When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices

Journal of International Money and Finance

Volumn 42, Issue , 2014, Pages 193-207

  Yamada, Hiroshi ^a   Yoon, Gawon ^b  

^a HIROSHIMA UNIVERSITY   (Japan)

^b Kookmin University   (South Korea)

Author keywords

1 Trend filtering; Piecewise linear trends; Prebisch Singer hypothesis; Primary commodity prices

Indexed keywords

EID: 84894251223     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2013.08.011     Document Type: Article

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