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	Provedor de dados AgEcon (2) Autor Goodwin, Harold L., Jr. (2) McKenzie, Andrew M. (2) Carreira, Rita I. (1) Djunaidi, Harjanto (1) Palavra-chave Broiler markets (2) D4 (2) L1 (2) Market structure (2) Agribusiness (1) C4 (1) C53 (1) DAGs (1) Demand and Price Analysis (1) Forecasting (1) Livestock Production/Industries (1) Marketing contracts (1) Price transmission (1) Q0 (1) Q00 (1) Risk and Uncertainty (1) VAR (1) Mais... Tipo do documento Journal Article (2) Ano 2009 (1) 2003 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Which Broiler Part is the Best Part? AgEcon Goodwin, Harold L., Jr.; McKenzie, Andrew M.; Djunaidi, Harjanto. Predominance of production and marketing contracts in the broiler industry suggests a traditional analysis of price relationships might no longer be appropriate. In this study, markets for broiler cuts are defined as spatial. Results of a vector autoregressive regression analysis of monthly USDA data from 1987 to 2000 verify the price relationship between white meat and whole broiler prices. Price shocks in the boneless skinless breast market have a greater effect than dark meat shocks, suggesting this market is most important in price transmission. These results will assist industry participants to form more effective marketing and pricing strategies, thus adding efficiency to the market. Tipo: Journal Article Palavras-chave: Broiler markets; Market structure; Marketing contracts; Price transmission; C4; D4; L1; Q0. Ano: 2003 URL: http://purl.umn.edu/43151 Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets AgEcon McKenzie, Andrew M.; Goodwin, Harold L., Jr.; Carreira, Rita I.. Although Vector Autoregressive models are commonly used to forecast prices, specification of these models remains an issue. Questions that arise include choice of variables and lag length. This article examines the use of Forecast Error Variance Decompositions to guide the econometrician’s model specification. Forecasting performance of Variance Autoregressive models, generated from Forecast Error Variance Decompositions, is analyzed within wholesale chicken markets. Results show that the Forecast Error Variance Decomposition approach has the potential to provide superior model selections to traditional Granger Causality tests. Tipo: Journal Article Palavras-chave: Broiler markets; DAGs; Forecasting; Market structure; VAR; Agribusiness; Demand and Price Analysis; Livestock Production/Industries; Risk and Uncertainty; C53; D4; L1; Q00. Ano: 2009 URL: http://purl.umn.edu/48750 Registros recuperados: 2 Primeira ... 1 ... Última

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