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

Borradores de Economia
Número: 
913
Publicado: 
Clasificación JEL: 
C22, E32, Q02
Palabras clave: 
Medium-Term Cycles, Commodity Prices, Frequency Domain, Super Cycles

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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