Comparing the great recession and COVID-19 using Long Short-Term Memory: A close look into agricultural commodity prices
- Applied Economic Perspectives and Policy 2024
- 1406-1428
We employ a neural network (NN) approach - Long Short-Term Memory (LSTM) - to study agricultural commodity prices during the 2008 Great Recession and the COVID-19 recession. Our analysis reveals more structural breaks and higher volatility in plant-based
2040-5804
Agricultural Commodity Covid-19 Long Short-Term Memory Recession United States Machine Learning