Baek, Jungho; Koo, Won W. - In: Economic Modelling 42 (2014) C, pp. 272-276
energy price on five U.S. food prices — cereal/bakery, meats, dairy, fruits/vegetables and beverages. The Johansen … cointegration analysis and a vector error-correction (VEC) model are applied to monthly data for the 2001–2010 period. Results show …