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Do Oil Price Increases Cause Higher Food Prices?
Baumeister, Christiane; Kilian, Lutz - C.E.P.R. Discussion Papers - 2013
corn, soybeans, wheat and rice received by U.S. farmers have been more substantial and can be linked in part to increases … evidence that corn ethanol mandates have created a tight link between oil and agricultural markets. Rather increases in food …
Persistent link: https://www.econbiz.de/10011084483
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Do oil price increases cause higher food prices?
Baumeister, Christiane; Kilian, Lutz - Center for Financial Studies - 2013
corn, soybeans, wheat and rice received by U.S. farmers have been more substantial and can be linked in part to increases … evidence that corn ethanol mandates have created a tight link between oil and agricultural markets. Rather increases in food …
Persistent link: https://www.econbiz.de/10010958646
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Did the renewable fuel standard shift market expectations of the price of ethanol?
Baumeister, Christiane; Ellwanger, Reinhard; Kilian, Lutz - 2016
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … expectations and hence to storage demand for corn in 2005-06. …
Persistent link: https://www.econbiz.de/10011585831
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Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
Baumeister, Christiane; Ellwanger, Reinhard; Kilian, Lutz - 2016
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … expectations and hence to storage demand for corn in 2005-06. …
Persistent link: https://www.econbiz.de/10011615837
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Do oil price increases cause higher food prices?
Baumeister, Christiane; Kilian, Lutz - 2013
corn, soybeans, wheat and rice received by U.S. farmers have been more substantial and can be linked in part to increases … evidence that corn ethanol mandates have created a tight link between oil and agricultural markets. Rather increases in food …
Persistent link: https://www.econbiz.de/10010326669
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Did the renewable fuel standard shift market expectations of the price of ethanol?
Baumeister, Christiane; Ellwanger, Reinhard; Kilian, Lutz - 2016
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … expectations and hence to storage demand for corn in 2005-06. …
Persistent link: https://www.econbiz.de/10011577038
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Did the renewable fuel standard shift market expectations of the price of ethanol?
Baumeister, Christiane; Ellwanger, Reinhard; Kilian, Lutz - 2016
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … expectations and hence to storage demand for corn in 2005-06. …
Persistent link: https://www.econbiz.de/10011587532
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Do oil price increases cause higher food prices?
Baumeister, Christiane; Kilian, Lutz - 2013
corn, soybeans, wheat and rice received by U.S. farmers have been more substantial and can be linked in part to increases … evidence that corn ethanol mandates have created a tight link between oil and agricultural markets. Rather increases in food …
Persistent link: https://www.econbiz.de/10010200873
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Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229
A common problem in estimating dynamic stochastic general equilibrium models is that the structural parameters of economic interest are only weakly identified. As a result, classical confidence sets and Bayesian credible sets will not coincide even asymptotically, and the mean, mode, or median...
Persistent link: https://www.econbiz.de/10011757054
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Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 338-351
Persistent link: https://www.econbiz.de/10011390071