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Yıl 2013, Cilt: 3 Sayı: 3, 238 - 246, 01.09.2013

Aynur Pala

https://izlik.org/JA45BN24CB

Öz

Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price

Yıl 2013, Cilt: 3 Sayı: 3, 238 - 246, 01.09.2013

Aynur Pala

https://izlik.org/JA45BN24CB

Öz

This papers investigated form of the linkage beetwen crude oil price index and food price index, using Johansen Cointegration test, and Granger Causality by VECM. Empirical results for monthly data from 1990:01 to 2011:08 indicated that evidence for breaks after 2008:08 and 2008:11. We find a clear long-run relationship between these series for the full and sub sample. Cointegration regression coefficient is negative at the 1990:01-2008:08 time period, but adversely positive at the 2008:11-2011:08 time period. This results represent that relation between crude oil and food price chanced.

Anahtar Kelimeler

Crude oil price food price structural break VECM

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Ayrıntılar

Birincil Dil İngilizce
Konular Mühendislik
Diğer ID JA25RD64RG
Bölüm Konferans Bildirisi
Yazarlar

Aynur Pala Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2013
IZ https://izlik.org/JA45BN24CB
Yayımlandığı Sayı Yıl 2013 Cilt: 3 Sayı: 3

Kaynak Göster

APA Pala, A. (2013). Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price. International Journal of Energy Economics and Policy, 3(3), 238-246. https://izlik.org/JA45BN24CB
AMA 1.Pala A. Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price. IJEEP. 2013;3(3):238-246. https://izlik.org/JA45BN24CB
Chicago Pala, Aynur. 2013. “Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price”. International Journal of Energy Economics and Policy 3 (3): 238-46. https://izlik.org/JA45BN24CB.
EndNote Pala A (01 Eylül 2013) Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price. International Journal of Energy Economics and Policy 3 3 238–246.
IEEE [1]A. Pala, “Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price”, IJEEP, c. 3, sy 3, ss. 238–246, Eyl. 2013, [çevrimiçi]. Erişim adresi: https://izlik.org/JA45BN24CB
ISNAD Pala, Aynur. “Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price”. International Journal of Energy Economics and Policy 3/3 (01 Eylül 2013): 238-246. https://izlik.org/JA45BN24CB.
JAMA 1.Pala A. Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price. IJEEP. 2013;3:238–246.
MLA Pala, Aynur. “Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price”. International Journal of Energy Economics and Policy, c. 3, sy 3, Eylül 2013, ss. 238-46, https://izlik.org/JA45BN24CB.
Vancouver 1.Aynur Pala. Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price. IJEEP [Internet]. 01 Eylül 2013;3(3):238-46. Erişim adresi: https://izlik.org/JA45BN24CB