Title

Examining the CRB index as a leading indicator for US inflation

Document Type

Article

Publication Date

10-11-2010

Abstract

This article analyses historical movements in the commodity futures market and its relationship to inflation. Specifically, the relationship between the Commodity Research Bureau (CRB) index and US inflation is investigated. The results show that the CRB index continues to be an effective early indicator of inflation. However, as the composition of the US economy changes, the CRB should continue to realign the index to maintain its long-term viability. © 2010 Taylor & Francis.

Publication Source (Journal or Book title)

Applied Economics Letters

First Page

1493

Last Page

1496

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