University Of Zambia Online Public Access Catalogue
Is there excess co-movement of primary commodity prices? a co-integration test.
By: Palaskas, Theodosios B; Varangis, Panos N.
Material type:
BookPublisher: Washington : World Bank, 1991Subject(s): Commodity Prices | Agricultural products -- Agricultural prices. -- Agricultural products -- Agricultural pricesSummary: The authors test for co-movement and excess co-movement of primary commodity prices using the econometric tests of co-integration in times series and the resulting error-correction models (ECM).
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The authors test for co-movement and excess co-movement of primary commodity prices using the econometric tests of co-integration in times series and the resulting error-correction models (ECM).
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