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Causalidade e transmissão entre os preços de mandioca, trigo, milho e seus derivados no Paraná AgEcon
Alves, Lucilio Rogerio Aparecido; Cardoso, Carlos Estevao Leite; Felipe, Fabio Isaias; Campion, Michele Tubero.
This study aims to analyze the relations of causality and price transmission of the cassava root, the cassava starch, the cassava flour, the wheat, the wheat flour and the corn, in the State of Parana. The used data goes from January 1995 to December 2005, with monthly regularity. It was applied the methodology of Granger causality to test the relations between the variables. The results showed long term relations between corn and cassava root prices, cassava starch and cassava flour prices, wheat and corn prices and wheat and wheat flour prices. It was emphasized the dependence of the cassava root prices in relation to corn, wheat, cassava starch and cassava flour prices and its little influence on these variables. It was also noted that cassava flour...
Tipo: Journal Article Palavras-chave: Granger causality; Price transmission; Starch; Demand and Price Analysis.
Ano: 2006 URL: http://purl.umn.edu/55184
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