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The Review of economic studies.

Material type: materialTypeLabelBookPublisher: Oxford The review of economic studies limited 1992ISSN: 0033-46527.Subject(s): EconomicsSummary: Applies the standard rational expectations competetive storage model to the study of thirteen commodities. It explains the skewness, and the existence of rare but violent explosions in prices, coupled with a high degree of price autocorrelation in more normal times.
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HB1.R4E25.S79 (Browse shelf) 1 Available 65271011942

Applies the standard rational expectations competetive storage model to the study of thirteen commodities. It explains the skewness, and the existence of rare but violent explosions in prices, coupled with a high degree of price autocorrelation in more normal times.

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