OVERSHOOTING OF AGRICULTURAL PRICES IN FOUR ASIAN ECONOMIES

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dc.creatorSaghaian, Sayed H.
dc.creatorHasan, Mohamad F.
dc.creatorReed, Michael R.
dc.date2017-04-01T13:46:06Z
dc.date.accessioned2026-07-09T03:14:31Z
dc.descriptionThis article examines the impacts of monetary policy on agricultural prices in four Asian economies using time series analysis and graph theory. The estimations clearly show that agricultural prices overshoot their long-run equilibrium values for Korea, Philippines, and Thailand, and the overshooting for agricultural prices is larger than for manufactured prices. Impulse-response functions and variance-decomposition analysis based on directed graphs and causal structures highlight the complex interplay among the variables in the model and how those relationships differ by country. Money supply changes clearly affect real variables and relative prices for all countries either through overshooting or non-neutrality of money.
dc.identifierdoi:10.22004/ag.econ.15524
dc.identifierhttps://ageconsearch.umn.edu/record/15524/files/34010095.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/15524
dc.identifier.urihttp://hdl.handle.net/123456789/529059
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/15524
dc.titleOVERSHOOTING OF AGRICULTURAL PRICES IN FOUR ASIAN ECONOMIES
dc.typeText

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