International monetary and exchange rate policies and world agricultural markets: the case of soybeans and soybean products
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Griffith, Garry R. & Meilke, Karl D., 1982. "A Structural Econometric Model of the World Markets for Rapeseed, Soybeans and Their Products," Working Papers 146655, University of Guelph, Department of Food, Agricultural and Resource Economics.
- Richard Meese & Kenneth Rogoff, 1983.
"The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?,"
NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 67-112,
National Bureau of Economic Research, Inc.
- Richard Meese & Kenneth Rogoff & Jacob Frenkel, "undated". "The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?," Working Paper 32044, Harvard University OpenScholar.
- Richard Meese & Kenneth S. Rogoff, 1982. "The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?," International Finance Discussion Papers 204, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Takayama, Akira & Drabicki, John Z., 1976. "On the Endogenous Supply of Money," Economic Review, Hitotsubashi University, vol. 27(4), pages 336-348, October.
- William H. Branson, 1984.
"Exchange Rate Policy after a Decade of "Floating","
NBER Chapters, in: Exchange Rate Theory and Practice, pages 79-118,
National Bureau of Economic Research, Inc.
- William H. Branson, 1982. "Exchange-Rate Policy After a Decade of "Floating"," NBER Working Papers 0909, National Bureau of Economic Research, Inc.
- Frederic S. Mishkin, 1983. "A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models," NBER Books, National Bureau of Economic Research, Inc, number mish83-1.
- 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.
- Orden, David Robert, 1984. "Capital Flows, the Exchange Rate, and Agricultural Commodity Markets," Faculty and Alumni Dissertations 322833, University of Minnesota, Department of Applied Economics.
- Pagoulatos, Emilio & Shonkwiler, J. Scott & Canler, Edward, 1984.
"An Empirical Analysis Of Macroeconomic Factors Influencing The Agricultural Exchange Rate Of The Dollar,"
1984 Annual Meeting, August 5-8, Ithaca, New York
279078, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Nerlove, Marc, 1958. "Distributed Lags and Demand Analysis for Agricultural and Other Commodities," Technical Resources 316559, United States Department of Agriculture, Agricultural Marketing Service, Transportation and Marketing Program.
- Starleaf, Dennis R., 1982. "Macroeconomic Policies and Their Impact Upon the Farm Sector," 1982 Annual Meeting, August 1-4, Logan, Utah 279148, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Haas, Richard D & Alexander, William E, 1979. "A Model of Exchange Rates and Capital Flows: The Canadian Floating Rate Experience," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(4), pages 467-482, November.
- Jeffrey A. Frankel and Kenneth A. Froot., 1986. "Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists," Economics Working Papers 8603, University of California at Berkeley.
- Frankel, Jeffrey A. & Froot, Kenneth A., 1986. "Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists," Department of Economics, Working Paper Series qt26w957fs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
- Stanley W. Black, 1972. "International money markets and flexible exchange rates," Staff Studies 70, Board of Governors of the Federal Reserve System (U.S.).
- M.S. Mark Denbaly & Gary W. Williams, 1988. "U.S. Money Supply and the Exchange Rate: Long-Run Effects on the World Feedgrain Market," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 10(1), pages 49-62.
- Rausser, Gordon C., 1985. "Macroeconomics and U.S. agricultural policy," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9411m70q, Department of Agricultural & Resource Economics, UC Berkeley.
- Morris Goldstein & Mohsin S. Khan, 2017. "The Supply and Demand for Exports: A Simultaneous Approach," World Scientific Book Chapters, in: TRADE CURRENCIES AND FINANCE, chapter 2, pages 83-104, World Scientific Publishing Co. Pte. Ltd..
- Goldstein, Morris & Khan, Mohsin S, 1978. "The Supply and Demand for Exports: A Simultaneous Approach," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 275-286, May.
- 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.
- Canler, Edward & Pagoulatos, Emilio, 1983. "Some Determinants of an Agricultural Exchange Rate in the Short Run," Staff Paper Series 240667, University of Florida, Food and Resource Economics Department.
- repec:bla:scandj:v:78:y:1976:i:2:p:229-48 is not listed on IDEAS
- John F. O. Bilson & Richard C. Marston, 1984. "Exchange Rate Theory and Practice," NBER Books, National Bureau of Economic Research, Inc, number bils84-1.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Orden, David, 1984. "Capital Flows, The Exchange Rate And Agricultural Commodity Markets: Some Empirical Evidence," 1984 Annual Meeting, August 5-8, Ithaca, New York 279070, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- G. Edward Schuh, 1974. "The Exchange Rate and U. S. Agriculture," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(1), pages 1-13.
- Starleaf, Dennis R. & Meyers, William H. & Womack, Abner W., 1985. "The Impact of Inflation on the Real Income of U.S. Farmers," Staff General Research Papers Archive 10858, Iowa State University, Department of Economics.
- Dennis R. Starleaf, 1982. "Macroeconomic Policies and Their Impact Upon the Farm Sector," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(5), pages 854-860.
- Hans Genberg, 1984. "Properties of Innovations in Spot and Forward Exchange Rates and the Role of Money Supply Processes," NBER Chapters, in: Exchange Rate Theory and Practice, pages 153-174, National Bureau of Economic Research, Inc.
- Maury E. Bredahl & William H. Meyers & Keith J. Collins, 1979. "The Elasticity of Foreign Demand for U.S. Agricultural Products: The Importance of the Price Transmission Elasticity," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(1), pages 58-63.
- Jeffrey A. Frankel, 1984. "Tests of Monetary and Portfolio Balance Models of Exchange Rate Determination," NBER Chapters, in: Exchange Rate Theory and Practice, pages 239-260, National Bureau of Economic Research, Inc.
- Dale W. Jorgenson & Jean-Jacques Laffont, 1974. "Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 615-640, National Bureau of Economic Research, Inc.
- Huyser, Wipada Soonthornsima, 1983. "A regional analysis of trade policies affecting the soybean and soymeal market," ISU General Staff Papers 198301010800008638, Iowa State University, Department of Economics.
- Kitchen, John & Denbaly, Mark, 1987. "Commodity Prices, Money Surprises, and Fed Credibility: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(2), pages 246-251, May.
- Dennis R. Starleaf & William H. Meyers & Womack Abner W., 1985. "The Impact of Inflation on the Real Income of U.S. Farmers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(2), pages 384-389.
- Robert E. Cumby & Maurice Obstfeld, 1984. "International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence," NBER Chapters, in: Exchange Rate Theory and Practice, pages 121-152, National Bureau of Economic Research, Inc.
- Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
- Driskill, Robert A, 1981. "Exchange-Rate Dynamics: An Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 89(2), pages 357-371, April.
- Frankel, Jeffrey A, 1979. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials," American Economic Review, American Economic Association, vol. 69(4), pages 610-622, September.
- Hooper, Peter & Morton, John, 1982. "Fluctuations in the dollar: A model of nominal and real exchange rate determination," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 39-56, January.
- Rudiger Dornbusch, 1980. "Exchange Rate Economics: Where Do We Stand?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 11(1, Tenth ), pages 143-206.
- Gary W. Williams & Robert L. Thompson, 1984. "Brazilian Soybean Policy: The International Effects of Intervention," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(4), pages 488-498.
- Frederic S. Mishkin, 1983. "Introduction to "A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models"," NBER Chapters, in: A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models, pages 1-6, National Bureau of Economic Research, Inc.
- Stephen M. Goldfeld, 1973. "The Demand for Money Revisited," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(3), pages 577-646.
- Robert G. Chambers, 1984. "Agricultural and Financial Market Interdependence in the Short Run," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(1), pages 12-24.
- Dennis R. Starleaf, 1982. "Macroeconomic Policies and Their Impact Upon the Farm Sector," American Journal of Agricultural Economics, John Wiley & Sons, vol. 64(5), pages 854-860, December.
- Mussa, Michael, 1979. "Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 11(1), pages 9-57, January. Full references (including those not matched with items on IDEAS)
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Liu, Zong-Shin, 1989. "Monetary policy, exchange rate, and effects on US wheat trade and domestic market in an imperfect competition framework," ISU General Staff Papers 1989010108000010216, Iowa State University, Department of Economics.
- Devadoss, S., 1985. "The impacts of monetary policies on US agriculture," ISU General Staff Papers 198501010800008837, Iowa State University, Department of Economics.
- Dibooglu, Selahattin, 1993. "Multiple cointegration and structural models: applications to exchange rate determination," ISU General Staff Papers 1993010108000011419, Iowa State University, Department of Economics.
- Denbaly, Massoud Said Mark, 1984. "U. S. monetary policy and the exchange rate: effects on the world coarse grain market," ISU General Staff Papers 198401010800008753, Iowa State University, Department of Economics.
- Hodrick, Robert J., 1989.
"Risk, uncertainty, and exchange rates,"
Journal of Monetary Economics, Elsevier, vol. 23(3), pages 433-459, May.
- Robert J. Hodrick, 1987. "Risk, Uncertainty and Exchange Rates," NBER Working Papers 2429, National Bureau of Economic Research, Inc.
- Meese, Richard & Rogoff, Kenneth, 1986.
"Was it real? The exchange rate -- Interest differential relation: 1973-1984,"
Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 297-298, June.
- Richard Meese & Kenneth S. Rogoff, 1985. "Was it real? : the exchange rate-interest differential relation, 1973 - 1984," International Finance Discussion Papers 268, Board of Governors of the Federal Reserve System (U.S.).
- Richard Meese & Kenneth Rogoff, 1985. "Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984," NBER Working Papers 1732, National Bureau of Economic Research, Inc.
- Meese, Richard & Rogoff, Kenneth, 1985. "Was It Real? The Exchange Rate-Interest Differntial Relation, 1973-1984," SSRI Workshop Series 292670, University of Wisconsin-Madison, Social Systems Research Institute.
- Tegene, Abebayehu, 1990.
"The Impact of Macrovariables on the Farm Sector: Some Further Evidence,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(1), pages 77-86, July.
- Tegene, Abebayehu, 1990. "The Impact Of Macrovariables On The Farm Sector: Some Further Evidence," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 22(1), pages 1-9, July.
- Devadoss, S. & Meyers, Williams H. & Starleaf, Dennis R., 1985. "The Impacts Of U.S. Monetary Policies On The Farm Sector," 1985 Annual Meeting, August 4-7, Ames, Iowa 278595, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Keith Pilbeam, 2001. "Economic Fundamentals and Exchange Rate Movements," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(1), pages 55-64.
- Chinn, Menzie D. & Meese, Richard A., 1995. "Banking on currency forecasts: How predictable is change in money?," Journal of International Economics, Elsevier, vol. 38(1-2), pages 161-178, February.
- repec:onb:oenbwp:y::i:28:b:1 is not listed on IDEAS
- Rausser, Gordon C., 1985. "Macroeconomic environment for U.S. agricultural policy," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2561m38d, Department of Agricultural & Resource Economics, UC Berkeley.
- Kholdy, Shady & Sohrabian, Ahmad, 1995. "Testing for the relationship between nominal exchange rates and economic fundamentals," Global Finance Journal, Elsevier, vol. 6(2), pages 121-134.
- W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand.
- Goldberg, Michael D., 2000. "On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 673-688, October.
- V. H. Smith & J. S. Lapp, 1993. "Relative Price Variability Among Agricultural Commodities And Macroeconomic Instability In The United Kingdom," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(2), pages 272-283, May.
- Roman Frydman & Michael D. Goldberg, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank).
- Frenkel, Jacob A. & Mussa, Michael L., 1985.
"Asset markets, exchange rates and the balance of payments,"
Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 14, pages 679-747,
Elsevier.
- Jacob A. Frenkel & Michael L. Mussa, 1984. "Asset Markets, Exchange Rates and the Balance of Payments," NBER Working Papers 1287, National Bureau of Economic Research, Inc.
- Xie, Zixiong & Chen, Shyh-Wei, 2019. "Exchange rates and fundamentals: A bootstrap panel data analysis," Economic Modelling, Elsevier, vol. 78(C), pages 209-224.
- West, Kenneth D., 1987.
"A standard monetary model and the variability of the deutschemark-dollar exchange rate,"
Journal of International Economics, Elsevier, vol. 23(1-2), pages 57-76, August.
- Kenneth D. West, 1986. "A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate," NBER Working Papers 2102, National Bureau of Economic Research, Inc.
- Meier, Carsten-Patrick, 1999. "Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark/dollar parity," Kiel Working Papers 962, Kiel Institute for the World Economy (IfW Kiel).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:isu:genstf:198701010800009611. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Curtis Balmer (email available below). General contact details of provider: https://edirc.repec.org/data/deiasus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.