Cyclical non-stationarity in commodity prices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-015-1060-6.pdf
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3. Breimyer HF (1959) Emerging phenomenon: a cycle in hogs. J Farm Econ 41(4):760–768
4. Cashin P, McDermott CJ, Scott A (2002) Booms and slumps in world commodity prices. J Dev Econ 69(1):277–296
5. Chambers MJ, Ercolani JS, Taylor AM (2014) Testing for seasonal unit roots by frequency domain regression. J Econom 178:243–258
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