This paper demonstrates the application of a recently developed methodology, the combination of directed acyclic graphs (DAGs) with Bernanke structural vector autoregression (VAR) models, to model a system of U.S. commodity-related and value-added markets. As an example, the paper applies this...

This paper applies a combined methodology of a recently developed directed acyclic graph (DAG) analysis with Johansen and Juselius' methods of the cointegrated vector autoregression (VAR) model to a monthly U.S. system of markets for soybeans, soy meal, and soy oil. Primarily a methods paper,...

This paper demonstrates the application of a recently developed methodology, the combination of directed acyclic graphs (DAGs) with Bernanke structural vector autoregression (VAR) models, to model a system of U.S. commodity-related and value-added markets. As an example, the paper applies this...

This paper demonstrates the application of a recently developed methodology, the combination of directed acyclic graphs (DAGs) with Bernanke structural vector autoregression (VAR) models, to model a system of U.S. commodity-related and value-added markets. As an example, the paper applies this...

This paper demonstrates the application of a recently developed methodology, the combination of directed acyclic graphs (DAGs) with Bernanke structural vector autoregression (VAR) models, to model a system of U.S. commodity-related and value-added markets. As an example, the paper applies this...

Conflicts push back development endeavors of a society by many years. The authors attempt to investigate the dynamic effects of conflicts on development, as well as the causal relationships among conflicts, development and foreign assistance, by using Panel-VAR and directed acyclic graphs (DAG)...

Relationships between adaptive expectations, the exponentially weighted moving average, and optimal Univariate statistical predictors are reviewed We show that the behavioral-based adaptive expectations are a subclass of both the exponentially weighted moving average and the (0,1,1) ARIMA model...

State level data on food environment variables for the period 2000 through 2013, gathered from the Food Environment Atlas and various other government sources are used to model a panel VAR to capture specific state-level fixed and random effects. The set of food environment variables can be...

In this paper the dynamic information flows among monthly prices of agricultural commodities in the United States (U.S.) and Mexico for the years 2000-2012 are analysed. Error correction models and directed acyclical graphs are employed with observational data to identify the dynamic...