Forecasting Wheat Exports: Do Exchange Rates Matter? Academic Article uri icon

abstract

  • A vector autoregression is fit to recent U.S. data on wheat prices, wheat export sales, wheat export shipments, and exchange rates. Forecast error decompositions and out-of-sample forecasts indicate that exchange rates have little influence on wheat sales and shipments. 1987 American Statistical Association.

published proceedings

  • Journal of Business & Economic Statistics

author list (cited authors)

  • Bessler, D. A., & Babula, R. A.

citation count

  • 12

complete list of authors

  • Bessler, David A||Babula, Ronald A

publication date

  • July 1987