Can inflation expectations be measured using commodity futures prices? (Structural Change & Economic Dynamics 2018)

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This page needs attention because the study Monetary factors in the great depression (JME 1987) is also replicated, and the authors claim that the study Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? (JF 1990) is flawed.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Rasheed Saleuddin, D’Maris Coffman Can inflation expectations be measured using commodity futures prices? Structural Change & Economic Dynamics 2018 45 37-48 E3 Commodity futures, Inflation expectations, Normal backwardation

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
James D. Hamilton Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market AER 1992 1 157-78 E32, N12 - 4 - (new methods & data) 2 - failed (different results) - 1 - yes -

References

DOI: 10.1016/j.strueco.2018.01.002 IDEAS: a/eee/streco/v45y2018icp37-48.html EconPapers: RePEc:eee:streco:v:45:y:2018:i:c:p:37-48


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