Agricultural Commodity Price Dynamics: Evidence from BVAR Models
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More about this item
Keywords
commodity prices; corn; wheat; BVAR models; demand elasticity; supply elasticity; historical decomposition; USDA supply forecasts; WASDE;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2023-09-18 (Agricultural Economics)
- NEP-TRA-2023-09-18 (Transition Economics)
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