The interdependence between commodity-price and GDP cycles : a frequency domain approach

We study the interdependence between real commodity prices and world real GDP using long-term annual data since 1870, by performing two empirical exercises. First, we compute long-term and medium-term cycles and measure their degree of synchronization for

Detalles Bibliográficos
Autores Principales: Ojeda-Joya, Jair N., Jaulín-Méndez, Oscar Fernando, Bustos-Peláez, Juan C.
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2015
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6224