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In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...
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has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …
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alternatives and more economically plausible. We discuss implications of our analysis for the estimation of economic models of …
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