Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price
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...
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| Format: | Article |
| Language: | English |
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EconJournals
2013-09-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | https://dergipark.org.tr/tr/pub/ijeeep/issue/31905/350731?publisher=http-www-cag-edu-tr-ilhan-ozturk |