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Commodity prices, commodity currencies, and global economic developments
Groen, Jan J. J. - 2010
In this paper we seek to produce forecasts of commodity price movements that can systematically improve on naive statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of commodity prices, a view emphasized in the recent...
Persistent link: https://www.econbiz.de/10012462882
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The Billion Prices Project : Using Online Prices for Measurement and Research
Cavallo, Alberto - 2016
New data-gathering techniques, often referred to as "Big Data" have the potential to improve statistics and empirical research in economics. In this paper we describe our work with online data at the Billion Prices Project at MIT and discuss key lessons for both inflation measurement and some...
Persistent link: https://www.econbiz.de/10012456563
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How Fast are Semiconductor Prices Falling?
Byrne, David M. - 2015
The Producer Price Index (PPI) for the United States suggests that semiconductor prices have barely been falling in recent years, a dramatic contrast from the rapid declines reported from the mid-1980s to the early 2000s. This slowdown in the rate of decline is puzzling in light of evidence that...
Persistent link: https://www.econbiz.de/10012457592
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Price and Quality Dispersion in an Offshoring Market : Evidence from Semiconductor Production Services
Byrne, David - 2013
This paper studies price and quality differences across international intermediate input suppliers. We develop price measures that account for (i) differences in product characteristics, (ii) unobserved quality differences, and (iii) pure (frictional) price dispersion across suppliers. Using...
Persistent link: https://www.econbiz.de/10012459006
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Commodity prices and markets : [NBER East Asia Seminar on Economics, volume 20 ; collection of papers that were presented at the 20th Annual East Asia Seminar on Economics (EASE) ;...
Itō, Takatoshi (contributor); Rose, Andrew (contributor) - 2011
Forecasting currencies with commodity prices -- Commodity prices, commodity currencies, and global economic developments / Jan J. J. Groen and Paolo A. Pesenti -- Comments: Kalok Chan, Roberto S. Mariano -- The relationship between commodity prices and currency exchange rates: evidence from the...
Persistent link: https://www.econbiz.de/10008909722
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The Natural Resource Curse : A Survey
Frankel, Jeffrey A. - 2010
sub-standard economic performance. They are: long-term trends in world commodity prices, volatility, crowding out of …
Persistent link: https://www.econbiz.de/10012462796
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The Consumption Terms of Trade and Commodity Prices
Berka, Martin - 2009
trade, providing a natural hedge against world price fluctuations. We find the consumption terms of trade at local prices is … more volatile than at world prices, but the two are strongly positively correlated. The same commodities dominate the …
Persistent link: https://www.econbiz.de/10012463069
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Commodity Price Volatility and World Market Integration since 1700
Jacks, David S. - 2009
of life deep into the 18th century. Does world market integration breed more or less commodity price volatility? The … been associated with much greater commodity price volatility, while world market integration associated with peace and pro … never been constant. Globalization increased poor country specialization in commodities when the world went open after the …
Persistent link: https://www.econbiz.de/10012463899
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Can Exchange Rates Forecast Commodity Prices?
Chen, Yu-Chin - 2008
We show that "commodity currency" exchange rates have remarkably robust power in predicting global commodity prices, both in-sample and out-of-sample, and against a variety of alternative benchmarks. This result is of particular interest to policymakers, given the lack of deep forward markets in...
Persistent link: https://www.econbiz.de/10012464746