Are commodity prices a leading indicator of inflation?

被引：12

作者：

Moosa, IA ^{[1
]}

机构：

[1] La Trobe Univ, Sch Business, Bundoora, Vic 3083, Australia

来源：

JOURNAL OF POLICY MODELING | 1998年 / 20卷 / 02期

关键词：

D O I：

10.1016/S0161-8938(97)00004-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article addresses the issue of whether or not commodity prices can be used as a leading indicator of inflation. The relationship between consumer prices in industrial countries and four commodity price indices is examined using a number of econometric techniques. The main conclusion is that commodity prices can be used as a leading indicator of inflation although some of the characteristics of an "optimal" leading indicator are not met. (C) 1998 Society for Policy Modeling. Published by Elsevier Science Inc.

引用

页码：201 / 212

页数：12

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