2007/01/01 by Stephan Pfaffenzeller, Paul Newbold, Anthony Rayner +1 · 2 citations
Economics, Econometrics and Finance · #Economic Theory and Policy #Market Dynamics and Volatility #Monetary Policy and Economic Impact
paper · doi:10.1093/wber/lhl013
openalex publication_date 2007/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/26
The Grilli and Yang commodity price index is one of the most widely used commodity price series in the applied economics literature. This note provides some practical advice on updating this data series by listing the base period index values, identifying relevant data sources, and describing a method for computing subindex weights.