The Nonparametric Relationship between Oil and South African Agricultural Prices
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References listed on IDEAS
- Vincent, David P. & Dixon, Peter B. & Parmenter, B.R. & Sams, D.C., 1979.
"The Short-Term Effect Of Domestic Oil Price Increases On The Australian Economy With Special Reference To The Agricultural Sector,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 0(Number 2), pages 1-23, August.
- David P. Vincent & Peter B. Dixon & B.R. Parmenter & D.C. Sams, 1979. "The Short‐Term Effect Of Domestic Oil Price Increases On The Australian Economy With Special Reference To The Agricultural Sector," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 23(2), pages 79-101, August.
- Richard Ajayi & Apostolos Serletis, 2009. "Testing for causality in the transmission of Eurodollar and US interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 19(6), pages 439-443.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
- Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho, 2011. "A consistent nonparametric test for nonlinear causality—Specification in time series regression," Journal of Econometrics, Elsevier, vol. 165(1), pages 112-127.
- Hiemstra, Craig & Jones, Jonathan D, 1994. " Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation," Journal of Finance, American Finance Association, vol. 49(5), pages 1639-1664, December.
- Avalos, Fernando, 2014. "Do oil prices drive food prices? The tale of a structural break," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 253-271.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Aye, Goodness C., 2016. "Causality between Oil Price and South Africa's Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time var," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(3), pages 193-212.
More about this item
KeywordsAgricultural prices; Oil prices; Granger causality; Nonlinearity; South Africa;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2014-11-17 (Africa)
- NEP-AGR-2014-11-17 (Agricultural Economics)
- NEP-ALL-2014-11-17 (All new papers)
- NEP-ENE-2014-11-17 (Energy Economics)
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