Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor-augmented VAR analyses

Author:

Alam Md Rafayet1,Gilbert Scott2

Affiliation:

1. Department of Finance and Economics; The University of Tennessee at Chattanooga; 615 McCallie Avenue Chattanooga TN 37403

2. Department of Economics; Southern Illinois University Carbondale; 1263 Lincoln Dr. Carbondale IL 62901

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science

Reference50 articles.

1. On the co-movement of commodity prices;Ai;Am. J. Agric. Econ,2006

2. Commodity prices, interest rates and the dollar;Akram;Energy Econ,2009

3. A roller coaster ride: An empirical investigation of the main drivers of the international wheat price;Algieri;Agric. Econ,2014

4. The impact of monetary policy shocks on commodity prices;Anzuini;Intl. J. Central Banking,2013

5. Impact of macroeconomic policies on agricultural prices;Awokuse;Agric. Resour. Econ. Rev,2005

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