Showing 1 - 10 of 5,305
Persistent link: https://www.econbiz.de/10011794669
, Poland and Romania to global food prices. We employ time-varying VARs with stochastic volatility to estimate the behaviour of … the time variation and nonlinearities of the relationship between variables taking into account food price volatility and …
Persistent link: https://www.econbiz.de/10012174767
Persistent link: https://www.econbiz.de/10011548760
Persistent link: https://www.econbiz.de/10010260183
Persistent link: https://www.econbiz.de/10010531307
Persistent link: https://www.econbiz.de/10012173849
Persistent link: https://www.econbiz.de/10009536289
Persistent link: https://www.econbiz.de/10013269565
variations taken together had positive effects on commodity prices. GARCH estimates demonstrate significant volatility growth … Naira had highest coefficient of volatility of approximately 71.2%. This was followed by the Ghanaian Cedi with a negative … volatility rate of 71% and the South African rand with a coefficient of 65%. However, while all countries had negative volatility …
Persistent link: https://www.econbiz.de/10013449146
"The rapid rise in food prices has been a burden on the poor in developing countries, who spend roughly half of their household incomes on food. This paper examines the factors behind the rapid increase in internationally traded food prices since 2002 and estimates the contribution of various...
Persistent link: https://www.econbiz.de/10010521077