The existence of linkages between the agricultural sector and the rest of the economy points
to the specificity of that sector and justifies why we can conceive of a macroeconomics of …

This article investigates the relationship between global liquidity and commodity and food
prices applying a global cointegrated vector-autoregressive model. We use different …

A theoretical model capable of examining the effects of various monetary policies on
agriculture is developed. Results from comparative static experiments with the model show …

This paper reexamines the issue of whether commodity prices provide useful information for
formulating monetary policy through the application of a recent development in time series …

Since the mid-1970s, a number of studies have used vector autoregressive (VAR) models to
evaluate the magnitude and timing of mac-roeconomic impacts on agriculture. Use of the …

This ambitious book focuses on the underlying methodological issues rather than
concentrating upon econometric techniques. The limits of econometric investigations are …

This article examines food price volatility in Greece and how it is affected by short-run
deviations between food prices and macroeconomic factors. The methodology follows the …

This paper investigates whether economic policy uncertainty is predictable using three sets
of commodity futures market variables, namely the equal-weighted average of futures …

Forecasting Vector Autoregressions with Bayesian Priors Page 1 Forecasting Vector
Autoregressions with Bayesian Priors David A. Bessler and John L. Kling The paper …

This article examines the interactions between money, consumer prices and commodity
prices at a global level from 1970 to 2008. Using aggregated data for major Organization for …