Linear and non-linear causality between price indices and commodity prices

Author:

Fernandez Viviana

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference24 articles.

1. Alquist, R., O. Coibion (2013). The Comovement in Commodity Prices: Sources and Implications. IMF Working Paper 13/140. June.

2. Oil spills on other commodities;Baffes;Resour. Policy,2007

3. A test for independence based on the correlation dimension;Brock;Economet. Rev.,1996

4. Browne, F., D. Cronin (2007). Commodity Prices, Money and Inflation. European Central Bank, Working Paper series No. 738. March.

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