Estimating a nonlinear rational expectations commodity price model with unobservable state variables-Reference-Cited by-同舟云学术

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Estimating a nonlinear rational expectations commodity price model with unobservable state variables

Published:1995-12 Issue:S1 Volume:10 Page:S9-S40
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

Deaton Angus,Laroque Guy

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference22 articles.

1. and , ‘A theory of commodity price fluctuations’, Journal of Political Economy.

2. Saving and Liquidity Constraints

3. On the Behaviour of Commodity Prices

4. and (1994), ‘Competitive storage and commodity price dynamics’, Research Program in Development Studies, Princeton University and INSEE, Paris, processed (October).

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