Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (6) Autor Bakucs, Lajos Zoltan (4) Ferto, Imre (4) Bojnec, Stefan (2) Fan, Chih-Ping (1) Hasan, Mohamad F. (1) Hu, Shih-Wen (1) Lai, Ching-Chong (1) Reed, Michael R. (1) Saghaian, Sayed H. (1) Mais... Palavra-chave Overshooting (6) Agricultural prices (5) Exchange rates (4) Monetary shocks (4) Transition economy (4) C32 (3) Demand and Price Analysis (3) E51 (3) P22 (3) Q11 (3) Agricultural Finance (2) Asian economies (1) Asset substitutability (1) Commodity prices (1) Directed graphs (1) Financial Economics (1) Impulse-response functions (1) International Relations/Trade (1) Manufacturing prices (1) Monetary policy (1) Mais... Tipo do documento Conference Paper or Presentation (4) Journal Article (2) Ano 2007 (1) 2006 (1) 2005 (3) 2002 (1) País United States (6) Idioma Inglês (6)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 6 Primeira ... 1 ... Última The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability AgEcon Lai, Ching-Chong; Hu, Shih-Wen; Fan, Chih-Ping. By allowing for various degrees of asset substitutability between bonds and agricultural products, this paper reexamines the robustness of the overshooting hypothesis of agricultural product prices. It is found, in both a closed economy and an open economy, that the crucial factor determining whether agricultural prices overshoot or undershoot their long-run response following an expansion in the money stock depends upon the extent of asset substitutability between bonds and agricultural goods. Tipo: Journal Article Palavras-chave: Asset substitutability; Commodity prices; Overshooting; Demand and Price Analysis. Ano: 2005 URL: http://purl.umn.edu/30784 Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia AgEcon Bakucs, Lajos Zoltan; Bojnec, Stefan; Ferto, Imre. The paper focus on the time adjustment paths of the exchange rate and agricultural producer and industrial prices in response to unanticipated monetary shocks following model developed by Saghaian et al. (2002). We employ Johansen's cointegration test along with a vector error correction model to investigate whether agricultural producer prices overshoot in a transition economy. Results indicate that agricultural prices adjust faster than industrial prices to innovations in the money supply, affecting relative prices in the short run, but strict long-run money neutrality does not hold. The impulse response analysis shows that an exogenous shock to the money supply has a significant and volatile effect on the three price variables. Initially, both the... Tipo: Conference Paper or Presentation Palavras-chave: Agricultural prices; Exchange rates; Monetary shocks; Overshooting; Transition economy; Financial Economics; C32; E51; P22; Q11. Ano: 2006 URL: http://purl.umn.edu/25515 Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia AgEcon Bakucs, Lajos Zoltan; Bojnec, Stefan; Ferto, Imre. The paper focus on the time adjustment paths of the exchange rate and agricultural producer and industrial prices in response to unanticipated monetary shocks following model developed by Saghaian et al. (2002). Results indicate that agricultural prices adjust faster than industrial prices to innovations in the money supply, affecting relative prices in the short run, but strict long-run money neutrality does not hold. The impulse response analysis shows that an exogenous shock to the money supply has a significant and volatile effect on the three price variables. The extent of overshooting in agricultural prices is twice as large as for exchange rates or industrial prices. This indicates that in the case of monetary shocks the sectors associated with... Tipo: Conference Paper or Presentation Palavras-chave: Agricultural prices; Exchange rates; Monetary shocks; Overshooting; Transition economy; Agricultural Finance; International Relations/Trade. Ano: 2007 URL: http://purl.umn.edu/9422 The Influence of Macroeconomic Variables on the Hungarian Agriculture AgEcon Bakucs, Lajos Zoltan; Ferto, Imre. This paper focus on the time adjustment paths of the exchange rate and prices in response to unanticipated monetary shocks following model developed by Saghaian et al. (2002). We employ Johansen's cointegration test along with a vector error correction model to investigate whether agricultural prices overshoot in a transition economy. The empirical results indicate that agricultural prices adjust faster than industrial prices to innovations in the money supply, affecting relative prices in the short run, but strict long-run money neutrality does not hold. Tipo: Conference Paper or Presentation Palavras-chave: Agricultural prices; Exchange rates; Monetary shocks; Overshooting; Transition economy; Demand and Price Analysis; C32; E51; P22; Q11. Ano: 2005 URL: http://purl.umn.edu/19232 OVERSHOOTING OF AGRICULTURAL PRICES IN FOUR ASIAN ECONOMIES AgEcon Saghaian, Sayed H.; Hasan, Mohamad F.; Reed, Michael R.. This article examines the impacts of monetary policy on agricultural prices in four Asian economies using time series analysis and graph theory. The estimations clearly show that agricultural prices overshoot their long-run equilibrium values for Korea, Philippines, and Thailand, and the overshooting for agricultural prices is larger than for manufactured prices. Impulse-response functions and variance-decomposition analysis based on directed graphs and causal structures highlight the complex interplay among the variables in the model and how those relationships differ by country. Money supply changes clearly affect real variables and relative prices for all countries either through overshooting or non-neutrality of money. Tipo: Journal Article Palavras-chave: Agricultural prices; Asian economies; Directed graphs; Impulse-response functions; Manufacturing prices; Monetary policy; Overshooting; Variance-decompositions; Demand and Price Analysis. Ano: 2002 URL: http://purl.umn.edu/15524 Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy AgEcon Bakucs, Lajos Zoltan; Ferto, Imre. The paper focus on the time adjustment paths of the exchange rate and prices in response to unanticipated monetary shocks following model developed by Saghaian et al. (2002). We employ Johansen's cointegration test along with a vector error correction model to investigate whether agricultural prices overshoot in a transition economy. The empirical results indicate that agricultural prices adjust faster than industrial prices to innovations in the money supply, affecting relative prices in the short run, but strict long-run money neutrality does not hold. Tipo: Conference Paper or Presentation Palavras-chave: Agricultural prices; Exchange rates; Monetary shocks; Overshooting; Transition economy; Agricultural Finance; C32; E51; P22; Q11. Ano: 2005 URL: http://purl.umn.edu/24711 Registros recuperados: 6 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco