Trends, fluctuations, and determinants of commodity prices

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Borradores de Economía; No. 521

Date published

2008-07-18

Date

2008-07-18

Authors

Arango-Thomas, Luis Eduardo
Arias-Rodríguez, Fernando
Flórez, Luz Adriana

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ISSN

ISBN

Document language

spa
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Las 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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

A threefold analysis of commodity prices is carried out to observe their long-run behaviour, their short-run properties and the main determinants. According to the evidence, the Prebisch-Singer hypothesis does not seem to be a property of most prices. The

Description

JEL Codes

Q11 - Aggregate Supply and Demand Analysis; Prices
E3 - Prices, Business Fluctuations, and Cycles
E32 - Business Fluctuations; Cycles
F4 - Macroeconomic Aspects of International Trade and Finance
O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products
O47 - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence

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Keywords

Keywords

Trends , Fluctuations , Determinants of commodity prices

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5538
 https://hdl.handle.net/20.500.12134/5538
 https://ideas.repec.org/p/bdr/borrec/521.html
 https://doi.org/10.32468/be.521

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Borradores de Economía

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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

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