Title

Commodity Prices Movements Forecasting: Time Series Analysis with Macroeconomic and Financial Factors

Date of Graduation

2011

Date of Submission

Mon, 16 May 2011 19:17:15 GMT

Class Year

2011

Major

Economics (ECON)

Other Department or Program

Economics

Comps Adviser(s)

Kapinos, Pavel

Category of Work

Comps

Group or Individual

Individual

Degree

Bachelor of Arts

Components of Work

Text (paper)

Identifier (Includes All Files and Enter All Their Files Name)

liuc_2011_ECON.pdf

Keywords

commodity prices; time series analysis; vector autoregression; Granger causality; vector error correction model; macroeconomics;

Access

Access restricted to Carleton College faculty or their designees and staff of Institutional Research & Assessment; access controlled by Carleton username and password.

Student Work Completed Date

2011-02-25

Format

application/pdf

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