Jin, Hyun Joung; Miljkovic, Dragan - Agricultural and Applied Economics Association - AAEA - 2005
We analyze the movement of farm prices relative to other commodity prices in the period 1913:1-2003:12, investigating the number and time of structural breaks and discussing likely causes of structural breaks in the relative farm prices. Bai and Perron's (1998, 2003) multiple structural change...