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The Review of economic studies.
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BookPublisher: 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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Main Library Serials | HB1.R4E25.S79 (Browse shelf) | 1 | Available | 65271011942 |
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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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