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| Author: | Badillo, D. Labys, W.C. Wu, Y. |
| Title: | Identifying trends and breaks in primary commodity prices |
| Journal: | European Journal of Finance
1999 : DEC, VOL. 5:4, p. 315-330 |
| Index terms: | Commodity prices Price level Tests Trends |
| Language: | eng |
| Abstract: | Recent studies have investigated the possibility of shifting trends and breaks in international commodity price series. However, most of these studies have employed exogenous price break tests. This study performs endogenous price break tests. Furthermore, it specifies the differences in break point identification that result from employing the endogenous as compared to the exogenous break tests. |
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