Food Price, Oil Price and Exchange Rate Dynamics in BRICS: Panel VAR and Dynamic Panel Threshold Analyses

Food price has continued to increase significantly and the oil price continues to be volatile in the midst of a downward trend in the external value of most currencies. This study purposes to shed light on the dynamic interaction between oil prices, exchange rates and food prices in BRICS and inves...

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Bibliographic Details
Main Authors: Kazeem Abimbola Sanusi, Zandri Dickason
Format: Article
Language:English
Published: Danubius University 2022-12-01
Series:Acta Universitatis Danubius: Oeconomica
Online Access:https://dj.univ-danubius.ro/index.php/AUDOE/article/view/2033