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

Jair Neftali
Ojeda-Joya
Oscar Fernando
Jaulín-Méndez
Juan C.
Bustos-Peláez
Domingo, 1 Noviembre 2015

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