Since the inception of the novel coronavirus, immense research efforts have been made to understand how several economic indicators, including food security, would be affected. With India racing behind the United States in terms of daily infection rate and being a country with challenging food security issues, it is important to investigate how the presence of the pandemic has influenced the dynamics of food prices in the country. This paper considers seven price series from 167 markets across the five regions in India as well as the growth rate of COVID-19 infection. The paper uses a time-varying autoregressive model to investigate the nonlinear dynamics of food prices in relation to the pandemic in India. The resultant models reveal strong asymmetric properties with shock-inflicted persistence, which appear not to converge over the simulation period. Moreover, in terms of the location of the burden of the pandemic impact, we find a food product divide.

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关于 COVID-19 对印度食品价格的影响：一种时变方法

自新型冠状病毒问世以来，已经进行了大量研究工作以了解包括粮食安全在内的多项经济指标将如何受到影响。随着印度在每日感染率方面落后于美国，并且作为一个粮食安全问题充满挑战的国家，调查大流行的存在如何影响该国食品价格的动态非常重要。本文考虑了印度五个地区 167 个市场的七个价格序列以及 COVID-19 感染的增长率。该论文使用时变自回归模型来研究食品价格与印度大流行相关的非线性动态。由此产生的模型揭示了具有冲击持久性的强不对称特性，在模拟期间似乎没有收敛。此外，就大流行影响负担的位置而言，我们发现了食品产品的鸿沟。