Are Commodity Prices Leading Indicators of OECD Prices?
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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This paper examines the hypothesis that commodity price trends are useful indicators of OECD price developments. After a discussion of statistical techniques to assess the time series properties of individual price indices, integration and cointegration tests are conducted on a wide set of individual and aggregate commodity price indices and...
