Consulta: subjectFacets:"Co-integration"
Registros recuperados: 16
Data/hora: 09/06/2024 13:21:01

La integración económica del mercado de maíz entre México y Estados Unidos, y su relación con el ingreso de los productores rurales.
Provedor de dados: 32
Autores: Ramos Castro, José Guadalupe.
En esta investigación se examinó la relación entre los precios del mercado de maíz de México y los precios del mercado de maíz de los Estados Unidos y su vinculación con los pequeños productores del grano. El concepto teórico de la Ley de un solo Precio (LOP) fue utilizada para determinar integración comercial del mercado de maíz entre ambos países. La estimación econométrica, utilizando análisis de cointegración y un Vector de Corrección de Errores, muestra que las series de precios analizadas están cointegradas en el largo plazo, la Ley de un solo Precio se cumple, lo cual es evidencia de integración entre los mercados. Los movimientos de los precios internacionales determinan el movimiento de los precios en México, estos últimos tardan entre 13 a 18...
Palavras-chave: Cointegración; Vector de corrección de error; Maíz; Pequeños productores; Co-integration; Vector error correction model; Maize; Peasants; Maestría; EDAR; Estrategías para el Desarrollo Agrícola Regional.
Ano: 2010
URL: http://hdl.handle.net/10521/373

TRANSMISSÃO DE PREÇOS DA SOJA ENTRE OS MERCADOS EXTERNO E INTERNO: UMA ABORDAGEM PARA A REGIÃO DE MARINGÁ.
Provedor de dados: 31
Autores: Tonin,   Julyerme Matheus; Barczsz,   Silvio Silvestre.
Esse artigo buscou analisar a relação de preços entre o mercado interno, especificamente a região de Maringá e o mercado externo da soja no período de julho de 1994 a dezembro de 2007. A teoria que embasa o trabalho é a Lei do Preço Único. Em se tratando de preços nos mercados interno e externo, deve-se verificar se tais preços são altamente relacionados, o que significa que são bons indicadores e podem ser considerados como referências seguras na tomada de decisão dos agentes, além de observar sua causalidade e sentido. Para tanto, foram realizados os testes de estacionariedade, causalidade de Granger e de co-integração. O teste de Granger sugere que há relação bidirecional entre as séries de preço analisadas, observou-se também a existência de uma...
Tipo: Presentation
Palavras-chave: Transmissão de preço; Causalidade; Co-integração; Maringá; Price transmission; Causality; Co-integration; Maringá; Crop Production/Industries; Marketing.
Ano: 2008
URL: http://purl.umn.edu/118707

Análise do comportamento dos preços do boi gordo e do boi magro na pecuária de corte paulista, no período de 1995 a 2006
Provedor de dados: 31
Autores: Sachs,   Raquel Castellucci Caruso; Pinatti,   Eder.
The paper analyzed the impacts of the price of finishing steers on the price of backgrounding steers in the State of São Paulo from January 1995 to January 2007. The ADF Unit Root test, the Granger causality test, the Johansen’s co-integration test, and the method of Vector Auto-Regression (VAR) were used. In this period, the results indicated that exist a unidirectional relationship among the prices of finishing steers and backgrounding steers, confirming the importance of the prices of finishing steers on the prices formation of the backgrounding steers, but the prices had no equilibrium relationship in the long term.
Tipo: Journal Article
Palavras-chave: Finishing steer; Backgrounding steers; Co-integration; Vector Auto-Regression model; Beef cattle; Demand and Price Analysis.
Ano: 2007
URL: http://purl.umn.edu/54590

Evidence of non-linear price transmission between maize markets in Mexico and the US
Provedor de dados: 31
Autores: Araujo-Enciso,   Sergio Rene.
The present work provides evidence that non linear co-integration between Mexico and the US maize prices exists, at country and regional level. The models suggest that Mexican prices adjust at changes in US prices. Despite asymmetry was statistically rejected, it is likely that it might occur for thriving parameters different that zero in the error correction term. The results suggest on which way the research might be improved in order to assess such co-integration relationship accurately.
Tipo: Conference Paper or Presentation
Palavras-chave: Co-integration; Asymmetric price transmission; Vector error correction model; Error      correction term; Loading parameter; Mexico; US; Maize; Agricultural and Food Policy; Food Security and Poverty; Research Methods/ Statistical Methods; C32; Q11; Q13.
Ano: 2009
URL: http://purl.umn.edu/51366

Agricultural Sector and Economic Growth in Tunisia: Evidence from Co-integration and Error Correction Mechanism
Provedor de dados: 31
Autores: Chebbi,   Houssem Eddine; Lachaal,   Lassaad.
For the past two decades, Tunisia has been undertaken important structural reforms, which call in most cases for market and trade liberalization (agricultural structural adjustment program, GATT reforms, free trade area with the European Union). The private-led type of growth strategy with less government intervention has culminated these last years into a more rapid economic growth and openness. Within this context, this paper examines the agricultural sector role into the economic growth and its interactions with the other sectors using time-series co-integration techniques. We use annual data from 1961 to 2005 to estimate a VAR model that includes GDP indices of five sectors in Tunisian economy. Empirical results from this study indicate that in the...
Tipo: Conference Paper or Presentation
Palavras-chave: Co-integration; Economic growth; Agricultural sector; Tunisia; International Development; C22; O13; Q18.
Ano: 2007
URL: http://purl.umn.edu/9416

Structure, Coûts Des Transactions Et Integration Spatiale Des Marches Des Produits Alimentaires Au Togo
Provedor de dados: 31
Autores: Koffi-Tessio,   Egnonto M.; Sedzro,   Kossi; Tossou,   Kokou A.; Yovo,   Koffi.
Le présent travail évalue d'une part la structure des coûts de transaction des principaux produits commercialisés au Togo (maïs, sorgho, oignon, gari, tomate, poisson, volaille et gros bétail), et d'autre part le niveau de l'intégration du marché de maïs qui est devenu le produit dominant dans le système de production, de consommation et de commercialisation au Togo. L'analyse des coûts de transaction réalisée à partir des données primaires a débouché sur le constat global que les coûts de transport représentent le facteur le plus déterminant dans les coûts de transaction. L'analyse de l'intégration du marché de maïs réalisée au moyen de la technique de co-intégration et du modèle de Ravallion appliqués sur des séries de prix a permis de dresser trois...
Tipo: Conference Paper or Presentation
Palavras-chave: Marche; Couts transaction; Integration; Co-integration; Securite alimentaire; Agricultural and Food Policy; Consumer/Household Economics; Demand and Price Analysis; Food Consumption/Nutrition/Food Safety; Food Security and Poverty; Industrial Organization; International Relations/Trade; Labor and Human Capital; Land Economics/Use; Production Economics; Research and Development/Tech Change/Emerging Technologies.
Ano: 2008
URL: http://purl.umn.edu/52187

Research on the Relationship between Income and Consumption of the Urban Residents in Hunan Province on the Basis of Error Correction Model
Provedor de dados: 31
Autores: Chen,   Hui-min.
By using error correction model, I conduct co-integration analysis on the research of the relationship between the per capita practical consumption and per capita practical disposable income of urban residents in Hunan Province from 1978 to 2009. The results show that there is a co-integration relationship between the per capita practical consumption and the practical per capita disposable income of urban residents, and based on these, the corresponding error correction model is established. Finally, corresponding countermeasures and suggestions are put forward as follows: broaden the income channel of urban residents; create goods consuming environment; perfect socialist security system.
Tipo: Journal Article
Palavras-chave: Residential income; Co-integration; Error correction model; China; Agribusiness.
Ano: 2011
URL: http://purl.umn.edu/108408

Grain Markets and Large Social Transfers - An Analysis of Productive Safety Net Program in Ethiopia
Provedor de dados: 31
Autores: Rashid,   Shahidur; Taffesse,   Alemayehu Seyoum.
In 2005, Ethiopia implemented a major new social transfer program, the Productive Safety Net Program (PSNP) that involves some form of work requirement in exchange for either cash or in‐kind transfers (or a mix of the two), with the composition of the transfers administratively set to be uniform throughout the administrative region (wareda). In this paper, we analyze monthly data on cereal prices over 12 years, comparing price movements for areas included in the PSNP with those outside the program. We find statistically significant convergence of prices between PSNP and non‐PSNP waredas over time, but that this convergence began well before the introduction of the PSNP program. This result suggests that the impact of cash transfers in non‐integrated PSNP...
Tipo: Conference Paper or Presentation
Palavras-chave: Food Policy; Safety Nets; Co-integration; Agricultural and Food Policy.
Ano: 2009
URL: http://purl.umn.edu/51764

Price Transmission and Marketing Margins in the Slovenian Beef and Pork Markets During Transition
Provedor de dados: 31
Autores: Bojnec,   Stefan.
As in many other transition countries processing and marketing margins are also larger in the Slovenian meat market than respective margins in market economies. In addition, margin of the Slovenian pork chain is greater than in the beef chain. Its decline in the pork market indicates an adjustment to more competitive markets. Co-integration models are applied to estimate vertical price transmission and to examine margins and degree of competition in the meat marketing chains. Results indicate the existence of a long run equilibrium regarding vertical price transmission in the beef and pork sectors. Both the farm-gate beef and pork prices are identified as weakly exogenous in the long run. The structural tests imposing a homogeneity restriction suggest a...
Tipo: Conference Paper or Presentation
Palavras-chave: Price transmission; Marketing margin; Co-integration; Competition; Marketing; D4; L1; C3; Q1.
Ano: 2002
URL: http://purl.umn.edu/24789

Econometric Study of Relationship between Change of Farmland Quantity and Policy of Farmland Protection in China
Provedor de dados: 31
Autores: Peng,   Ling; Liao,   Tie-jun.
According to the data from Investigation Report of Land Use Change in China, The Land Resources Communique of China and Chronicle of Statistical Data for Five Decades of New China issued from Ministry of Land Resources, we select two indices: change of farmland quantity and policy of farmland protection. According to econometric theory, by using Eviewes 5.1 software, co-integration analysis, Granger causality test, impulse response and other analysis methods, we analyze the relationship between change of farmland quantity and policy of farmland protection in China since the reform and opening-up. The results show that there is long-term balanced relationship between change of farmland quantity and policy of farmland protection, and there is a certain...
Tipo: Journal Article
Palavras-chave: Change of farmland quantity; Policy of farmland protection; Econometric analysis; Co-integration; Error correction model; Impulse response function; Variance decomposition; China; Agribusiness.
Ano: 2011
URL: http://purl.umn.edu/113426

Co-integration Analysis of the Relationship between Logistics Transportation and Economic Growth of Agriculture in Zhejiang Province
Provedor de dados: 31
Autores: Wang,   Dong-hui.
The thesis selects freight volume and passenger capacity from 1978 to 2008 in Zhejiang Province and the total output value of the primary industry as the object of research, uses quantitative method of co-integration analysis to analyze the freight volume and passenger capacity, and the total output value of the primary industry in Zhejiang Province. After the stationary test of the time sequence, I conduct the regression analysis of the relationship between freight volume and the total output value of agriculture, and the relationship between passenger capacity and the total output value of agriculture. In addition, I conduct Granger causality test of the relationship between freight volume and passenger capacity, and the total output value of...
Tipo: Journal Article
Palavras-chave: Logistics transportation; Agricultural economy; Co-integration; Granger causality test; China; Agribusiness.
Ano: 2010
URL: http://purl.umn.edu/102382

Price Transmission in the German Sugar Market
Provedor de dados: 31
Autores: Nolte,   Stephan; Natanelov,   Valeri; Buysse,   Jeroen; van Huylenbroeck,   Guido.
The German sugar market is governed by the European Union’s common market organization (CMO). In 2006, the CMO was subject to its first major reform. Among others, the administered price for sugar was reduced by 36%. We use a data set with monthly prices for sugar and sugar containing products to perform a cointegration analysis. Results show that the reduction of the institutional price has led to a reduction of wholesale prices and of retail prices for table sugar. Prices for sugar containing products are barely integrated with the sugar price, though. Some are found to be integrated with the CPI for food and soft drinks. In none of the cases where linear cointegration could not be detected, threshold cointegration could be found.
Tipo: Presentation
Palavras-chave: Sugar; EU’s Common Agricultural Policy; Price Transmission; Co-integration; Demand and Price Analysis; Marketing.
Ano: 2012
URL: http://purl.umn.edu/124351

Performance Analysis of Production and Trade of Indian Silk under WTO Regime
Provedor de dados: 31
Autores: Umesh,   Kotrakerebasegowda; Akshara,   Mutuguppe; Shripad,   Bhat; Harishkumar,   K.; Srinivasan,   S.M.
India is the second largest producer of silk and also the largest consumer of silk in the world having a strong tradition bound domestic market. In this paper, growth functions were estimated for India’s aggregate production and trade parameters using annual data from 1984/85 to 2006/07. To know the temporal price efficiency between the World (China) and Domestic market (India) the co-integration test was done for the period from 1991/92 to 2004/05. The performance analysis was done considering both mulberry and non-mulberry silk sectors at all India level for two sub-periods (Pre-WTO; 1984-85 to 1994-95 and Post-WTO; 1995-96 to 2006-07). The overall growth in production of cocoon and raw silk in India exhibited a decreasing trend with moderate...
Tipo: Conference Paper or Presentation
Palavras-chave: Mulberry; Co-integration; Instability index; Nominal protection coefficient; WTO; Agricultural and Food Policy; Community/Rural/Urban Development; International Development; International Relations/Trade; Political Economy.
Ano: 2009
URL: http://purl.umn.edu/50788

Impact Des Politiques D’alphabetisation Sur La Production Et La Securite Alimentaires Au Togo
Provedor de dados: 31
Autores: Koffi-Tessio,   Egnonto M.; Homevor,   Kpotogbe; Kouma,   Komi.
L'étude a pour objet de cerner les relations qui existent entre les politiques d’alphabétisation mises en place au Togo, et la production et la sécurité alimentaires. A partir des techniques de co-intégration, les résultats révèlent l’existence d’une relation d’équilibre de long terme entre l’alphabétisation et la production alimentaire d’une part, et entre l’alphabétisation et la sécurité alimentaires, d’autre part. Les estimations montrent que, si les effets des variables de capital physique sur la production et la disponibilité alimentaires sont pour la plupart négatifs, aussi bien à court terme qu'à long terme, traduisant le faible recours des exploitants agricoles aux techniques modernes de production agricole, le rôle de la variable alphabétisation...
Tipo: Conference Paper or Presentation
Palavras-chave: Politique; Alphabetisation; Securite alimentaire; Co-integration; Agricultural and Food Policy; Food Security and Poverty; Health Economics and Policy.
Ano: 2008
URL: http://purl.umn.edu/52202

Regional Log Market Integration in New Zealand
Provedor de dados: 31
Autores: Niquidet,   Kurt; Manley,   Bruce.
In this paper the integration of log prices across four regions in New Zealand was assessed. A time series of prices for six radiata pine (Pinus radiata D. Don) log grades in each of the regions were tested for co-integration using Johansen’s method and Engle-Granger pair wise tests. Prices for export grades display significant integration across regions and generally follow the law of one price. However, markets for domestic grades tend to be regionally segregated. These results are most likely due to the high costs of transporting logs between regions. Future modelling will need to incorporate such transportation costs in order to adequately characterise log markets in the country.
Tipo: Working or Discussion Paper
Palavras-chave: Log market; Co-integration; Law of one price; Environmental Economics and Policy; Resource /Energy Economics and Policy; Q23; R32.
Ano: 2008
URL: http://purl.umn.edu/37082

Transaction costs in beans market in Brazil
Provedor de dados: 65
Autores: Assunção,Paulo Eterno Venâncio; Wander,Alcido Elenor.
This paper aimed to evaluate the presence of transaction costs in the beans market in Brazil. Therefore, threshold autoregressive (TAR) models were used to check co-integration and the existence of transaction costs in the Brazilian beans market. The results confirmed the presence of transaction costs in the beans market, which are mainly related to the freight component of production, since the markets are often far away from the producing regions.
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Co-integration; Threshold autoregressive model; Common bean.
Ano: 2015
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782015000500933