Testing for Linear Trend with Application to Relative Primary Commodity Prices
By Tae-Hwan Kim, Stephan Pfaffenzeller, T. Rayner, P. Newbold. 2003
66 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/63590f6d6af7b30d6a0c3317b19931ae89219db1
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- David I. Harvey
- M. Wohar
- Neil Kellard
- Jakob B. Madsen
- Stephan Pfaffenzeller
- A. Rayner
- P. Newbold
- James B. Ang
Citations in the corpus
- TESTING FOR TREND (2007, unknown): “3 Table II of Kim et al. (2003) contains useful additional results for the data generating process (13)-(15).”
- A Short Note on Updating the Grilli and Yang Commodity Price Index (2007, methodology): “The data have been employed in a variety of contexts in later studies (for example, Bleaney and Greenaway 2001; Kim et al. 2003).”
- On the prevalence of trends in primary commodity prices (2006, unknown): “permanent component suggested by Kim et al. (2003). Moreover, 17 commodity prices report a negative trend and thus provide evidence in support of the PS hypothesis.”
- The Prebisch-Singer Hypothesis: Four Centuries of Evidence (2010, methodology): “For the 24 commodities of the Grilli-Yang index, and after allowance for (up to) one break, Leon and Soto classify twenty TS models for the 1900–1992 period, suggesting that shocks to commodity prices, in several cases, do not possess the permanent component suggested by Kim et al. (2003).”