In this paper the dynamic information flows among monthly prices of agricultural commodities in the United States (U.S.) and Mexico for the years 2000-2012 are analysed. Error correction models and directed acyclical graphs are employed with observational data to identify the dynamic relationships among prices for important agricultural commodities in both countries. Unlike previous studies, results here indicate the existence of long-run relationships among prices. Results suggest that commodity prices in the U.S. market are highly influenced by their own historical innovations, while U.S. grain prices have a consistently strong impact on price movements in Mexican agricultural markets in the longrun. Further, information flows among grain markets in Mexico and from grain to cattle markets are also identified and described.