Record Details

Dynamic linkages between Food Price Fluctuations and Exchange Rates: Evidence from Ghana

International Journal of Economic Practices and Theories

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Field Value
 
Title Dynamic linkages between Food Price Fluctuations and Exchange Rates: Evidence from Ghana
 
Creator Kanyam, Daniel A
 
Subject Economics;accounting
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Description This study examines the causal relationship between food prices and exchange rates in Ghana based on monthly time series data for the period 2008-2013. The study uses the Granger causality approach based on the classical unit root tests and employs the Vector autoregression model (VAR) in the estimation. Two testable hypotheses were investigated: (1) Do exchange rates Granger-cause food price fluctuations? And (2) Do food price fluctuations Granger-cause exchange rates? The empirical results of the study show that there is unidirectional causal relationship between food prices and exchange rates in Ghana. The results suggest that there was causality from food prices to exchange rate and not the converse
 
Publisher International Journal of Economic Practices and Theories
 
Contributor —
 
Date 2014-01-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.ijept.org/index.php/ijept%20/article/view/Dynamic_linkages_between_Food_Price_Fluctuations_and_Exchange_Rates_Evidence_from_Ghana
 
Source International Journal of Economic Practices and Theories; Vol 4, No 1 (2014); 43-57
2247 – 7225
 
Language eng
 
Relation http://www.ijept.org/index.php/ijept%20/article/view/Dynamic_linkages_between_Food_Price_Fluctuations_and_Exchange_Rates_Evidence_from_Ghana/pdf_6