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The Prebisch-Singer hypothesis : four centuries of evidence
Harvey, David I.; Kellard, Neil M.; Madsen, Jakob Brøchner - In: The review of economics and statistics 92 (2010) 2, pp. 367-377
Persistent link: https://www.econbiz.de/10008737722
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Spurious long memory, uncommon breaks and the implied-realized volatility puzzle
Kellard, Neil M.; Jiang, Ying; Wohar, Mark E. - In: Journal of international money and finance 56 (2015), pp. 36-54
Persistent link: https://www.econbiz.de/10011477872
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Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
Harvey, David I.; Kellard, Neil M.; Madsen, Jakob Brøchner - In: World development : the multi-disciplinary … 89 (2017), pp. 57-70
Persistent link: https://www.econbiz.de/10011740933
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The Prebisch-Singer Hypothesis: Four Centuries of Evidence
Harvey, David I.; Kellard, Neil M.; Madsen, Jakob B.; … - In: The Review of Economics and Statistics 92 (2010) 2, pp. 367-377
We employ a unique data set and new time-series techniques to reexamine the existence of trends in relative primary commodity prices. The data set comprises 25 commodities and provides a new historical perspective, spanning the seventeenth to the twenty-first centuries. New tests for the trend...
Persistent link: https://www.econbiz.de/10008557192