Data/hora: 02/06/2024 11:40:23

Provedor de dados: 	31	
País: 	United States	
Título: 	Common Trends, Common Cycles, and Price Relationships in the International Fiber Market - Evidence from a Seemingly Unrelated Structural Time Series	
Autores: 	Fadiga,   Mohamadou L.; Misra,   Sukant K.	
Data: 	2005-01-12	
Ano: 	2005	
Palavras-chave: 	Unobserved components; State-space; Kalman filter; Fiber prices; Cofeature; International Relations/Trade; C32; Q11.	
Resumo: 	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	
Idioma: 	Inglês	
Identificador: 	15600

http://purl.umn.edu/35545	
Editor: 	AgEcon Search	
Relação: 	Southern Agricultural Economics Association&gt;2005 Annual Meeting, February 5-9, 2005, Little Rock, Arkansas

Selected Paper	
Formato: 	21

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