@article{Musunuru:266439,
      recid = {266439},
      author = {Musunuru, Naveen Musunuru},
      title = {CAUSAL RELATIONSHIPS BETWEEN GRAIN, MEAT PRICES AND  EXCHANGE RATES},
      journal = {International Journal of Food and Agricultural Economics  (IJFAEC)},
      address = {2017-10-15},
      number = {1128-2018-044},
      year = {2017},
      abstract = {Understanding agricultural commodity price relationships  are important as they help producers improve their  awareness regarding production costs and ultimately aid in  income determination. The present paper empirically  examines the dynamic interrelationships among grain, meat  prices and the U.S. dollar exchange rate. Johansen  cointegration tests reveal no cointegrating relationships  among the study variables. Majority of the commodities  studied in the paper exhibited unidirectional causality  except for corn and lean hogs. The vector autoregression  (VAR) model results indicate that the grain and meat prices  are influenced by their own past prices. The role of  exchange rates is found to be limited in linking the  agricultural commodities},
      url = {http://ageconsearch.umn.edu/record/266439},
      doi = {https://doi.org/10.22004/ag.econ.266439},
}