Mostrar el registro sencillo del ítem

dc.contributor.authorGil Alana, Luis A. 
dc.contributor.authorFont de Villanueva, Cecilia
dc.date.accessioned2022-05-19T09:12:24Z
dc.date.available2022-05-19T09:12:24Z
dc.date.issued2022
dc.identifier.issn0162-1912spa
dc.identifier.urihttp://hdl.handle.net/10641/2974
dc.description.abstractThis paper deals with the analysis of world commodity prices by examining 15 categories of commodity prices using fractional integration and including thus fractional points. We use data corresponding to the 1960Ð2018 period obtained from the World Bank, and the results indicate high degrees of persistence in the majority of the series, especially when using parametric methods. However, mean reversion is obtained in many cases when using semiparametric approaches. The possibility of structural breaks is also considered, and our results confirm the high degree of persistence in the data, which seems to have increased across time.spa
dc.language.isoengspa
dc.publisherJournal of Agricultural and Resource Economicsspa
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subjectFractional integrationspa
dc.subjectLong memoryspa
dc.subjectUnit rootsspa
dc.titlePersistence in Commodity Pricesspa
dc.typejournal articlespa
dc.type.hasVersionSMURspa
dc.rights.accessRightsopen accessspa
dc.description.extent1005 KBspa
dc.identifier.doi10.22004/ag.econ.310529spa
dc.relation.publisherversionhttps://jareonline.org/articles/persistence-in-commodity-prices/spa


Ficheros en el ítem

FicherosTamañoFormatoVer
4.- Persistence in Commodity ...1004.KbPDFVer/

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem

Atribución-NoComercial-SinDerivadas 3.0 España
Excepto si se señala otra cosa, la licencia del ítem se describe como Atribución-NoComercial-SinDerivadas 3.0 España