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

Lo más reciente

Oscar Iván Ávila-Montealegre, Juan José Ospina-Tejeiro, Anderson Grajales, Mario Andrés Ramos-Veloza
Mario Andrés Ramos-Veloza, Sara Naranjo-Saldarriaga, José Pulido

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