Gold and commodity prices as leading indicators of inflation: tests of the long-run relationship and predictive performance

Article Abstract:

A historical check of using gold and commodity prices as leading inflation indicators reveals that the emphasis on gold as inflation indicator is misplaced with the eclectic integration of the consumer price index (CPI) and that the commodity price index is preferred. The study also reveals that error correction for CPI and commodity price indicators are insignificant in improving predictive performance.

Analysis, Evaluation, Inflation (Finance), Economic indicators, Inflation accounting, Inflation (Economics), Commodity price indexes

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Macro shocks and real stock prices

Article Abstract:

Research is presented concerning the influence which aggregate spending, and money and aggregate supply has on the price of securities in a structural vector autoregression situation. The rapid rise of stock prices in the late 1990s is discussed.

Stocks & Other Equity Securities, Research, Securities, Securities prices, Money supply, Autoregression (Statistics)

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Do macroeconomics news releases affect gold and silver prices?

Article Abstract:

Issues are presented concerning the influence which macroeconomic news releases such as the Unemployment Rate, Capacity Utilization and Gross Domestic Product have on the price of silver and gold.

Influence, Macroeconomics, Gold, Silver

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