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Testing for bubbles in agriculture commodity markets

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Testing for bubbles in agriculture commodity markets

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Areal, FJ.; Balcombe, K.; Rapsomanikis, G. (2016). Testing for bubbles in agriculture commodity markets. Economía Agraria y Recursos Naturales - Agricultural and Resource Economics. 16(1):59-79. doi:10.7201/earn.2016.01.04.

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/70121

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Title: Testing for bubbles in agriculture commodity markets
Secondary Title: Detectando burbujas en los mercados de productos agrícolas
Author:
Issued date:
Abstract:
[EN] We apply the recent generalized sup augmented Dickey-Fuller (GSADF) test for explosive bubbles (Phillips et al., 2012) to monthly time-series for food, beverages, agricultural raw material, cereals, dairy, meat, oils ...[+]


[ES] Aquí aplicamos un test estadístico recientemente desarrollado para la identificación de bur-bujas explosivas, generalized sup augmented Dickey-Fuller (GSADF) test (Phillips et al., 2012) a series temporales mensuales ...[+]
Subjects: Burbujas de precios , Generalized SUP augmented Dickey Fuller , Precios alimentarios , Food prices , Price bubbles
Copyrigths: Reserva de todos los derechos
Source:
Economía Agraria y Recursos Naturales - Agricultural and Resource Economics. (issn: 1578-0732 ) (eissn: 2174-7350 )
DOI: 10.7201/earn.2016.01.04
Publisher:
Universitat Politècnica de València
Publisher version: https://doi.org/10.7201/earn.2016.01.04
Type: Artículo

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