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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:aaea23:335682
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    1. Anindya Banerjee & Juan Dolado & Ricardo Mestre, 1998. "Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(3), pages 267-283, May.
    2. 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.
    3. 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.
    4. Akram, Q. Farooq, 2009. "Commodity prices, interest rates and the dollar," Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
    5. 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.
    6. Amatov, Aitbek & Dorfman, Jeffrey H., 2017. "The Effects on Commodity Prices of Extraordinary Monetary Policy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 49(1), January.
    7. 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.
    8. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    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.
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