Testing for bubbles in agriculture commodity markets
We apply the recent generalized sup augmented Dickey-Fuller (GSADF) test for explosive bubbles (Phillips et al., 2012) to monthly time-series for food, beverages, agricultural raw material, cereals, dairy, meat, oils and sugar indices and a total of 28 agricultural commodities between 1980-2012. We...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitat Politècnica de València
2016-06-01
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| Series: | Economía Agraria y Recursos Naturales |
| Subjects: | |
| Online Access: | https://polipapers.upv.es/index.php/EARN/article/view/5350 |
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