COMMODITY PRICE DYNAMICS: EVIDENCE AND THEORY
My dissertation studies the dynamics of primary commodity prices empirically and theoretically. In Chapter II, I provide empirical evidence on the time series behavior of commodity price movements. Employing monthly prices for 36 individual commodities, I find that the commodity price to CPI ratio i...
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| Format: | Others |
| Language: | en |
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VANDERBILT
2008
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| Online Access: | http://etd.library.vanderbilt.edu/available/etd-10082008-232501/ |