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metadata language: English

Excess Co-Movement of Commodity Prices

Version
v1
Resource Type
Dataset : survey data
Creator
  • Pindyck, Robert S. (Massachusetts Institute of Technology)
  • Rotemberg, Julio (Massachusetts Institute of Technology)
Other Title
  • Version 1 (Subtitle)
Publication Date
1996-01-03
Language
English
Free Keywords
commodities; prices
Description
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Collection Mode
  • This consists of a Lotus worksheet which contains all of the commodity data used in this paper.

Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1032 (Type: ICPSR Study Number)
Publications
  • Pindyck, Robert S., Rotemberg, Julio J.. The excess co-movement of commodity prices. Economic Journal.100, (403), 1173-1189.1990.
    • ID: http://www.jstor.org/stable/2233966 (URL)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Pindyck, Robert S.; Rotemberg, Julio (1996): Excess Co-Movement of Commodity Prices. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01032.v1