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Impact of Interest Rates on Agricultural Commodity Price Dynamics

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  • Sun, Zhining
  • Katchova, Ani

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  • Sun, Zhining & Katchova, Ani, 2023. "Impact of Interest Rates on Agricultural Commodity Price Dynamics," 2023 Annual Meeting, July 23-25, Washington D.C. 335682, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea22:335682
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    File URL: https://ageconsearch.umn.edu/record/335682/files/26049.pdf
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    References listed on IDEAS

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    1. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    2. Jeffrey A. Frankel, 2008. "The Effect of Monetary Policy on Real Commodity Prices," NBER Chapters, in: Asset Prices and Monetary Policy, pages 291-333, National Bureau of Economic Research, Inc.
    3. Akram, Q. Farooq, 2009. "Commodity prices, interest rates and the dollar," Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
    4. John Y. Campbell, 2008. "Asset Prices and Monetary Policy," NBER Books, National Bureau of Economic Research, Inc, number camp06-1, March.
    5. Campbell, John Y. (ed.), 2008. "Asset Prices and Monetary Policy," National Bureau of Economic Research Books, University of Chicago Press, number 9780226092119, December.
    6. Amatov, Aitbek & Dorfman, Jeffrey H., 2017. "The Effects On Commodity Prices Of Extraordinary Monetary Policy," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 49(1), pages 83-96, February.
    7. John S. Lapp, 1990. "Relative Agricultural Prices and Monetary Policy," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 622-630.
    8. Jeffrey A. Frankel, 1984. "Commodity Prices and Money: Lessons from International Finance," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(5), pages 560-566.
    9. Jeffrey A. Frankel, 1986. "Expectations and Commodity Price Dynamics: The Overshooting Model," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(2), pages 344-348.
    Full references (including those not matched with items on IDEAS)

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    Keywords

    Agricultural Finance; Marketing; Teaching/Communication/Extension/Profession;
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