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	Provedor de dados ExtensaoRural (1) Autor Andrade, Janaína Outeiro de (1) Kazama, Anderson Susumu (1) Lemes, Luiz Henrique Brito (1) Souza, Celso Correia de (1) Viganó, Hevelyne Henn da Gama (1) Palavra-chave IVEP do preço da soja (1) LICP e LSCP do preço da soja (1) Mercado da soja (1) Produção de soja (1) Tipo do documento Info:eu-repo/semantics/article (1) Ano 2018 (1) País Brazil (1) Idioma Português (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 77 Primeira ... 1 2 3 4 ... Última Responsible Fisheries Through an Investigation into Small Pelagic Fishery in the Italian Adriatic Sea AgEcon Finco, Adele; Di Pronio, Guido; Sirolla, G.; Occhionero, M.. The FAO Code of Conduct for Responsible Fisheries aims at establishing principles and criteria for the elaboration and implementation of national policies for sustainable fisheries management and development. This objective consists in the identification of correct policy measures on the fish market, which have a strategic consequence on Maximum Sustainable Yield. The paper provides an investigation into small pelagic fishery in some areas of the Italian Adriatic Sea through the time series method; the investigation is applied to landed captures and prices. The analysis approach is based on annual data acquired empirically. The study focuses first on the main dynamics in the period 1976-1986. IN particular, historical data concerning market quantities... Tipo: Conference Paper or Presentation Palavras-chave: Responsible fisheries; Small pelagic fishery; Fish market policy; Time series; Quality; Livestock Production/Industries; Q22; C32. Ano: 2005 URL: http://purl.umn.edu/56081 Vertical Price Leadership on Local Maize Markets in Benin AgEcon Kuiper, W. Erno; Lutz, Clemens; van Tilburg, Aad. This paper considers vertical price relationships between wholesalers and retailers on five local maize markets in Benin. We show that if the common factor and the long-run disequilibrium error are not explicitly taken into account in testing the channel model, one can easily be wrong about how restrictions on the error-correction structure must be interpreted in terms of economic power in the channel. The empirical results show interesting differences between markets and reveal that retailers play a more prominent role in the price formation process than generally assumed in the literature. Retailers in the two major towns do not allow wholesalers to behave as vertical price leaders, but in the two larger rural centers, wholesalers involved in arbitrage... Tipo: Conference Paper or Presentation Palavras-chave: Vertical price leadership; Marketing channels; Cointegration; Common Factor; Benin; Demand and Price Analysis; C32; D40; L10; O18; Q13. Ano: 2002 URL: http://purl.umn.edu/24886 IS THE EXPORT-LEAD GROWTH HYPOTHESIS VALID FOR CANADA? AgEcon Awokuse, Titus O.. Empirical evidence linking exports to economic growth has been mixed and inconclusive. This study re-examine the export-led growth (ELG) hypothesis for Canada by testing for Granger causality from exports to national output growth using vector error correction models (VECM) and the augmented vector autoregressive (VAR) methodology developed in Toda and Yamamoto (1995). Application of recent developments in time series modeling and the inclusion of relevant variables omitted in previous studies help clarify the contradictory results from prior studies on the Canadian economy. The empirical results suggest that a long-run steady state exists among the model's six variables and that Granger causal flow is unidirectional from real exports to real GDP. Tipo: Working or Discussion Paper Palavras-chave: International Development; International Relations/Trade; F43; C32. Ano: 2002 URL: http://purl.umn.edu/15823 Return Relationships Among European Equity Sectors: A Comparative Analysis Across Selected Sectors in Small and Large Economies AgEcon Taing, Siv; Worthington, Andrew. This paper examines return interrelationships between numbers of equity sectors across several European markets. The markets comprise six Member States of the European Union (EU): namely, Belgium, Finland, France, Germany, Ireland and Italy. The five sectors include the consumer discretionary, consumer staples, financial, industrials and materials sectors. Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCHM) models are used to consider the impact of returns in other European markets on the returns in each market across each sector. The results indicate that there are relatively few significant interrelationships between sectors in different markets, with most of these accounted for by the larger markets in France, Germany and Italy.... Tipo: Journal Article Palavras-chave: Risk and return; Volatility; Autoregressive conditional heteroskedasticity; C32; F36; G15. Ano: 2005 URL: http://purl.umn.edu/37160 Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation AgEcon Baldi, Lucia; Peri, Massimo; Vandone, Daniela. This paper investigates the long-run relationship between spot and futures prices for corn and soybeans, for the period January 2004 -September 2010. We apply cointegration methodology in the presence of potentially unknown structural breaks in the commodities prices and we then study the causality relationships between spot and futures prices within each specific sub-period identified, with the aim to analyze where changes in spot and futures price originate and how they spread. Empirical estimates highlight the following evidence: i) breaks relate to events that have significantly affected the supply and demand of corn and soybeans for food and energy purposes; ii) subperiods consequently identified express different dynamics in the causal relationship... Tipo: Presentation Palavras-chave: Commodity; Futures markets; Price discovery; Cointegration; Structural breaks; Agribusiness; Agricultural and Food Policy; Productivity Analysis; C32; G13; G14; Q11. Ano: 2011 URL: http://purl.umn.edu/122002 Integração espacial de mercados na presença de custos de transação: um estudo para o mercado de boi gordo em Minas Gerais e São Paulo AgEcon Mattos, Leonardo Bornacki de; Lima, Joao Eustaquio de; Lirio, Viviani Silva. The analysis of market integration of agricultural commodities based on price information are limited because the effects of transaction costs are not considered in the adjustment process. The main objective of this paper was to estimate the possible transaction costs impacts on market integration of beef cattle between the states of Minas Gerais and São Paulo. It was estimated a Threshold Vector Error Correction Model (TVEC model) using monthly price data for the period from January 1972 to August 2005. The results indicated the presence of threshold cointegration implying that transaction costs have important effect on the price adjustment process. Tipo: Journal Article Palavras-chave: Market integration; Transaction costs; Beef cattle; TVEC model; Threshold cointegration.; Agribusiness; Q13; C32. Ano: 2009 URL: http://purl.umn.edu/60821 Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia AgEcon Bakucs, Lajos Zoltan; Bojnec, Stefan; Ferto, Imre. The paper focus on the time adjustment paths of the exchange rate and agricultural producer and industrial prices in response to unanticipated monetary shocks following model developed by Saghaian et al. (2002). We employ Johansen's cointegration test along with a vector error correction model to investigate whether agricultural producer prices overshoot in a transition economy. Results indicate that agricultural prices adjust faster than industrial prices to innovations in the money supply, affecting relative prices in the short run, but strict long-run money neutrality does not hold. The impulse response analysis shows that an exogenous shock to the money supply has a significant and volatile effect on the three price variables. Initially, both the... Tipo: Conference Paper or Presentation Palavras-chave: Agricultural prices; Exchange rates; Monetary shocks; Overshooting; Transition economy; Financial Economics; C32; E51; P22; Q11. Ano: 2006 URL: http://purl.umn.edu/25515 DEMAND INTERACTION BETWEEN FARMED SALMON AND WILD CAUGHT FISH IN THE UNITED KINGDOM AgEcon Fofana, Abdulai; Clayton, Patty. Demand relationships between salmon and a number of wild-caught whitefish and shellfish species using both single equation models and linearised AIDS system framework. The system is well represented although autocorrelation were found in both approaches but this is less of a problem in the systems approach. A cautious interpretation of the results indicated that salmon had a long-run market relationship with the whitefish species of cod, monkfish, saithe, whiting and plaice and with the shellfish species of mussels, nephrops, scallops and shrimp. These groups contain the main seafood species consumed within the United Kingdom, and therefore should include most potential substitutes for salmon. Tipo: Working or Discussion Paper Palavras-chave: Demand; Salmon; Whitefish; Shellfish; AIDS; Elasticities; Demand and Price Analysis; Resource /Energy Economics and Policy; C32; C22; D12. Ano: 2003 URL: http://purl.umn.edu/11828 Why Is French Equilibrium Unemployment So High? An Estimation of the WS-PS Model. AgEcon L'Horty, Yannick; Rault, Christophe. Unemployment in France rose steadily from the early-seventies to the mid-eighties. Since the mid-eighties it has continued to experience fluctuations around a very high average level. Equilibrium unemployment theories are a useful framework within which to account for these developments. A multivariate estimation of the WS-PS model on macroeconomic quarterly data, which includes a larger number of potential unemployment determinants than earlier work, allows an enriched reading of the rise in French unemployment and of its persistence at a high level. We estimated it using a conditional VAR-ECM model, which is based upon the weak exogeneity properties of variables over the 1970-1/1996-4 period. The rise in equilibrium unemployment by 10 points in 25 years... Tipo: Journal Article Palavras-chave: Labour market; WS-PS model; Equilibrium unemployment; Cointegration; Conditional VAR-ECM model; Labor and Human Capital; C32; E24. Ano: 2003 URL: http://purl.umn.edu/44062 Issues and Strategies for Aggregate Supply Response Estimation for Policy Analyses AgEcon Ramirez, Octavio A.; Mohanty, Samarendu; Carpio, Carlos E.; Denning, Megan. We demonstrate the use of the small-sample econometrics principles and strategies to come up with reliable yield and acreage models for policy analyses. We focus on demonstrating the importance of proper representation of systematic and random components of the model for improving forecasting precision along with more reliable confidence intervals for the forecasts. A probability distribution function modeling approach, which has been shown to provide more reliable confidence intervals for the dependent variable forecasts than the standard models that assume error term normality, is used to estimate cotton supply response in the Southeastern United States. Tipo: Journal Article Palavras-chave: Nonnormality; Probability distribution function; Supply response; Q11; Q18; C32. Ano: 2004 URL: http://purl.umn.edu/43420 Border Effects on Spatial Price Transmission between Fresh Tomato Markets in Ghana and Burkina-Faso: Any Case for Promoting Trans-Border Trade in West Africa? AgEcon Amikuzuno, Joseph. Cross-border trade in food commodities within sub-regional economic blocks in Sub-Sahara Africa (SSA) is believed to be faster, cheaper, more convenient and welfare-enhancing than overseas trade between SSA countries and the USA, EU and the BRIC countries. The difficulty of commodity arbitrage across international borders SSA is however a fundamental constraint to price transmission, market integration and the realisation of the welfare-enhancing role of cross-border trade in Africa. This study examines the impact of border and distance on price transmission between tomato markets in Ghana and Burkina-Faso. The analysis applies a regime-switching vector error correction model to estimate semi-weekly, wholesale prices of tomato in four tomato markets in... Tipo: Conference Paper or Presentation Palavras-chave: Price Transmission; Border; Tomato; Ghana; Burkina-Faso; Agribusiness; C32; Q11; Q13; Q17; Q18. Ano: 2011 URL: http://purl.umn.edu/115519 The Impacts of Animal Disease Crises on the Korean Meat Market AgEcon Park, Moon-Soo; Jin, Yanhong H.; Bessler, David A.. Employing the error correction method and historical decomposition with direct acyclic graphs, we quantify the impacts of domestic and oversea animal disease crises on the Korean meat markets. We find that (a) the market partially recovered 16 months after the foot-and-mouth outbreak in 2000, and 13 months after the avian influenza and the U.S. BSE incidents in 2003; (b) animal disease outbreaks have differentiate impacts by disease type and supply chain level. Retailers likely to have windfall profits as the retail price margin increased relative to the farm and wholesale levels; and (c) disease outbreaks affect dynamic price interdependence. Tipo: Conference Paper or Presentation Palavras-chave: Animal disease outbreak; Error correction model; Direct acyclic graphs; Korean meat market; Historical Decomposition; Price margins; Livestock Production/Industries; C32; Q11; L11. Ano: 2008 URL: http://purl.umn.edu/6365 Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method AgEcon Amikuzuno, Joseph; Ihle, Rico. We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by studying Ghanaian tomato markets which are characterized by pronounced seasonality in production and trade flows. We analyse the tomato markets of Ghana by simultaneously regarding its five most important markets, Navrongo, Techiman, Kumasi, Tamale and Accra, in a multivariate asymmetric price transmission framework. The estimation of the model is based on a unique dataset and on a modified version of the Johansen estimation procedure which is suitable for estimating such multivariate models. We estimate the price transmission parameters for four regimes which are a combination of the seasonal patterns in trade flows and asymmetries in the... Tipo: Conference Paper or Presentation Palavras-chave: Asymmetric price transmission; Cointegration; Ghana; Regime-dependent model; Seasonality; Tomato; Vector error-correction model; Crop Production/Industries; Demand and Price Analysis; C32; Q11; Q13; F14; F15. Ano: 2010 URL: http://purl.umn.edu/96814 Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector AgEcon Bastianin, Andrea. In this paper I have used copula functions to forecast the Value-at-Risk (VaR) of an equally weighted portfolio comprising a small cap stock index and a large cap stock index for the oil and gas industry. The following empirical questions have been analyzed: (i) are there nonnormalities in the marginals? (ii) are there nonnormalities in the dependence structure? (iii) is it worth modelling these nonnormalities in risk- management applications? (iv) do complicated models perform better than simple models? As for questions (i) and (ii) I have shown that the data do deviate from the null of normality at the univariate, as well as at the multivariate level. When considering the dependence structure of the data I have found that asymmetries show up in their... Tipo: Working or Discussion Paper Palavras-chave: Copula functions; Forecasting; Value-At-Risk; Risk and Uncertainty; C32; C52; C53; G17; Q43. Ano: 2009 URL: http://purl.umn.edu/50452 INVESTIGATING RAPESEED PRICE VOLATILITIES IN THE COURSE OF THE FOOD CRISIS AgEcon Busse, Stefan; Brümmer, Bernhard; Ihle, Rico. C2_3 Tipo: Conference Paper or Presentation Palavras-chave: Multivariate GARCH; MATIF; Rapeseed; Crude oil; Volatilities; Food crisis; Demand and Price Analysis; Research Methods/ Statistical Methods; C32; E44; G1; Q11; Q13; Q49. Ano: 2010 URL: http://purl.umn.edu/93957 LL601 Contamination and Its Impact on U.S. Rice Prices AgEcon Li, Yarui; Wailes, Eric J.; McKenzie, Andrew M.; Thomsen, Michael R.. LL601 is a genetically modified rice variety and unapproved for commercial use. Its presence was found in commercial shipments of U.S. rice in 2006. This article explores its impact on prices and volume marketed for both the United States and Thailand, the major export competitor. The results show a significantly adverse but short duration effect on the U.S. rice market and little to no effect on the Thai rice market. Tipo: Journal Article Palavras-chave: Cointegration; Error correction model; Event study analysis; GM contamination; LibertyLink Rice 601; U.S. rice exports; Agribusiness; Agricultural and Food Policy; Crop Production/Industries; Food Consumption/Nutrition/Food Safety; International Relations/Trade; Research and Development/Tech Change/Emerging Technologies; C10; C32; Q11; A52. Ano: 2010 URL: http://purl.umn.edu/57154 Agricultural Inter-Sectoral Linkages and Its Contribution to Economic Growth in the Transition Countries AgEcon Subramaniam, Vijay; Reed, Michael R.. This study estimates an econometric model that incorporates the linkages among agriculture, manufacturing, service and trade sectors using a vector error correction model for Poland and Romania. Three cointegrating vectors for Poland and one for Romania confirm that the different sectors in the Poland and Romania moved together over the sample period, and for this reason, their growth rates are interdependent. The long-run relationship of industrial, service and trade sectors to agricultural sector were established, and the results show that the industrial sector in Poland contributes positively to the agricultural sector while the growing service sector shows mixed results. The results of Romania indicate that the industrial sector is detrimental to... Tipo: Conference Paper or Presentation Palavras-chave: Transition economy; Inter-sectoral growth linkages; Cointegration analysis; International Development; Research Methods/ Statistical Methods; P20; 041; C32. Ano: 2009 URL: http://purl.umn.edu/51586 Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland: unter besonderer Berucksichtigung des informations- technologischen Innovationsprozesses AgEcon Danckwerts, Rudolf-Ferdinand; Grossmann, Wolf Dieter; Henne, Wolfgang. Es wird das Konzept für ein makroökonomisches Strukturmodell mit integriertem Innovationsprozesskern zur Analyse und Projektion der Wirtschaftsentwicklung in Deutschland vorgestellt. Das geplante Modell soll explizit die Auswirkungen des immer bedeutsamer werdenden IuK-technologischen Innovationsprozesses auf das Wirtschaftswachstum erfassen. Das Modell besteht aus einem makroökonometrischen Teil zur Darstellung der gesamtwirtschaftlichen Entwicklung und einem systemdynamischen Teil zur Erfassung des Innovationsprozesses auf mikroökonomischer Ebene. Als Modellteile sind zwei bereits existierende Modelle, das HWWA-Modell und das ISIS-Modell, nach ihrer Erweiterung und Anpassung vorgesehen. Die erforderlichen Modifizierungen, das Verfahren zur Kopplung der... Tipo: Working or Discussion Paper Palavras-chave: Zeitreihenmodelle; Dynamische Analyse; Prognose und Simulation; Neue Ökonomie; Technischer Wandel; Research Methods/ Statistical Methods; C32; C53; C61; E17; O33. Ano: 2003 URL: http://purl.umn.edu/26166 Co-integração entre os mercados spot e futuro: evidências dos mercados de boi gordo e soja AgEcon Abitante, Kleber Giovelli. One of the measures of future markets’ efficiency is its linkage with the spot market. The objective of this paper is to verify the existence of a statistical linkage between spot market and the Brazilian Mercantile & Future Exchange (BM&F) live cattle future market and between spot market and the BM&F and Chicago Board of Trade (CBOT) soybean future market. In addition, an efficiency indicator for the BM&F live cattle future market was estimated. With regard to live cattle, the daily time series used was price of the future contracts with maturity month between January/05 and November/05 and for soybean, the price of the future contracts used was with maturity between March 2005 until September 2005 and November 2005. Concerning live... Tipo: Journal Article Palavras-chave: Cointegration; Futures markets; Soybean; Live cattle.; Agribusiness; C32; Q1; Q11. Ano: 2008 URL: http://purl.umn.edu/61272 Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach AgEcon Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria. This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in commodities futures while macroeconomic factors help explaining returns in commodities futures. Moreover, spillovers between commodities are present and the conditional correlations among commodities are high and time-varying. Tipo: Working Paper Palavras-chave: Energy; Commodities; Futures Markets; Financial Speculation; Multivariate GARCH; Financial Economics; C32; G13; Q11; Q43. Ano: 2012 URL: http://purl.umn.edu/122868 Registros recuperados: 77 Primeira ... 1 2 3 4 ... Última

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