Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market.

S-Tier
Journal: American Economic Review
Year: 1992
Volume: 82
Issue: 1
Pages: 157-78

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Futures prices were well above spot prices for most commodities during most of the Great Depression; evidently the spectacular declines in agricultural prices caught many people by surprise. Based on the historical correlations between commodity prices and consumer prices, commodity markets anticipated stable consumer prices during the first year of the Great Depression. The dramatic drop in nominal Treasury bill yields, thus, should be read as a drop in ex ante real rates. Later in the Great Depression, markets anticipated deflation, but not as severe as actually occurred. Copyright 1992 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:82:y:1992:i:1:p:157-78
Journal Field
General
Author Count
1
Added to Database
2026-01-25