Time Series Models for Exchange Rate and Agricultural Price Forecasts

Authors

  • Girard W. Bradshaw Department of Agricultural Economics Virginia Polytechnic Institute and State University
  • David Orden Department of Agricultural Economics Virginia Polytechnic Institute and State University

Keywords:

time series, exchange rate, agricultural prices, forecasting, commodity prices, differencing

Abstract

In this study, we focus on the role of the exchange rate in explaining variations in agricultural commodity prices. Particular attention is paid to stationarity and models in levels versus differences and we find differencing useful in making agricultural prices forecasts.

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Published

2010-03-11

How to Cite

Bradshaw, G. W., & Orden, D. (2010). Time Series Models for Exchange Rate and Agricultural Price Forecasts. Economic Analysis Review, 3(2), 93–117. Retrieved from https://www.rae-ear.org/index.php/rae/article/view/287

Issue

Vol. 3 No. 2 (1988)

Section

Articles