The Organization for Economic Cooperation and Development (OECD) in collaboration with the Food and Agricultural Organization (FAO), and the US Department of Agriculture (USDA) produce long-term agricultural projections for key indicators of agricultural commodities. These baseline projections...

USDA invests significant public resources into developing its crop projection reports. These publications inform decisions across the supply chain. Several previous studies find that revisions to the department’s production and yield forecasts for major agricultural commodities are positively...

The disruption of supply chain due to Covid-19 and the war in Ukraine, render the prediction of agricultural output a determinant factor of economic life. We consider the predictability of agricultural output based on a set of explanatory variables, that include agricultural input, prices and...

Purpose - Developing price forecasts for various agricultural commodities has long been a significant undertaking for a variety of agricultural market players. The weekly wholesale price of edible oil in the Chinese market over a ten-year period, from January 1, 2010 to January 3, 2020, is the...

This note examines the stochastic behaviour of US monthly 10-year government bond yields. Specifically, it estimates a fractional integration model suitable to capture both persistence and non-linearities, these being two important properties of interest rates. Two series are analysed, one from...