Data/hora: 06/06/2024 00:42:37

Provedor de dados: 	Research in Agricultural & Applied Economics (AgEcon Searh)	
País: 	United States	
Título: 	FED CATTLE PRICE DISCOVERY: DIRECTED ACYCLIC GRAPH AND TIME SERIES MODELING	
Autores: 	Lee,   Andrew C.; Kim,   Man-Keun.	
Data: 	2007-06-27	
Ano: 	2007	
Palavras-chave: 	Fed cattle; Price discovery; Directed acyclic graph; Causality; Demand and Price Analysis.	
Resumo: 	Locating fed cattle price discovery center is revisited using the framework that combines recent progress in causal research with time series analysis.  The Bernanke factorization in innovation accounting is obtained by a graphical method called directed acyclic graph which uses data to identify the contemporaneous causal structure among the innovations.  This may represent an improvement over the conventional methods which use human judgment and/or theory to supply such information.  Results indicate that Kansas market is a dominant price leader where new information is discovered.  Contrary to the previous studies, Nebraska market does not appear to be a price discovery location.	
Tipo: 	Conference Paper or Presentation	
Idioma: 	Inglês	
Identificador: 	26293

http://purl.umn.edu/9989	
Editor: 	AgEcon Search	
Relação: 	American Agricultural Economics Association&gt;2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon

Selected Paper 174942	
Formato: 	17

application/pdf