DRY SEASONS AND FOOD SECURITY: A MARKOV-SWITCHING VAR ANALYSIS ON NIGER RIVER AND FOOD PRICES IN NIAMEY

摘要

In Niger, structural and seasonal problems hamper thernscope for sustainable management of land and waterrnresources, and cause recurrent food insecurity. Each yearrnin many areas of the country, residents suffer fromrnincreased malnutrition and morbidity during the ‘hungerrnseason’ preceding harvests. This period is typicallyrncharacterised by water dearth in the Niger basin andrnjumps in food prices, with seasonal co-movementsrnbetween these prices and river flow rates. For the analysisrnof seasonal food insecurity in a drought-pronernenvironment, this study proposes a two-regime Markovswitchingrnvector autoregression (MS-VAR), withrntransition probabilities varying according to the time spentrnin a state. The model is applied to monthly flow rates ofrnthe Niger River and seasonal changes of retail food pricesrnin the city of Niamey. These changes turn out to co-varyrnclosely with concomitant price shocks affecting foodrnmarkets in Bamako, but to be weakly related to food pricernvariability in Cotonou (the closest major transit seaportrnfor Niamey). Based on model results, over the last tworndecades the risk of seasonal food crisis has tended tornspread over longer periods of the year, along with arngradual shifting forward of its timing. Transitionrnprobabilities are found to quickly switch from one regimernto the other.