Belke, Ansgar; Bordon, Ingo G.; Volz, Ulrich - In: World Development 44 (2013) C, pp. 31-43
This article investigates the relationship between global liquidity and commodity and food prices applying a global cointegrated vector-autoregressive model. We use different measures of global liquidity and various indices of commodity and food prices for the period 1980–2011. Our results...