Kouassi, Eugène; Terraza, Michel - In: The developing economies 38 (2000) 3, pp. 330-342

Persistent link: https://www.econbiz.de/10001530975

Evidence of chaos in commodity futures prices

DeCoster, Gregory P. - In: The journal of futures markets 12 (1992) 3, pp. 291-305

Persistent link: https://www.econbiz.de/10001125675

Fractional dynamics in international commodity prices

Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189

Persistent link: https://www.econbiz.de/10001218568

Seasonality, nonstationarity and the structural forecasting of the index of industrial production

Kouassi, Eugène; Labys, Walter C. - In: New trends in macroeconomics : with 38 tables, (pp. 195-221). 2005

Persistent link: https://www.econbiz.de/10003022405

Detecting Positive Feedback in Multivariate Time Series : The Case of Metal Prices and US Inflation

Kyrtsou, Catherine - 2007

The objective of this paper is to examine causality and feedback relationships between primary commodity prices and US inflation. To this end, the bivariate noisy Mackey-Glass process recently developed by Kyrtsou and Labys (2006) has been applied to assess this relationship. Results obtained...

Persistent link: https://www.econbiz.de/10012776658

Univariate tests for time series models

Cromwell, Jeff B. - 1994

Persistent link: https://www.econbiz.de/10013382786