Detecting macroeconomic impacts on agricultural prices and export sales: a time series forecasting approach
The effect of movements in the real exchange rate on agricultural prices and agricultural export sales is assessed based on the principle of Granger causality. An out-of-sample forecasting procedure is used to conduct tests for Granger causality from the exchange rate to agricultural prices and expo...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/42037 http://scholar.lib.vt.edu/theses/available/etd-04122010-083628/ |