A note on the stationarity of the primary commodities relative price index

DOI10.1016/0165-1765(91)90055-PzbMATH Open0729.90632MaRDI QIDQ806754FDOQ806754

Authors: Rodolfo Helg 

Publication date: 1991

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• On the Theory of Testing for Unit Roots in Observed Time Series
• Trends and random walks in macroeconomic time series
• Intervention Analysis with Applications to Economic and Environmental Problems
• Structural change and unit root econometrics

Cited In (1)

• Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables

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