Commodity prices and aggregate inflation: Would a commodity price rule be worthwhile?
- 30 November 1989
- journal article
- Published by Elsevier in Carnegie-Rochester Conference Series on Public Policy
- Vol. 31, 185-240
- https://doi.org/10.1016/0167-2231(89)90011-0
Abstract
No abstract availableKeywords
This publication has 37 references indexed in Scilit:
- The Message in Daily Exchange Rates: A Conditional-Variance TaleJournal of Business & Economic Statistics, 1989
- The Seasonal Cycle and the Business CycleJournal of Political Economy, 1989
- Econometric tests of rationality and market efficiencyEconometric Reviews, 1989
- Volatility persistence and stock valuations: Some empirical evidence using garchJournal of Applied Econometrics, 1988
- Determining the Order of Differencing in Autoregressive ProcessesJournal of Business & Economic Statistics, 1987
- A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of ReturnThe Review of Economics and Statistics, 1987
- Inference in dynamic models containing ‘surprise’ variablesJournal of Econometrics, 1987
- Generalized autoregressive conditional heteroskedasticityJournal of Econometrics, 1986
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979