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The present paper provides a literature review of studies examining the potential causes and consequences of recent surges in food and agricultural commodity prices. Furthermore, this paper uses the structural trend methodology proposed by Koopman et al. (2009) to analyze movements in the IMF...
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This paper investigates volatility spillover effects between relative food prices and explicit macroeconomic fundamentals, i.e. exchange rates, money balances, inflation, and the deficit to income ratio, through the methodology of GARCH models. The findings showed that significant and positive...
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This paper examines the process of relative food price volatility and investigates how short-run deviations from the relationship between relative food prices and particular macroeconomic fundamentals affect this volatility for the case of Greece. The methodology followed in this paper to...
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