Unit roots, flexible trends, and the Prebisch-Singer hypothesis

Winkelried Diego

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Unit roots, flexible trends, and the Prebisch-Singer hypothesis

机译：单位根，灵活的趋势和前歌手假设

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This paper studies the dynamic properties of relative commodity prices, especially the Prebisch-Singer hypothesis on their secular decline, using a new family of unit root tests based on the Fourier approximation to the data's underlying trend. The approximation controls for low-frequency variations such as structural breaks or the long swings induced by hypothesized super cycles in the data. Regarding the extant literature, we find considerably more evidence against nonstationarity in relative commodity prices, and very limited support for the Prebisch-Singer hypothesis.

机译：本文研究了相对商品价格的动态特性，特别是在其世俗衰退的前歌手假设，使用新的单位根测试基于傅里叶近似对数据的潜在趋势。低频变化的近似控制，例如结构中断或由数据中的假设超周周期引起的长波。关于现存文学，我们发现更多的有条件以相对商品价格对非间抗性的证据，并对预比利歌手假设的支持非常有限。

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来源
《Journal of Development Economics》 |2018年第2018期|共17页
作者
Winkelried Diego;
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作者单位

Univ Pacifico Lima Peru Sch Econ &

Finance Av Salaverry 2020 Lima 11 Peru;

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原文格式 PDF
正文语种 eng
中图分类经济;
关键词
Primary commodity prices; Unit roots; Long swings; Super cycles;

机译：初级商品价格;单位根;长秋千;超级周期;

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1. Unit roots, flexible trends, and the Prebisch-Singer hypothesis [J] . Winkelried Diego Journal of Development Economics . 2018,第期

机译：单位根，灵活的趋势和前歌手假设
2. Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends [J] . Richard D. F. Harris, Elias Tzavalis Econometric Reviews . 2004,第2期

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5. Panel unit root tests under the null hypothesis of stationarity and confirmatory analysis with applications to PPP and the convergence hypothesis. [D] . Choi, Chi-Young. 2000

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7. Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis [O] . Balagtas Joseph Valdes, Holt Matthew T. 100

机译：单位根，TV-sTaR和商品贸易条款：对prebisch-singer假设的进一步评估

Unit roots, flexible trends, and the Prebisch-Singer hypothesis

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