This paper deals with the dynamic response of exchange rates, inflation and agricultural foreign trade in Bulgaria …, 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 …

rate of food price inflation. The growth has been very uneven across sectors with agriculture remaining very sluggish. The …

. The paper opens up new policy insight. Since inflation in oil price is harmful for food security, particularly in …

volatility. We develop a unified empirical framework to analyze the media's effects on both returns and volatility using insights … concentrated in soybeans and maize. We find robust evidence that media coverage decreases volatility for these agricultural … commodities on average for the period we study. The effects on volatility balance each other, with decreasing price coverage …

U.S. retail food price increases in recent years may seem large in nominal terms, but after adjusting for inflation …