The Myth of Comoving Commodity Prices

The Myth of Comoving Commodity Prices
There is a common perception that the prices of unrelated commodities move together. This paper re-examines this notion, using a measure of comovement of economic time series called concordance. Concordance measures the proportion of time that the prices of two commodities are concurrently in the same boom period or same slump period. Using data... READ MORE...

Publication date: December 1999
ISBN 9781451858327
$15.00

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