Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (2) Autor Babula, Ronald A. (2) Rogowsky, Robert A. (2) Bessler, David A. (1) Newman, Douglas (1) Palavra-chave Agribusiness (1) Cointegration (1) Directed acyclic graphs (1) Industrial Organization (1) Monthly U.S. soy-based markets. (1) Research Methods/ Statistical Methods (1) Vector error correction and vector autoregression models (1) Mais... Tipo do documento Journal Article (1) Working or Discussion Paper (1) Ano 2006 (1) 2005 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última A Dynamic Model of U.S. Sugar-Related Markets: A Cointegrated Vector Autoregression Approach AgEcon Babula, Ronald A.; Newman, Douglas; Rogowsky, Robert A.. The methods of the cointegrated vector autoregression (VAR) model are applied to monthly U.S. markets for sugar and for sugar-using markets for confectionary, soft drink, and bakery products. Primarily a methods paper, we apply Johansen and Juselius' advanced procedures to these markets for perhaps the first time, with focus on achievement of a statistically adequate model through analysis of a battery of advanced statistical diagnostic tests and on exploitation of the system's cointegration properties through rank restrictions, statistically supported hypotheses test restrictions, and inference. The VEC model results illuminate the estimates of crucial policy-relevant market parameters that drive these markets, as well as the dynamic nature of the... Tipo: Journal Article Palavras-chave: Agribusiness. Ano: 2006 URL: http://purl.umn.edu/9084 Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs AgEcon Babula, Ronald A.; Bessler, David A.; Rogowsky, Robert A.. This paper applies a combined methodology of a recently developed directed acyclic graph (DAG) analysis with Johansen and Juselius' methods of the cointegrated vector autoregression (VAR) model to a monthly U.S. system of markets for soybeans, soy meal, and soy oil. Primarily a methods paper, Johansen and Juselius' procedures are applied, with a special focus on statistically addressing information inherent in well-known sources of non-normal data behavior to illustrate the effectiveness of modeling the system as a cointegrated multi-market system. Perhaps for the first time, methods of the cointegrated VAR model are combined with DAG analysis to account for contemporaneously correlated residuals, and are applied to this U.S. soy-based system. Analysis of... Tipo: Working or Discussion Paper Palavras-chave: Directed acyclic graphs; Cointegration; Vector error correction and vector autoregression models; Monthly U.S. soy-based markets.; Industrial Organization; Research Methods/ Statistical Methods. Ano: 2005 URL: http://purl.umn.edu/15880 Registros recuperados: 2 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco