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	Provedor de dados 31 (3) Autor Baek, Jungho (3) Koo, Won W. (3) Palavra-chave Vector error-correction (3) Canadian wheat exports (2) Demand and Price Analysis (2) Durum wheat (2) Hard red spring wheat (2) Unit root test with a structural break (2) China (1) Cointegration analysis (1) Environment (1) FDI (1) India (1) International Relations/Trade (1) Johansen cointe-gration test (1) Johansen cointegration test (1) Research Methods/ Statistical Methods (1) Mais... Tipo do documento Conference Paper or Presentation (2) Journal Article (1) Ano 2008 (1) 2006 (1) 2005 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Price Dynamics in the North American Wheat Market 31 Baek, Jungho; Koo, Won W.. This study examines price dynamics in the U.S. and Canadian hard red spring (HRS) and durum wheat markets. Using monthly prices for 1979-2002, we adopt Johansen cointegration tests and a vector error-correction (VEC) model. The results show that U.S. hard red winter (HRW) and Canadian HRS are exogenous in the model consisting of U.S. HRW and HRS and Canadian HRS prices. Canadian durum is exogenous in the model of U.S. and Canadian durum prices. Therefore, the results suggest that the HRW exporting industry and Canada have been the price leader in North American wheat markets. Tipo: Conference Paper or Presentation Palavras-chave: Canadian wheat exports; Durum wheat; Hard red spring wheat; Johansen cointegration test; Unit root test with a structural break; Vector error-correction; Demand and Price Analysis. Ano: 2005 URL: http://purl.umn.edu/19353 Price Dynamics in the North American Wheat Market 31 Baek, Jungho; Koo, Won W.. Perron's test, Johansen cointegration analysis, and a vector error-correction (VEC) model are used to identify structural change, as well as to examine price dynamics in the U.S. and Canadian hard red spring (HRS) and durum wheat markets. It is found that, due to the U.S. Export Enhancement Program (EEP), price instability experienced in June 1986 has resulted in structural changes for Canadian HRS and durum prices. We also find that Canadian prices have significant effects on the determination of the U.S. prices in the North American wheat market. Tipo: Journal Article Palavras-chave: Canadian wheat exports; Durum wheat; Hard red spring wheat; Johansen cointe-gration test; Unit root test with a structural break; Vector error-correction; Demand and Price Analysis; International Relations/Trade. Ano: 2006 URL: http://purl.umn.edu/10217 A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India 31 Baek, Jungho; Koo, Won W.. The cointegration analysis and a vector error-correction (VEC) model are applied to examine the short- and long-run relationships among foreign direct investment (FDI), economic growth, and the environment in China and India. The results show that FDI inflow plays a pivotal role in determining the short- and long-run movement of economic growth through capital accumulation and technical spillovers in the two countries. However, FDI inflow in both countries is found to have a detrimental effect on environmental quality in both the short- and long-run, supporting pollution haven hypothesis. Finally, it is found that, in the short-run, there exists a unidirectional causality from FDI inflow to economic growth and the environment in China and India - a change... Tipo: Conference Paper or Presentation Palavras-chave: China; Cointegration analysis; Environment; FDI; India; Vector error-correction; Research Methods/ Statistical Methods. Ano: 2008 URL: http://purl.umn.edu/6508 Registros recuperados: 3 Primeira ... 1 ... Última

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