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GRANGER CAUSALITY FROM THE EXCHANGE RATE TO AGRICULTURAL PRICES AND EXPORT SALES
12 references·3 citing·45 second hop
GRANGER CAUSALITY FROM THE EXCHANGE RATE TO AGRICULTURAL PRICES AND EXPORT SALES (1990)GRANGER CAUSALITY FROM THE EXCHANGE RATE …Advertising and Aggregate Consumption: An Analysis of Causality (2010)Advertising and Aggregate Con…Forecasting Wheat Exports: Do Exchange Rates Matter? (1987)Forecasting Wheat Exports: Do…The theory and practice of econometrics (1986)The theory and practice of ec…Monetary Policy, Real Exchange Rates, and U.S. Agricultural Exports (1986)Monetary Policy, Real Exchang…Agriculture, trade, and macroeconomics: The U.S. case (1986)Agriculture, trade, and macro…The Recent Decline in Agricultural Exports: Is the Exchange Rate the Culprit? (1984)The Recent Decline in Agricul…Price forecasting and evaluation: An application in agriculture (1983)Price forecasting and evaluat…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Effects of Exchange Rate Changes on U.S. Agriculture: A Dynamic Analysis (1981)Effects of Exchange Rate Chan…Testing for causality (1980)Testing for causalityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Autoregressive Modeling of Canadian Money and Income Data (1979)Autoregressive Modeling of Ca…Exchange Rates and Turkish Fresh Fruits and Vegetables Trade with the EU Countries: Bilateral Trade Data Analysis (2011)Exchange Rates and Turkish Fr…Neural Networks Applied to Stock Market Forecasting: An Empirical Analysis (2010)Neural Networks Applied to St…The Nested PIGLOG Model: An Application to U.S. Food Demand (2003)The Nested PIGLOG Model: An A…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)A Monetary History of the United States 1867-1960 (1964)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Empirical exchange rate models of the seventies (1983)Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk (1986)The J‐Curve Effect and the U.S. Agricultural Trade Balance (1989)Exchange Rate Risk and U.S. Agricultural Trade Flows (1990)The impact of exchange rate volatility on U.S. poultry exports (2006)MONEY, INCOME, AND CAUSALITY (1972)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Tourism and Economic Growth: The Case of Mauritius (2004)Corn Cash Price Forecasting (2020)Advertising and Aggregate Consumption: An Analysis of Causality (1980)Macroeconomics and Reality (1980)Price Dynamics in International Wheat Markets (1991)Bayesian-Optimized Gaussian Process Calibration for Forecasting Carbon Allowance Prices in Tianjin (2025)Forecasts of wholesale food price indices through Gaussian process regressions (2025)Fitting autoregressive models for prediction (1969)The Combination of Forecasts (1969)Forecasting methods and applications (1993)Second-hand house price index forecasting with neural networks (2021)Coking coal futures price index forecasting with the neural network (2022)Machine Learning Green Gram Price Predictions (2025)Regression-Based Tests of Predictive Ability (1998)Forecasting Economic Time Series (2000)Robust out-of-sample inference (2000)Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis (2004)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Survey of current business (1921)Measurement of Price Elasticities in International Trade (1950)The Effects of Devaluation on the Trade Balance and the Balance of Payments: Some New Results (1979)Understanding International Trade in Agricultural Products: One Hundred Years of Contributions by Agricultural Economists (2010)Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets (2012)Long‐run and Short‐run Co‐movements in Energy Prices and the Prices of Agricultural Feedstocks for Biofuel (2014)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1980Testing for causality1,747 cited
  • 1979Autoregressive Modeling of Canadian Money and Income Data366 cited
  • 2010Advertising and Aggregate Consumption: An Analysis of Causality189 cited
  • 1981Effects of Exchange Rate Changes on U.S. Agriculture: A Dynamic Analysis154 cited
  • 1983Price forecasting and evaluation: An application in agriculture131 cited
  • 1987Forecasting Wheat Exports: Do Exchange Rates Matter?109 cited
  • 1986Monetary Policy, Real Exchange Rates, and U.S. Agricultural Exports65 cited
  • 1984The Recent Decline in Agricultural Exports: Is the Exchange Rate the Culprit?46 cited
  • 1986Agriculture, trade, and macroeconomics: The U.S. case27 cited

Cited by

  • 2003The Nested PIGLOG Model: An Application to U.S. Food Demand56 cited
  • 2010Neural Networks Applied to Stock Market Forecasting: An Empirical Analysis26 cited
  • 2011Exchange Rates and Turkish Fresh Fruits and Vegetables Trade with the EU Countries: Bilateral Trade Data Analysis

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8 cited