The Grilli and Yang commodity price index is one of the most widely used commodity price series in the applied economics literature. This note provides some practical advice on updating this data series by listing the base period index values, identifying relevant data sources, and describing a...

Various studies have investigated trends in commodity prices in the context of the Prebisch Singer Hypothesis. This paper applies new evidence on significance tests for trends in differenced and correlated stationary processes, to individual price series. <P>It is also investigated how well trends...</p>

The Grilli and Yang commodity price index is one of the most widely used commodity price series in the applied economics literature. This note provides some practical advice on updating this data series by listing the base period index values, identifying relevant data sources, and describing a...

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices. Copyright 2003 Blackwell Publishing Ltd.

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices