The interplay between oil and food commodity prices : has it changed over time?

Using a structural time-varying-parameter Bayesian vector autoregression (TVP-BVAR) framework, this paper documents that oil price increases caused by oil supply disruptions did not affect food commodity prices before the start of the millennium, but had positive spillover effects in more recent per...

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Bibliographische Detailangaben

Hauptverfasser:	Peersman, Gert, Rüth, Sebastian K, Van der Veken, Wouter
Format:	Artikel
Sprache:	eng
Schlagworte:	Business and Economics Commodity markets CONSEQUENCES DISRUPTIONS Economics and Econometrics Finance Food prices Informational frictions MONETARY-POLICY Oil prices
Online-Zugang:	Volltext
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