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A note on the stationarity of the primary commodities relative price index
Journal article   Peer reviewed

A note on the stationarity of the primary commodities relative price index

Rodolfo Helg
Economic letters, Vol.36(1, May 1991), pp.55-60
1991
Scopus ID: 2-s2.0-0013169522
Web of Science ID: WOS:A1991FQ72900011

Abstract

The Prebisch-Singer hypothesis of a secular decline in the relative price of primary commodities is investigated searching for the presence of a deterministic rather than stochastic trend and controlling for major structural breaks. The evidence is in favour of a deterministic trend with a negative slope for the largest part of the century and a major structural break at the end of World War One.

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