Babula, Ronald A.; Somwaru, Agapi - In: Agribusiness 8 (1992) 3, pp. 243-252
A monthly vector autoregression (VAR) model of the following prices was estimated over the 1962:1-1990:6 period: crude oil price (CRUDE), industrial chemical price (INDCHEM), agricultural chemical price (AGCHEM), and fertilizer price (FERT). The VAR was shocked with a rise in CRUDE, and dynamic...