Lead-lag relationships between interest rates, exchange rates, and agricultural exports to Japan

Daniel J. Seger, David A. Lins and Michael A. Hudson
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Daniel J. Seger: Metropolitan Agricultural Investments in Overland Park, Kansas, Postal: Metropolitan Agricultural Investments in Overland Park, Kansas
David A. Lins: Department of Agricultural Economics, University of Illinois, Urbana-Champaign, Postal: Department of Agricultural Economics, University of Illinois, Urbana-Champaign
Michael A. Hudson: Department of Agricultural Economics, University of Illinois, Urbana-Champaign, Postal: Department of Agricultural Economics, University of Illinois, Urbana-Champaign

Agribusiness, 1989, vol. 5, issue 2, 169-179

Abstract: Agribusinesses are focusing increased attention on linkages between the US agricultural sector and international economic variables. Increased dependency by the agribusiness sector on exports, greater variability in interest rates, and greater variability in exchange rates are illustrative of recent changes. Lead-lag relationships between interest rates, exchange rates, and agricultural exports suggest strong relationships in the US and several industrialized nations. US interest rates often lead foreign exchange rates, while relationships between interest rate differentials and exchange rates are generally instantaneous.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:wly:agribz:v:5:y:1989:i:2:p:169-179

DOI: 10.1002/1520-6297(198903)5:2<169::AID-AGR2720050208>3.0.CO;2-E

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