Common factors of commodity prices
Year of publication: |
2017
|
---|---|
Authors: | Delle Chiaie, Simona ; Giannone, Domenico ; Ferrara, Laurent |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | commodity prices | dynamic factor models | forecasting |
Series: | ECB Working Paper ; 2112 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-3026-0 |
Other identifiers: | 10.2866/116302 [DOI] 1004844042 [GVK] hdl:10419/179327 [Handle] RePEc:ecb:ecbwps:20172112 [RePEc] |
Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; q02 |
Source: |
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Common factors of commodity prices
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Common Factors of Commodity Prices
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