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9789401053679 - Springer: International Commodity Market Models,  Advances in Methodology and Applications
1
Springer (?):

International Commodity Market Models, Advances in Methodology and Applications (2012) (?)

Delivery from: Netherlands

ISBN: 9789401053679 (?) or 9401053677, in dutch, Springer, Paperback, New

MWK 0 ( 123.99)¹(free shipping, without obligation)
Vermoedelijk 4-6 weken
bol.com
RONALD C. DUNCAN During the 1980s, substantial advances were made in the global modelling of commodity markets in several areas, advances which were reflected in many of the papers delivered to the Applied Econometrics Association meeting held at the World Bank in Washington, DC, in October 1988. The several areas where I see advances being made, some of which the International Commodity Markets Division of the World Bank has taken part in, are the following: (a) in the theoretical specification... RONALD C. DUNCAN During the 1980s, substantial advances were made in the global modelling of commodity markets in several areas, advances which were reflected in many of the papers delivered to the Applied Econometrics Association meeting held at the World Bank in Washington, DC, in October 1988. The several areas where I see advances being made, some of which the International Commodity Markets Division of the World Bank has taken part in, are the following: (a) in the theoretical specification of commodity price behaviour; (b) in the increased emphasis on modelling imperfect markets; (c) in the incorporation of the interrelationships between macro- economic and commodity market variables; (d) in the specification of supply response, particularly in respect of perennial crops; and (e) in the realization of complementarity between time series analysis and economet- rically estimated structural models. Improvements in the specification of the commodity price formation process have probably been the most important of the above advances. Until the early 1980s, prices were modelled as a simple linear function of stocks. Gilbert has played an important role in introducing the rational expecta- tions hypothesis into the specification of commodity prices. Recent work by Gilbert, Trivedi, and Deaton and Laroque offers the possibility of non-linear specification of the relationship between prices and stocks within an expectational framework and of thereby capturing the phenomenon of sharp run-ups in commodity prices. Gilbert has also played an important role in clarifying the interrelation- ships between macroeconomic variables and primary commodity prices.Taal: Engels;Afmetingen: 18x234x156 mm;Gewicht: 545,00 gram;Verschijningsdatum: oktober 2012;ISBN10: 9401053677;ISBN13: 9789401053679; Engelstalig | paperback | 2012
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Platform order number Bol.com: 9200000011377027
Category: Studie & Management, Economie & Bedrijf, Economie /, Studie & Management, Exacte wetenschappen, Wiskunde & Statistiek
Data from 03/08/2017 06:22h
ISBN (alternative notations): 94-010-5367-7, 978-94-010-5367-9
9789401053679 - Editor: O. Güvenen: International Commodity Market Models (International Studies in Economic Modelling)
2
Editor: O. Güvenen (?):

International Commodity Market Models (International Studies in Economic Modelling) (1990) (?)

ISBN: 9789401053679 (?) or 9401053677, in english, 356 pages, Springer, Paperback, Used

MWK 0 (£ 58.03)¹(without obligation)
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From Seller/Antiquarian, ShineWood
RONALD C. DUNCAN During the 1980s, substantial advances were made in the global modelling of commodity markets in several areas, advances which were reflected in many of the papers delivered to the Applied Econometrics Association meeting held at the World Bank in Washington, DC, in October 1988. The several areas where I see advances being made, some of which the International Commodity Markets Division of the World Bank has taken part in, are the following: (a) in the theoretical specification of commodity price behaviour; (b) in the increased emphasis on modelling imperfect markets; (c) in the incorporation of the interrelationships between macro- economic and commodity market variables; (d) in the specification of supply response, particularly in respect of perennial crops; and (e) in the realization of complementarity between time series analysis and economet- rically estimated structural models. Improvements in the specification of the commodity price formation process have probably been the most important of the above advances. Until the early 1980s, prices were modelled as a simple linear function of stocks. Gilbert has played an important role in introducing the rational expecta- tions hypothesis into the specification of commodity prices. Recent work by Gilbert, Trivedi, and Deaton and Laroque offers the possibility of non-linear specification of the relationship between prices and stocks within an expectational framework and of thereby capturing the phenomenon of sharp run-ups in commodity prices. Gilbert has also played an important role in clarifying the interrelation- ships between macroeconomic variables and primary commodity prices. paperback, Editie: Softcover reprint of the original 1st Ed. 1991, Label: Springer, Springer, Productgroep: Book, Gepubliceerd: 1990-12-31, Releasedatum: 1990-12-31, Studio: Springer
Platform order number Amazon.co.uk: LqNj7JNcZUtCsuy%2BF9gUP7e3qOIP 405oFp%2FkNB67s5AOl%2BNOv1uJFh gASrrYLbSKkthUZkjX2wMwIPi0qjm8 L4z6ftnQiWSgIg4nvii6N5Ae3ticTX Cl5b7Frhwu0Y8xB9yk%2BhrsdoLbNx 6Kc%2Bkw%2Bg%3D%3D
Keywords: Development, Finance, Trade, Books, Business, Finance & Law, Economics, International Economics, Professional Finance, Investments & Securities, Commodities, Science & Nature, Mathematics, Probability & Statistics, Popular Science, Maths, Scientific, Technical & Medical, Applied Mathematics, Statistics & Probability
Data from 03/08/2017 06:22h
ISBN (alternative notations): 94-010-5367-7, 978-94-010-5367-9
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