Broadening the statistical search for metal price super cycles to steel and related metals

Resources Policy

Volumn 33, Issue 4, 2008, Pages 188-195

  Jerrett, Daniel ^a   Cuddington, John T ^a  

^a Department of Geology and Geological Engineering   (United States)

Author keywords

Band pass filters; Commodity prices; Super cycles; Trends and cycles in metals prices

Indexed keywords

COSTS; IRON; METALLIC COMPOUNDS; MOLYBDENUM; PIG IRON; STEEL; TIME SERIES ANALYSIS;

BAND-PASS FILTERS; COMMODITY PRICES; ECONOMETRIC ANALYSIS; FILTERING TECHNIQUES; INDUSTRIAL DEVELOPMENTS; INDUSTRIAL EXPANSIONS; INDUSTRY ANALYSTS; LONDON METAL EXCHANGES; LONG CYCLES; METAL PRICES; METAL PRODUCTS; REAL METALS; STEEL ALLOYS; SUPER CYCLES; TRENDS AND CYCLES IN METALS PRICES;

METALS;

COMMODITY PRICE; ECONOMETRICS; INDUSTRIAL DEVELOPMENT; METAL; STEEL; TIME SERIES ANALYSIS; URBANIZATION;

SUIDAE;

EID: 56249125072     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.resourpol.2008.08.001     Document Type: Article

References (20)

1. Baxter M., and King R.G. Measuring business cycles: approximate band-pass filters for economic time series. Rev. Econ. Stat. 81 4 (1999) 575-593
2. Cashin P., and McDermott J. The long-run behavior of commodity prices: small trends and big variability. IMF Staff Pap. 49 2 (2002) 1-26
3. Christiano L., and Fitzgerald T. The band pass filter. Int. Econ. Rev. 44 2 (2003) 435-465
4. Comin D., and Gertler M. Medium-term business cycles. Am. Econ. Rev. 96 3 (2006) 523-551
5. Cuddington J., and Jerrett D. Super cycles in real metals prices?. IMF Staff Pap. 55 4 (2008) (in press)
6. Cuddington J.T., and Urzua C.M. Trends and cycles in the net barter terms of trade: a new approach. Econ. J. 99 396 (1989) 426-442
7. Cuddington J.T., Ludema R., and Jayasuriya S.A. Prebisch-singer redux. In: Lederman D., and Maloney W.F. (Eds). Natural Resources: Neither Curse not Destiny (2007), Stanford University Press
8. Davis G., and Samis M. Using real options to manage and value exploration. Soc. Econ. Geol. Spec. Publ. 12 14 (2006) 273-294
9. Gilbert, C.L., 2007. Metals price cycles. Paper Presented at the Minerals Economics and Management Society, Golden, CO.
10. Heap A. China-The Engine of a Commodities Super Cycle (2005), Citigroup Smith Barney, New York City
11. Heap, A., 2007. The commodities super cycle & implications for long term prices. Paper Presented at the 16th Annual Mineral Economics and Management Society, Golden Colorado.
12. Labys W.C., Kouassi E., and Terraza M. Short-term cycles in primary commodity prices. Developing Economies (2000) 330-342
13. Maxwell P. The coming nickel shakeout. Miner. Energy 14 (1999) 4-14
14. Nelson C.R., and Kang H. Spurious periodicity in inappropriately detrended time series. Econometrica 49 3 (1981) 741-751
15. Nester W.R. American Industrial Policy: Free or Managed Markets (1997), Palgrave Macmillan, New York
16. Radetzki M. The anatomy of three commodity booms. Resour. Policy 31 1 (2006) 56-64
17. Radetzki, M., Eggert, R.G., Lagos, G., Lima, M., Tilton, J.E., 2008. The boom in mineral markets: how long might it last? Working Paper, Pontificia Universidad Católica de Chile.
18. Rogers J. Hot Commodities: How Anyone Can Invest and Profitably in the World's Best Market (2004), Random House, New York
19. Sillitoe R.H. Exploration and discovery of base- and precious-metal deposits in the circum-Pacific region during the last 25 years. Resour. Geol. Spec. Issue 19 (1995) 119
20. Tilton, J.E., 2006. Outlook for copper prices-up or down? Paper Presented at the CRU World Copper Conference.