14
Views
9
CrossRef citations to date
0
Altmetric
Articles

Synchronization and Co‐Movement of Metal Prices

Pages 105-118 | Published online: 13 May 2009

References

  • American Bureau of Metal Statistics . Various years . Non‐ferrous metal data , New York, , USA : ABMS .
  • American Bureau of Metal Statistics . Various years . Yearbook , Chatham, , NJ, USA : ABMS .
  • American Metal Market . Various years . Metal statistics , New York, , USA : AMM .
  • Baxter , M. and King , R. G. 1999 . Measuring business cycles: Approximate band‐pass filters for economic time series. . Rev Econ Stat , 81 (4) : 575 – 593 .
  • Bry , G. and Boschan , C. 1971 . Cyclical analysis of time series: Selected procedures and computer programs , New York : National Bureau of Economic Research .
  • Burns , A. F. and Mitchell , W. C. 1946 . Measuring business cycles , New York : National Bureau of Economic Research (NBER Studies in Business Cycles; vol 2) .
  • Cashin , P. 2004 . Caribbean business cycles , Washington : International Monetary Fund (IMF Working Paper WP/04/136) .
  • Cashin , P. , McDermott , C. J. and Scott , A. 2002 . Booms and slumps in world commodity prices. . J Dev Econ , 69 : 277 – 296 .
  • Christiano , L. J. and Fitzgerald , T. 2003 . The band pass filter. . Int Econ Rev , 44 (2) : 435 – 465 .
  • Crowson , P. 2003 . Astride mining , London : Mining Journal Books .
  • Cuddington , J. T. 1992 . Long‐run trends in 26 primary commodity prices: A disaggregated look at the Prebisch‐Singer hypothesis. . J Dev Econ , 39 : 207 – 227 .
  • Cuddington , J. T. and Jarrett , D. 2008 . Super cycles in real metals prices? . IMF Staff Papers , 55 (4) Washington DC, USA
  • Davutyan , N. and Roberts , M. C. 1994 . Cyclicality in metal prices. . Resour Policy , 20 (1) : 49 – 57 .
  • Deaton , A. and Laroque , G. 1992 . On the behavior of commodity prices. . Rev Econ Stud , 59 : 23 – 40 .
  • Harding , D. and Pagan , A. 2002a . Dissecting the cycle: A methodological investigation. . J Monet Econ , 49 : 365 – 381 .
  • Harding , D. and Pagan , A. 2002b . A comparison of two business cycle dating methods. . J Econ Dyn Control , 27 : 1681 – 1690 .
  • Harding , C. and Pagan , A. 2006 . Synchronization of cycles. . J Econom , 132 : 59 – 79 .
  • Hodrick , R. J. and Prescott , E. C. 1997 . Postwar U.S. business cycles: An empirical investigation. . J Money Credit Bank , 29 (1) : 1 – 16 .
  • Howie , P. A. 2002 . A study of mineral prices: Analyzing long‐term behavior and testing for non‐competitive markets [dissertation] , Golden, (CO) : Colorado School of Mines .
  • Jarrett , D. and Cuddington , J. T. 2008 . Broadening the statistical search for metal price super cycles to steel and related metals. . Resour Policy , 33 (4) : 188 – 195 .
  • Krautkraemer , J. A. 1998 . Nonrenewable resource scarcity. . J Econ Lit , 36 (December) : 2065 – 2107 .
  • Labys , W. C. , Lesourd , J. B. and Badillo , D. 1998 . The existence of metal price cycles. . Resour Policy , 24 (3) : 147 – 155 .
  • McDermott , C. F. and Scott , A. 2000 . Concordance in business cycles , Washington : International Monetary Fund (IMF Working Paper WP/00/37) .
  • Mink , M. , Jacobs , J. P. and DeHaan , J. 2007 . Measuring synchronicity and co‐movement of business cycles with an application to the Euro area , Groningen, The Netherlands : CESifo (CESifo Working Paper 2122) . Available from: www.CESifo‐group.org/wp
  • Proietti , T. 2005 . New algorithms for dating the business cycle. . Comput Stat Data Anal , 49 : 477 – 498 .
  • Roberts , M. C. 2002 . Cycles in mineral prices. . Min Eng , 54 (2) : 40 – 48 .
  • Roberts , M. C. 2009 . Duration and characteristics of metal price cycles. . Resour Policy , in press
  • Svedberg , P. and Tilton , J. E. 2006 . The real, real price of nonrenewable resources: Copper 1870–2000. . World Dev , 34 (3) : 501 – 519 .
  • Webster , A. 1992 . Applied statistics for business and economics , Boston, (MA) : Richard C. Irwin, Inc .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.