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

DOI10.1016/0165-1765(91)90055-PMaRDI QIDQ806754zbMATH OpenFDO

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

Cited in

(1)

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

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