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E Estimation of the Solved Muth Model
F Stockout and Nonlinearity of the Price Relationship
G Future Research
aluminum approach availability backward representation coefficient standard errors cointegrated commodity market modeling commodity price equation commodity production consumption equations convenience yield current price Dale Whittington Deaton and Laroque distributed lags econometric error correction estimable equation evidence exogenous variables expected future expected price forecast forward-looking behavior future market futures price Ghosh Gilbert and Palaskas Gilbert-Palaskas model Gustafson model implies Instrumental Variables interest rate effects January 1990 January lagged prices Laroque model linear model lnpt marginal storage propensity market clearing market imbalances Muth model nonlinear paragraph period Pesaran-Trivedi model pet+1|t price adjustment equation price changes price expectations price model price response primary commodity markets producer prices index production and consumption production equations quarters ahead rational expectations reduced form restrictions risk aversion risk neutrality specification speculative stock demand speculative stockholding stock data stock demand function stock level stockholding model stockout sugar supply shock supply-demand imbalance Victorio Wright and Williams zero