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Author  |
Gutierrez, L.; Piras, F.; Roggero, P.P. | ||||
| Title | A global vector autoregression model for the analysis of wheat export prices | Type | Journal Article | ||
| Year | 2015 | Publication | American Journal of Agricultural Economics | Abbreviated Journal | American Journal of Agricultural Economics |
| Volume | 97 | Issue | 5 | Pages | 1494-1511 |
| Keywords | Global dynamic models; price analysis; wheat market; lagged dependent-variables; commodity-markets; error-correction; food-prices; unit-root; regressors; tests; cointegration; dynamics; time | ||||
| Abstract | Food commodity price fluctuations have an important impact on poverty and food insecurity across the world. Conventional models have not provided a complete picture of recent price spikes in agricultural commodity markets, and there is an urgent need for appropriate policy responses. Perhaps new approaches are needed to better understand international spill-overs, the feedback between the real and the financial sectors, as well as the link between food and energy prices. In this article, we present the results from a new worldwide dynamic model that provides the short and long-run impulse responses of the international wheat price to various real and financial shocks. | ||||
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| Language | English | Summary Language | Original Title | ||
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| ISSN | 0002-9092 1467-8276 | ISBN | Medium | Article | |
| Area | Expedition | Conference | |||
| Notes | TradeM, ft_macsur | Approved | no | ||
| Call Number | MA @ admin @ | Serial | 4658 | ||
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