Commodity Prices In Empirical Research

Jean-François Carpantier
(2020) , 25 pages

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Authors
  • Jean-François CarpantierAix-Marseille University
    Author
Abstract
Commodity prices are key ingredients in many economic theories. We pick three of them (Prebisch-Singer Hypothesis, commodity currencies, financialization of commodity markets) and give a critical view on the empirical challenges faced by practitioners, including measurement inconsistencies, endogeneity concerns, time series properties and empirical design.
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Citations

Jean-François Carpantier. (2020). Commodity Prices In Empirical Research (IRES Discussion Papers 2020021). https://hdl.handle.net/2078.5/95978