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	Provedor de dados AgEcon (2) Autor Fadiga, Mohamadou L. (2) Misra, Sukant K. (2) Palavra-chave Fiber prices (2) International Relations/Trade (2) Kalman filter (2) State-space (2) Unobserved components (2) C32 (1) Cofeature (1) Common factors (1) Q11 (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2007 (1) 2005 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Common Trends, Common Cycles, and Price Relationships in the International Fiber Market - Evidence from a Seemingly Unrelated Structural Time Series AgEcon Fadiga, Mohamadou L.; Misra, Sukant K.. This study shows that the stochastic process that governs price fluctuations in the international fiber market has transitory and permanent components. The results also indicate structural relationships between cotton price and wool price, wool price and oil price, rayon price and cotton price, and between polyester price and cotton price. Tipo: Conference Paper or Presentation Palavras-chave: Unobserved components; State-space; Kalman filter; Fiber prices; Cofeature; International Relations/Trade; C32; Q11. Ano: 2005 URL: http://purl.umn.edu/35545 Common Trends, Common Cycles, and Price Relationships in the International Fiber Market AgEcon Fadiga, Mohamadou L.; Misra, Sukant K.. A multivariate unobserved component model was applied to identify common movements among cotton, wool, rayon, and polyester world prices. Two common stochastic trends and cycles govern the stochastic behaviors of price fluctuations in the world fiber market. These unobserved components have important implications as they can help in the design of more efficient commodity programs to smooth terms of trade shocks, especially in developing countries. The study found the effect of inventory adjustments on world cotton price is diminishing, which indicates that speculative behaviors in the world fiber market are less prevalent than previously thought. Tipo: Journal Article Palavras-chave: Common factors; Fiber prices; Kalman filter; State-space; Unobserved components; International Relations/Trade. Ano: 2007 URL: http://purl.umn.edu/8596 Registros recuperados: 2 Primeira ... 1 ... Última

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