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Provedor de dados:  AgEcon
País:  United States
Título:  Price Dynamics in the North American Wheat Market
Autores:  Baek, Jungho
Koo, Won W.
Data:  2007-06-27
Ano:  2006
Palavras-chave:  Canadian wheat exports
Durum wheat
Hard red spring wheat
Johansen cointe-gration test
Unit root test with a structural break
Vector error-correction
Demand and Price Analysis
International Relations/Trade
Resumo:  Perron's test, Johansen cointegration analysis, and a vector error-correction (VEC) model are used to identify structural change, as well as to examine price dynamics in the U.S. and Canadian hard red spring (HRS) and durum wheat markets. It is found that, due to the U.S. Export Enhancement Program (EEP), price instability experienced in June 1986 has resulted in structural changes for Canadian HRS and durum prices. We also find that Canadian prices have significant effects on the determination of the U.S. prices in the North American wheat market.
Tipo:  Journal Article
Idioma:  Inglês
Identificador:  26838

http://purl.umn.edu/10217
Editor:  AgEcon Search
Relação:  Agricultural and Resource Economics Review>Volume 35, Number 2, October 2006
Formato:  11

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