Are Commodity Prices Leading Indicators of OECD Prices?:
This paper examines the hypothesis that commodity price trends are useful indicators of OECD price developments. After a discussion of statistical techniques to assess the time series properties of individual price indices, integration and cointegration tests are conducted on a wide set of individua...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
1988
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| Schriftenreihe: | OECD Economics Department Working Papers
no.49 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This paper examines the hypothesis that commodity price trends are useful indicators of OECD price developments. After a discussion of statistical techniques to assess the time series properties of individual price indices, integration and cointegration tests are conducted on a wide set of individual and aggregate commodity price indices and consumer price indices for the major seven OECD countries. The results of the analysis suggest that there is no clear evidence of any equilibrium relationship between levels of consumer and commodity prices. But relations between changes in a number of commodity prices such as metals and agricultural raw material prices and consumer prices may be established. The stability over time of such relationships is also tested ... |
| Beschreibung: | 1 Online-Ressource (26 p.) 21 x 29.7cm. |
| DOI: | 10.1787/577218573683 |
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| spelling | Durand, Martine VerfasserIn aut Are Commodity Prices Leading Indicators of OECD Prices? Martine, Durand and Sveinbjörn, Blöndal Paris OECD Publishing 1988 1 Online-Ressource (26 p.) 21 x 29.7cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier OECD Economics Department Working Papers no.49 This paper examines the hypothesis that commodity price trends are useful indicators of OECD price developments. After a discussion of statistical techniques to assess the time series properties of individual price indices, integration and cointegration tests are conducted on a wide set of individual and aggregate commodity price indices and consumer price indices for the major seven OECD countries. The results of the analysis suggest that there is no clear evidence of any equilibrium relationship between levels of consumer and commodity prices. But relations between changes in a number of commodity prices such as metals and agricultural raw material prices and consumer prices may be established. The stability over time of such relationships is also tested ... Economics Blöndal, Sveinbjörn MitwirkendeR ctb FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/577218573683 Volltext |
| spellingShingle | Durand, Martine Are Commodity Prices Leading Indicators of OECD Prices? Economics |
| title | Are Commodity Prices Leading Indicators of OECD Prices? |
| title_auth | Are Commodity Prices Leading Indicators of OECD Prices? |
| title_exact_search | Are Commodity Prices Leading Indicators of OECD Prices? |
| title_full | Are Commodity Prices Leading Indicators of OECD Prices? Martine, Durand and Sveinbjörn, Blöndal |
| title_fullStr | Are Commodity Prices Leading Indicators of OECD Prices? Martine, Durand and Sveinbjörn, Blöndal |
| title_full_unstemmed | Are Commodity Prices Leading Indicators of OECD Prices? Martine, Durand and Sveinbjörn, Blöndal |
| title_short | Are Commodity Prices Leading Indicators of OECD Prices? |
| title_sort | are commodity prices leading indicators of oecd prices |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/577218573683 |
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