10.17862/cranfield.rd.8259059.v1
Wei Yao
Wei
Yao
Constantinos Alexiou
Constantinos
Alexiou
Speculative activity, monetary policy and commodity prices
Cranfield Online Research Data (CORD)
2019
commodity prices
Monetary policy transmission
Economics
Time-Series Analysis
2019-06-19 08:12:10
Dataset
https://cord.cranfield.ac.uk/articles/dataset/Speculative_activity_monetary_policy_and_commodity_prices/8259059
<p>The dataset consists of key macroeconomic indicators sourced from the OECD and the FRED. Data on the thirteen commodities, which are classified as energy commodities (crude oil and heating oil), precious metal commodities (gold, silver, platinum, palladium and copper), agricultural commodities (wheat, sugar, soybeans, coffee and cocoa) or textile commodities (cotton) are not included in these dataset as they are not publicly available and restrictions apply. All data are monthly and span the period 1986:1 to 2018:7.</p>