Show simple item record

dc.creatorOjeda-Joya, Jair N.
dc.creatorJaulín-Méndez, Oscar Fernando
dc.creatorBustos-Peláez, Juan C.
dc.date.created2015-11-09
dc.date.issued2015-11-09
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6224
dc.description.abstractWe study the interdependence between real commodity prices and world real GDP using long-term annual data since 1870, by performing two empirical exercises. First, we compute long-term and medium-term cycles and measure their degree of synchronization for
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 913
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleThe interdependence between commodity-price and GDP cycles : a frequency domain approach
dc.typeWorking Paper
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelQ02 - Commodity Markets
dc.subject.jelE32 - Business Fluctuations; Cycles
dc.subject.keywordMedium-term cycles
dc.subject.keywordCommodity prices
dc.subject.keywordFrequency domain
dc.subject.keywordSuper cycles
dc.subject.lembPrecios de productos básicos
dc.subject.lembProducto interno bruto
dc.subject.lembCausalidad de Granger
dc.subject.lembCiclos económicos
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaQ02 - Mercados de productos básicos
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.913
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/913.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6224
dc.creator.firmaJair N. Ojeda-Joya
dc.source.handleRepecRePEc:bdr:borrec:913


Files in this item

Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record

This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit