Information content of commodity futures prices for monetary policy

Economic Modelling

Volumn 25, Issue 2, 2008, Pages 274-283

  Bhar, Ramaprasad ^a   Hamori, Shigeyuki ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b KOBE UNIVERSITY   (Japan)

Author keywords

CCF approach; Commodity futures prices; Information variable

Indexed keywords

EID: 38349161009     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2007.06.006     Document Type: Article

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