Ajmi, Ahdi N.; Gupta, Rangan; Kruger, Monique; Schoeman, N.J. (Nicolaas Johannes); Walters, Leone(Camera di Commercio, Industria, Artigianato e, 2016-05)
The aim of this paper is to investigate the causal relationship between agricultural prices in
South Africa and global oil prices. A nonlinear Granger causality test based on moment
conditions, introduced by Nishiyama ...
