@article{Gutierrez:207264,
      recid = {207264},
      author = {Gutierrez, Luciano and Piras, Francesco and Olmeo, Maria  Grazia},
      title = {Forecasting Wheat Commodity Prices using a Global Vector  Autoregressive model},
      address = {2015-06},
      number = {1054-2016-85986},
      pages = {19},
      year = {2015},
      abstract = {In this paper the performance of a Global Vector  Autoregression model in forecasting export wheat prices is  evaluated in comparison to different benchmark models.  Forecast evaluation results are based on different  statistics including RMSE, MAPE, the Diebold-Mariano (DM)  tests and turning points forecast accuracy. The results  show that the GVAR forecasts tend to outperform forecasts  based on the benchmark models, emphasizing the  interdependencies in the global wheat market.},
      url = {http://ageconsearch.umn.edu/record/207264},
      doi = {https://doi.org/10.22004/ag.econ.207264},
}