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faculty: "FEB" and publication year: "2008"
| Author | S. Nikolakakis | | Title | Inspecting the dynamics in prices of plastics and aluminium |
| Supervisor | J. F. Kiviet |
| Year | 2008 |
| Faculty | Faculty of Economics and Business |
| Abstract | In this paper we analyse the dynamics in prices of plastics and aluminium. In a single equation dynamic framework we estimate statistically adequate models for real commodity prices using proper autoregressive distributed lag, ADL, specifications as well as we derive the dynamic multipliers with respect to the systematic dynamics of the estimated equations. In one particular case we detect significant contemporaneous correlation in the error terms; hence a joint estimation, using SUR system, eventually leads to more precise estimates of the regression coefficients. |
| Document type | scriptie master |
| Download paper | |
Use this url to link to this page: http://dare.uva.nl/en/scriptie/288441
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