Structural breaks, cointegration, and causality by VECM analysis of crude oil and food price

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dc.authorscopusid55998338600
dc.contributor.authorPala,A.
dc.date.accessioned2024-10-15T20:22:28Z
dc.date.available2024-10-15T20:22:28Z
dc.date.issued2013
dc.departmentOkan Universityen_US
dc.department-tempPala A., Okan University, Tuzla Campus, Istanbul, 34959, Turkeyen_US
dc.description.abstractThis 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.en_US
dc.identifier.citation34
dc.identifier.doi[SCOPUS-DOI-BELIRLENECEK-101]
dc.identifier.endpage246en_US
dc.identifier.issn2146-4553
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-84892153566
dc.identifier.scopusqualityQ2
dc.identifier.startpage238en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14517/6756
dc.identifier.volume3en_US
dc.institutionauthorPala,A.
dc.language.isoen
dc.relation.ispartofInternational Journal of Energy Economics and Policyen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectCrude oil priceen_US
dc.subjectFood priceen_US
dc.subjectStructural breaken_US
dc.subjectVECMen_US
dc.titleStructural breaks, cointegration, and causality by VECM analysis of crude oil and food priceen_US
dc.typeArticleen_US
dspace.entity.typePublication

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