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	Provedor de dados 31 (2) Autor Baek, Jungho (1) Florkowski, Wojciech J. (1) Ibrahim, Mohammed (1) Koo, Won W. (1) Palavra-chave Long-run (2) Agribusiness (1) Autoregressive distributed lag model (1) C22 (1) Cointegration (1) Commodity price (1) Consumer/Household Economics (1) Demand and Price Analysis (1) E23 (1) Equilibrium (1) Exchange rate (1) Farm Management (1) Farm income (1) Financial Economics (1) Interest rate (1) Marketing (1) Q11 (1) Short-run (1) Substitutability (1) Tree nuts (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2009 (1) 2007 (1) País United States (2) Idioma Inglês (2)		Registro completo Provedor de dados:  31 País:  United States Título:  On the Dynamic Relationship between U.S. Farm Income and Macroeconomic Variables Autores:  Baek, Jungho Koo, Won W. Data:  2009-08-01 Ano:  2009 Palavras-chave:  Autoregressive distributed lag model Commodity price Exchange rate Farm income Interest rate Long-run Short-run Agribusiness Consumer/Household Economics Farm Management Financial Economics C22 E23 Q11 Resumo:  This study examines the short- and long-run effects of changes in macroeconomic variables—agricultural commodity prices, interest rates and exchange rates—on the U.S. farm income. For this purpose, we adopt an autoregressive distributed lag (ARDL) approach to cointegration with quarterly data for 1989–2008. Results show that the exchange rate plays a crucial role in determining the long-run behavior of U.S. farm income, but has little effect in the short-run. We also find that the commodity price and interest rate have been significant determinants of U.S. farm income in both the short- and long-run over the past two decades. Tipo:  Journal Article Idioma:  Inglês Identificador:  http://purl.umn.edu/53097 Relação:  Journal of Agricultural and Applied Economics>Volume 41, Number 02, August 2009 Fechar

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