Sabiia Seb
PortuguêsEspañolEnglish
Embrapa
        Busca avançada

Botão Atualizar


Botão Atualizar

Ordenar por: 

RelevânciaAutorTítuloAnoImprime registros no formato resumido
Registros recuperados: 2
Primeira ... 1 ... Última
Imagem não selecionada

Imprime registro no formato completo
Cointegrated Vector Autoregression Methods: An Application to Non-Normally Behaving Data on Selected U.S. Sugar-Related Markets AgEcon
Babula, Ronald A.; Newman, Douglas.
The methods of the cointegrated vector autoregression/error correction (VAR/VEC) 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, Johansen and Juselius' methods are applied, with a special focus on addressing well-known issues that preclude statistically normal behavior, and that confront the modelled sugar-based data. In so doing, we illustrate the effectiveness and the benefits of modelling this sugar-related set of markets as a cointegrated system. Perhaps for the first time, cointegrated VEC model results are used to estimate crucial policy-relevant market parameters that drive the markets, as well as to illuminate the dynamic nature of the...
Tipo: Working or Discussion Paper Palavras-chave: Cointegration; Sugar-based U.S. markets; Vector autoregression; Vector error correction models; Industrial Organization; Research Methods/ Statistical Methods.
Ano: 2005 URL: http://purl.umn.edu/15878
Imagem não selecionada

Imprime registro no formato completo
Market integration and price leadership in selected sugar markets. The case of Colombia, Brazil and the world AgEcon
Bugueiro, Mauricio; Brümmer, Bernhard; Diaz, Jose.
Published by Asociación de Economistas Agrarios de Chile
Tipo: Journal Article Palavras-chave: Market integration; Cointegration; Law of one price; Vector error correction models; Agribusiness; Marketing.
Ano: 2010 URL: http://purl.umn.edu/104405
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

Valid HTML 4.01 Transitional