Data/hora: 10/06/2024 06:23:08

Provedor de dados: 	31	
País: 	United States	
Título: 	Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model	
Autores: 	Babula,   Ronald A.; Bessler,   David A.; Payne,   Warren S.	
Data: 	2008-09-04	
Ano: 	2004	
Palavras-chave: 	Bernanke structural VARs; Directed acyclic graphs; Quarterly wheat-related markets; C22; Q11.	
Resumo: 	Using advanced methods of directed acyclic graphs with Bernanke structural vector autoregression models, this article extends recent econometric research on quarterly U.S. markets for wheat and wheat-based value-added products downstream. Analyses of impulse response simulations and forecast error variance decompositions provide updated estimates of market elasticity parameters that drive these markets, and updated policy-relevant information on how these quarterly markets run and dynamically interact. Results suggest that movements in wheat and downstream wheat-based markets strongly influence each other, although most of these effects occur at the longer-run horizons beyond a single crop cycle.	
Tipo: 	Journal Article	
Idioma: 	Inglês	
Identificador: 	http://purl.umn.edu/42896	
Relação: 	Journal of Agricultural and Applied Economics&gt;Volume 36, Number 01, April 2004	
Formato: 	22