Grain price volatility in a small open economy
نویسندگان
چکیده
منابع مشابه
Grain Price Volatility in a Small Open Economy
This paper uses a multivariate vector error-correction generalized autoregressive conditional heteroscedasticity model to investigate the effect of British grain prices on their Irish equivalents. We find that in the long run the law of one price holds and in the short run the model captures the salient features of Irish grain prices. The model is used to compute rolling forecasts of the condit...
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ژورنال
عنوان ژورنال: European Review of Agriculture Economics
سال: 2003
ISSN: 1464-3618
DOI: 10.1093/erae/30.1.77