Testing the absorber hypothesis of exchange rates for the overshooting of agricultural prices in China

This study aims to test the overshooting effect of agricultural prices and the absorber hypothesis of exchange rates by extending the existing overshooting model. Using a combination of modern time series methods and monthly aggregate data from China, we demonstrate that overshooting of agricultural...

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Bibliographic Details
Main Authors: Jiawu Dai, Liurui Deng, Lan Yang
Format: Article
Language:English
Published: Czech Academy of Agricultural Sciences 2021-08-01
Series:Agricultural Economics (AGRICECON)
Subjects:
Online Access:https://agricecon.agriculturejournals.cz/artkey/age-202108-0003_testing-the-absorber-hypothesis-of-exchange-rates-for-the-overshooting-of-agricultural-prices-in-china.php