Explaining commodity prices by a cointegrated time series-cross section model

[1]  Callum Jones,et al.  Inflation in an Era of Relative Pirce Shocks , 2010 .

[2]  Jean-Pierre Urbain,et al.  ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS , 2009 .

[3]  J. Doornik,et al.  Empirical Econometric Modelling. , 2009 .

[4]  Bent Nielsen,et al.  An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator , 2008 .

[5]  L. Kilian Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market , 2006 .

[6]  J. Westerlund Testing for Error Correction in Panel Data , 2006 .

[7]  Guy Laroque,et al.  A model of commodity prices after Sir Arthur Lewis , 2003 .

[8]  Bruce E. Hansen,et al.  Testing for structural change in conditional models , 2000 .

[9]  Y. Mundlak,et al.  The Determinants of Agricultural Production: A Cross-Country Analysis , 1997 .

[10]  P. Hendershott,et al.  Bubbles in Metropolitan Housing Markets , 1994 .

[11]  Søren Johansen,et al.  Cointegration in partial systems and the efficiency of single-equation analysis , 1992 .

[12]  Guy Laroque,et al.  On the Behaviour of Commodity Prices , 1992 .

[13]  R. Pindyck Inventories and the Short-Run Dynamics of Commodity Prices , 1990 .

[14]  J. Stock,et al.  INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS , 1990 .

[15]  Christopher L. Gilbert,et al.  THE IMPACT OF EXCHANGE RATES AND DEVELOPING COUNTRY DEBT ON COMMODITY PRICES , 1989 .

[16]  G. B̊ardsen On The Estimation Of Long Run Coefficients In Error Correction Models , 2009 .

[17]  R. Dornbusch,et al.  Policy and Performance Links between LDC Debtors and Industrial Nations , 1985 .