Schuh, G. Edward. "The exchange rate and US agriculture." American Journal of 56, no. 1 (1974): 1-13. Agricultural Economics G. Edward. "The new macroeconomics of agriculture." American journal of 58, no. 5 (1976): 802-811. agricultural Economics Taylor, John B. "Monetary policy during the past 30 years with lessons for the next 30 years." 33 (2013): 333-345. Cato J. Taylor, J. S., and John Spriggs. "Effects of the monetary macro-economy on Canadian agricultural prices." (1989): 278-289. Canadian Journal of Economics U.S. Energy Information Administration. last accessed on April 7, 2016. Yellen, J. Federal Reserve's Monetary Policy Toolkit: Past, Present, and Future.” “The Table 1 Results of DF-GLS and Perron-Vogelsang unit root tests A: DF-GLS test Variable Level difference -1.091 -3.784** (Coal prices)t (5) (4) -2.347 -7.143** (Industrial prices)t (2) (1) -2.322 -3.248** (Money supply)t (8) (6) Panel B: Perron-Vogelsang test Variable Level Time break First difference Time break -3.004 -10.070** (Coal prices)t 2005:Q1 2003:Q3 (2) (0) -3.744 -9.653** (Industrial prices)t 1999:Q2 2008:Q2 (3) (1) -3.919 -5.110* (Money supply)t 2005:Q1 2008:Q2 (8) (5) ** and * indicate rejection of the null hypothesis at the 5% and 10% levels, respectively. The 5% and 10% critical values for the DF-GLS (Perron-Vogelsang), including a constant and trend, are -2.990 (-5.175) and -2.700 (-4.893), respectively. Parentheses are lag lengths.
Schuh, G. Edward. "The exchange rate and US agriculture." American Journal of Agricultural Economics 56, no. 1 (1974): 1-13. G. Edward. "The new macroeconomics of agriculture." American journal of agricultural Economics 58, no. 5 (1976): 802-811. Taylor, John B. "Monetary policy during the past 30 years with lessons for the next 30 years." Cato J. 33 (2013): 333-345. Taylor, J. S., and John Spriggs. "Effects of the monetary macro-economy on Canadian agricultural prices." Canadian Journal of Economics (1989): 278-289. U.S. Energy Information Administration. last accessed on April 7, 2016. Yellen, J. “The Federal Reserve's Monetary Policy Toolkit: Past, Present, and Future.” Table 1 Results of DF-GLS and Perron-Vogelsang unit root tests Variable A: DF-GLS test Level difference (Coal prices)t -1.091 (5) -3.784** (4) (Industrial prices)t -2.347 (2) -7.143** (1) (Money supply)t -2.322 (8) -3.248** (6) Variable Panel B: Perron-Vogelsang test Level Time break First difference Time break (Coal prices)t -3.004 (2) 2005:Q1 -10.070** (0) 2003:Q3 (Industrial prices)t -3.744 (3) 1999:Q2 -9.653** (1) 2008:Q2 (Money supply)t -3.919 (8) 2005:Q1 -5.110* (5) 2008:Q2 ** and * indicate rejection of the null hypothesis at the 5% and 10% levels, respectively. The 5% and 10% critical values for the DF-GLS (Perron-Vogelsang), including a constant and trend, are -2.990 (-5.175) and -2.700 (-4.893), respectively. Parentheses are lag lengths.
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