Testing the Prebisch-Singer Hypothesis since 1650 : Evidence from Panel Techniques that Allow for Multiple Breaks /

In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting as far back as 1650 and powerful panel data stationarity tests that allow for endogenou...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Arezki, Rabah
מחברים אחרים: Hadri, Kaddour, Loungani, Prakash, Rao, Yao
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2013.
סדרה:IMF Working Papers; Working Paper ; No. 2013/180
גישה מקוונת:Full text available on IMF