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Impact of Monetary Policy Shocks on Agricultural Markets

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  • Jo, Jungkeon

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  • Jo, Jungkeon, 2025. "Impact of Monetary Policy Shocks on Agricultural Markets," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 360650, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea25:360650
    DOI: 10.22004/ag.econ.360650
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    File URL: https://ageconsearch.umn.edu/record/360650/files/75161_105011_105300_AAEA2025_MP_commodity.pdf
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    References listed on IDEAS

    as
    1. Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
    2. Sayed H. Saghaian & Michael R. Reed & Mary A. Marchant, 2002. "Monetary Impacts and Overshooting of Agricultural Prices in an Open Economy," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(1), pages 90-103.
    3. Dean Scrimgeour, 2015. "Commodity Price Responses to Monetary Policy Surprises," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 88-102.
    4. Md Rafayet Alam & Scott Gilbert, 2017. "Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 15-27, January.
    5. Jeffrey H. Dorfman & William D. Lastrapes, 1996. "The Dynamic Responses of Crop and Livestock Prices to Money-Supply Shocks: A Bayesian Analysis Using Long-Run Identifying Restrictions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(3), pages 530-541.
    6. David Orden & Paul L. Fackler, 1989. "Identifying Monetary Impacts on Agricultural Prices in VAR Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 495-502.
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