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The Macroeconomics Shocks and the Brazilian Agricultural Price Evolution – A VAR Analysis Approach

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  • Humberto Spolador

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  • Geraldo Barros
  • Mirian Bacchi
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    Abstract

    The findings presented in this paper come from our study of the effects of Brazilian macroeconomic policy on the Brazilian Farm [product] Price Index using an adapted version of Frankel’s (1986 & 2006) theoretical model. The study examined the connection between Brazilian farm prices and external variables (worldwide importation of agribusiness products, international commodity prices, and foreign real interest rates) and between Brazilian farm prices and domestic variables (GDP, the real exchange rate, and local interest rates).

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    File URL: http://www-sre.wu.ac.at/ersa/ersaconfs/ersa11/e110830aFinal00406.pdf
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    Bibliographic Info

    Paper provided by European Regional Science Association in its series ERSA conference papers with number ersa11p406.

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    Date of creation: Sep 2011
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    Handle: RePEc:wiw:wiwrsa:ersa11p406

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    1. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, Econometric Society, vol. 48(1), pages 1-48, January.
    2. Jeffrey A. Frankel, 2006. "The Effect of Monetary Policy on Real Commodity Prices," NBER Working Papers 12713, National Bureau of Economic Research, Inc.
    3. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, Econometric Society, vol. 55(2), pages 251-76, March.
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