Investigating the international prices of wheat and rice

• Main Authors: Rezitis, Anthony, Pachis, Dimitris, Ntinou, Anastasia
• Other Authors: Ρεζίτης, Αντώνιος
• Format: Journal (paper)
• Language: English
• Published: 2017
• Subjects: Structural time series; International prices; Wheat; Rice; Διαρθρωτικές χρονοσειρές; Διεθνείς τιμές; Σιτάρι; Ρύζι

This paper investigates the international quarterly prices of wheat and rice from 1983(1) to 2012(4). The empirical analysis takes place with the structural time series methodology which decomposes the price series into their trend, cycle, seasonal and irregular components. The empirical results...