Identifying trends and breaks commodity prices
该研究使用内生断点检验方法识别国际大宗商品价格序列中的趋势变化和断点，并与外生断点检验的结果进行对比，为政策制定提供参考。
Recent studies have investigated the possibility of shifting trends and breaks in international commodity price series. Many of these studies have been concerned with individual commodity ruptures, such as in the case of crude oil prices, while others have considered commodity price breaks in general. However, most of these studies have employed exogenous price break tests. This study performs endogenous price break tests. Furthermore, it specifies the differences in break point identification that result from employing the endogenous as compared to the exogenous break tests. Policy implications are drawn in the conclusions.