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Interactions among money, exchange rates, and commodity prices

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  • Ardeni, Pier-Giorgio
  • Rausser, Gordon C.

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  • Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
    • Handle: RePEc:cdl:agrebk:qt8bg30713
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    1. Dallas S. Batten & Michael T. Belongia, 1984. "The recent decline in agricultural exports: is the exchange rate the culprit?," Review, Federal Reserve Bank of St. Louis, vol. 66(Oct), pages 5-14.
    2. Litterman, Robert B & Weiss, Laurence M, 1985. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," Econometrica, Econometric Society, vol. 53(1), pages 129-156, January.
    3. Bordo, Michael David, 1980. "The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts," Journal of Political Economy, University of Chicago Press, vol. 88(6), pages 1088-1109, December.
    4. Thornton, Daniel L & Batten, Dallas S, 1985. "Lag-Length Selection and Tests of Granger Causality between Money and Income," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(2), pages 164-178, May.
    5. Devadoss, Stephen & Meyers, William H., 1987. "Relative Prices and Money: Further Results for the United States," Staff General Research Papers Archive 10856, Iowa State University, Department of Economics.
    6. Richard A. Meese & Andrew K. Rose, 1991. "An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 603-619.
    7. Orden, David, 1986. "Money and Agriculture: The Dynamics of Money Financial Market-Agricultural Trade Linkages," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 38(3), pages 1-15.
    8. Bernanke, Ben S., 1986. "Alternative explanations of the money-income correlation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 49-99, January.
    9. Chambers, Robert G. & Just, Richard E., 1982. "An investigation of the effect of monetary factors on agriculture," Journal of Monetary Economics, Elsevier, vol. 9(2), pages 235-247.
    10. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    11. Richard C. Barnett & David A. Bessler & Robert L. Thompson, 1983. "The Money Supply and Nominal Agricultural Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(2), pages 303-307.
    12. Gordon C. Rausser & James A. Chalfant & H. Alan Love & Kostas G. Stamoulis, 1986. "Macroeconomic Linkages, Taxes, and Subsidies in the U.S. Agricultural Sector," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(2), pages 399-412.
    13. Gordon C. Rausser & James A. Chalfant & H. Alan Love & Kostas G. Stamoulis, 1986. "Macroeconomic Linkages, Taxes, and Subsidies in the U.S. Agricultural Sector," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(2), pages 399-412.
    14. Peter J. Saunders, 1988. "Causality of U.S. Agricultural Prices and the Money Supply: Further Empirical Evidence," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(3), pages 588-596.
    15. David A. Bessler, 1984. "Relative Prices and Money: A Vector Autoregression on Brazilian Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(1), pages 25-30.
    16. S. Devadoss & William H. Meyers, 1987. "Relative Prices and Money: Further Results for the United States," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(4), pages 838-842.
    17. 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.
    18. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
    19. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
    20. Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106.
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    1. Ardeni, Pier-Giorgio & Rausser, Gordon C., 1990. "Alternative subsidy reduction paths: the role of fiscal and monetary policy linkages," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5074f3vq, Department of Agricultural & Resource Economics, UC Berkeley.

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