• Kenneth Rogoff


Predicting Agri-Commodity Prices: An Asset Pricing Approach. Kenneth Rogoff, May 10, 2010, Paper. "Volatile and rising agricultural prices put significant strain on the global fight against poverty. An accurate reading of future food price movements can be an invaluable budgetary planning tool for various government agencies and food aid programs. Using the asset-pricing approach developed in Chen, Rogoff and Rossi (2010), we show that information from the currency and equity markets of several major commodity-exporting economies can help forecast world agricultural..." (May require user account or purchase) Link