Forecasting food price inflation during global crises

In this paper, we consider the forecasting of domestic food price inflation (DFPI) using global indicators, with emphasis on episodes of macroeconomic turbulence, namely, the Global Financial Crisis (GFC) and the COVID‐19 pandemic and its subsequent repercussions. Our monthly dataset covers about tw...

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Veröffentlicht in:	Journal of forecasting 2024-07, Vol.43 (4), p.1087-1113
Hauptverfasser:	Toledo, Patricia, Duncan, Roberto
Format:	Artikel
Sprache:	eng
Schlagworte:	Agricultural commodities COVID-19 dynamic model averaging Economic crisis Fertilizers Food food prices Forecasting Inflation inflation forecasting international food price inflation Pandemics Probability Specification Uncertainty
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