Geopolitical risk and food price inflation : a GVAR analysis of BRICS and the G7.

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorAttílio, Luccas Assis-
Data de aceite: dc.date.accessioned2025-08-21T15:41:17Z-
Data de disponibilização: dc.date.available2025-08-21T15:41:17Z-
Data de envio: dc.date.issued2025-07-23-
Data de envio: dc.date.issued2023-
Fonte completa do material: dc.identifierhttps://www.repositorio.ufop.br/handle/123456789/20614-
Fonte completa do material: dc.identifierhttps://www.tandfonline.com/doi/full/10.1080/08853908.2024.2422119?src=-
Fonte completa do material: dc.identifierhttps://doi.org/10.1080/08853908.2024.2422119-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1021591-
Descrição: dc.descriptionWe investigate the influence of geopolitical risk on domestic food prices in 12 economies (BRICS and the G7) using a global vector autoregressive (GVAR) approach from 2003M1 to 2022M9. The results show that geopolitical risk shocks cause increases in international prices (oil, agricultural, and general commodity prices). We found that these shocks also provoke fluctuations in domestic food prices. The variance decomposition indicated that international prices and geopolitical risk contribute to the formation of domestic food prices. Finally, the estimates suggest relevant differences between the formation of domestic food prices in BRICS and G7 countries.-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Direitos: dc.rightsrestrito-
Palavras-chave: dc.subjectCommodity prices-
Palavras-chave: dc.subjectFood prices-
Palavras-chave: dc.subjectGeopolitical risk-
Palavras-chave: dc.subjectOil price-
Palavras-chave: dc.subjectMacroeconomics-
Título: dc.titleGeopolitical risk and food price inflation : a GVAR analysis of BRICS and the G7.-
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