Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Formats:
CSV
TXT
ZIP
Journals:
Journal of Applied Econometrics
Volumes:
37
Simona Delle Chiaie
;
Laurent Ferrara
;
Domenico Giannone
Common factors of commodity prices (replication data)
In this paper, we extract latent factors from a large cross-section of commodity prices, including fuel and non-fuel commodities. We decompose each commodity price series into a...
DOI:10.15456/jae.2022327.072248
TXT
CSV
ZIP
