How well are long-run commodity price series characterized by trend components?

Various studies have investigated trends in commodity prices in the context of the Prebisch Singer Hypothesis. This paper applies new evidence on significance tests for trends in differenced and correlated stationary processes, to individual price series. It is also investigated how well trends are...

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Veröffentlicht in:	Journal of international development 2005-05, Vol.17 (4), p.479-494
Hauptverfasser:	Newbold, Paul, Pfaffenzeller, Stephan, Rayner, Anthony
Format:	Artikel
Sprache:	eng
Schlagworte:	Commodity prices Copyright Developing countries Development studies Econometrics Economic dynamics Elasticity of demand Estimates Exports Forecasting Hypotheses LDCs Methodology Model testing Price elasticity Statistical methods Studies Terms of trade Time series Trends
Online-Zugang:	Volltext
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