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Primary commodity prices and macroeconomic variables: A long run relationship.

By: Palaskas, T; Varangis, P.
Material type: materialTypeLabelBookPublisher: Washington : World Bank, 1989Subject(s): Commodity prices | Macroeconomics -- Primary commodities -- Prices. -- Macroeconomics -- Primary commodities -- Prices. -- Macroeconomics -- Primary commodities -- PricesSummary: This paper employs integration and co-integration tests to investigate the hypothesis of a long -run relationship between commodity market prices at the aggregate and disaggregate levels and several macro-economic variables.
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This paper employs integration and co-integration tests to investigate the hypothesis of a long -run relationship between commodity market prices at the aggregate and disaggregate levels and several macro-economic variables.

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