How Persistent Are Shocks to World Commodity Prices? /

This paper examines the persistence of shocks to world commodity prices, using monthly IMF data on primary commodities between 1957-98. We find that shocks to commodity prices are typically long-lasting and the variability of the persistence of price shocks is quite wide. The paper also discusses th...

詳細記述

書誌詳細
第一著者: Liang, Hong
その他の著者: Cashin, Paul, McDermott, C.
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 1999.
シリーズ:IMF Working Papers; Working Paper ; No. 1999/080
オンライン・アクセス:Full text available on IMF