Commodity Prices in Empirical Research
Commodity prices are key ingredients in many economic theories. We pick three of them (Prebisch–Singer hypothesis, commodity currencies, financialization of commodity markets) and give a critical view on the empirical challenges faced by practitioners, in
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Gilles Dufrénot Takashi Matsuki Editors
Recent Econometric Techniques for Macroeconomic and Financial Data
Dynamic Modeling and Econometrics in Economics and Finance Volume 27
Series Editors Stefan Mittnik, Department of Statistics, Ludwig Maximilian University of Munich, München, Germany Willi Semmler, Bielefeld University, Bielefeld, Germany; New School for Social Research, New York, NY, USA
In recent years there has been a rapidly growing interest in the study of dynamic nonlinear phenomena in economic and financial theory, while at the same time econometricians and statisticians have been developing methods for modeling such phenomena. Despite the common focus of theorists and econometricians, both lines of research have had their own publication outlets. The new book series is designed to further the understanding of dynamic phenomena in economics and finance by bridging the gap between dynamic theory and empirics and to provide crossfertilization between the two strands. The series will place particular focus on monographs, surveys, edited volumes, conference proceedings and handbooks on: • Nonlinear dynamic phenomena in economics and finance, including equilibrium, disequilibrium, optimizing and adaptive evolutionary points of view; nonlinear and complex dynamics in microeconomics, finance, macroeconomics and applied fields of economics. • Econometric and statistical methods for analysis of nonlinear processes in economics and finance, including computational methods, numerical tools and software to study nonlinear dependence, asymmetries, persistence of fluctuations, multiple equilibria, chaotic and bifurcation phenomena. • Applications linking theory and empirical analysis in areas such as macrodynamics, microdynamics, asset pricing, financial analysis and portfolio analysis, international economics, resource dynamics and environment, industrial organization and dynamics of technical change, labor economics, demographics, population dynamics, and game theory. The target audience of this series includes researchers at universities and research and policy institutions, students at graduate institutions, and practitioners in economics, finance and international economics in private or government institutions.
More information about this series at http://www.springer.com/series/5859
Gilles Dufrénot Takashi Matsuki •
Editors
Recent Econometric Techniques for Macroeconomic and Financial Data
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Editors Gilles Dufrénot Aix-Marseille University Marseille, France
Takashi Matsuki Osaka Gakuin University Osaka, Japan
ISSN 1566-0419 ISSN 2363-8370 (electronic) Dynamic Modeling and Econometrics in Economics and Finance ISBN 978-3-030-54251-1 ISBN 978-3-030-54252-8 (eBook) https://doi.org/10.1007/978-3-030-54252-8 © Springer Nature Switzerland AG 2021 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or
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