Forecasting Wheat Exports: Do Exchange Rates Matter?

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.

authors

• Bessler, David

published proceedings

• Journal of Business and Economic Statistics

author list (cited authors)

• Bessler, D. A., & Babula, R. A.

citation count

• 21

complete list of authors

• Bessler, David A||Babula, Ronald A

publication date

• July 1987

publisher

• Taylor & Francis  Publisher

published in

• Journal of business & economic statistics  Journal

Digital Object Identifier (DOI)

• 10.1080/07350015.1987.10509604

start page

• 397

end page

• 406

volume

• 5

issue

• 3

URL

• http://dx.doi.org/10.1080/07350015.1987.10509604