Analyzing agricultural production dynamics and food system resilience under exchange rate fluctuations and hyperinflation in Yemen

This repository contains the primary annual time-series dataset (1991–2023) utilized in the empirical research paper: "Analyzing agricultural production dynamics and food system resilience under exchange rate fluctuations and hyperinflation in Yemen". Dataset Overview * Time Horizon: 1991–2023 (Annual frequency; N = 33 total annual observations; effective ARDL estimation sample N = 32 due to dynamic lag consumption). * Primary Scope: Econometric evaluation of Yemeni agricultural output dynamics, parallel market exchange rate pass-through, hyperinflation shocks, and conflict-driven structural resilience. Variables & Codebook 1. Year: Observation period (1991–2023). 2. AGR: Aggregate Yemeni Agricultural Production Output. Source: Central Statistical Organization (CSO), Yemen. 3. EXCH: Parallel Market Exchange Rate (YER/USD). Sourced exclusively from the FAO Food Price Monitoring and Analysis (FPMA) database to reflect real transactional currency movements in Yemen's fragmented monetary environment. 4. INF: Consumer Price Index / Inflation Rate (%). Source: CSO Yemen . 5. LAGR: Natural logarithm of agricultural production output (ln(AGR)) — Dependent variable. 6. LEXCH: Natural logarithm of the parallel exchange rate (ln(EXCH)) — Key explanatory variable. 8. D2015: Structural Break Dummy Variable capturing the 2015 conflict onset and macroeconomic shift (D2015 = 0 for 1991–2014; D2015 = 1 for 2015–2023). Econometric Application & Methods The dataset is specifically formatted for Autoregressive Distributed Lag (ARDL(1, 0, 0)) cointegration modeling, Bounds testing for long-run equilibrium, Error Correction Model (ECM) estimation, and Newey-West HAC robust standard error adjustments. License & Usage Terms This dataset is published as Open Access and distributed under the terms of the Creative Commons Attribution 4.0 International License (CC BY 4.0).