Results 81 to 90 of about 29,321 (214)
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
Cogent Economics & Finance, 2019 The paper attempts to empirically test the contribution of unprocessed and processed agriculture of exports to economic growth in South Africa. The study used time series data which spanned from 1986 to 2012. A Johansen cointegration approach was used to
Courage Mlambo +2 more
doaj +1 more source
Forecasting Price Relationships among U.S Tree Nuts Prices [PDF]
This paper investigates a vector auto regression model, using the Johansen cointegration technique, and the autoregressive integrated moving average time series models to determine the better model for forecasting US tree nut prices over the period 1992 ...
Florkowski, Wojciech J. +1 more
core +1 more source
Tourism's Impact on Long-Run Mexican Economic Growth [PDF]
Tourism is one of the most important factors in the productivity of Mexican economy with significant multiplier effects on economic activity. This paper investigates possible causal relationships among tourism expenditure, real exchange rate and economic
Edgar J Sanchez Carrera +2 more
core
Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing? [PDF]
This study highlights some problems with using the Johansen cointegration statistics on data containing a negative moving average (NMA) in the error term of the data generating process.
Lence, Sergio H., Mallory, Mindy L.
core +1 more source
Is There A Long-Run Relationship Between Taxation And Growth: The Case Of Turkey [PDF]
This paper empirically investigates long-run equilibrium relationship between economic growth and tax revenues in Turkey by using the bounds test and Johansen technique for cointegration.
Katircioglu, Salih Turan
core
Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation [PDF]
, 2008 The paper seeks to quantitatively assess the impact of exchange rate volatility on non oil export flows in Nigeria. Theoretically, volatility-trade link is ambiguous, although a strand of studies reported inverse link between export flow and volatility ...
Aliyu, Shehu Usman Rano
core +1 more source
Testing for cointegration using the Johansen approach: Are we using the correct critical values? [PDF]
This paper presents Monte Carlo simulations for the Johansen cointegration test which indicate that the critical values applied in a number of econometrics software packages are inappropriate.
Paul Turner
core
Price Dynamics in the North American Wheat Market [PDF]
This study examines price dynamics in the U.S. and Canadian hard red spring (HRS) and durum wheat markets. Using monthly prices for 1979-2002, we adopt Johansen cointegration tests and a vector error-correction (VEC) model.
Baek, Jungho, Koo, Won W.
core +4 more sources
An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture [PDF]
The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated.
Bryant, Henry L. +3 more
core +1 more source