| Registro completo |
| Provedor de dados: |
AgEcon
|
| País: |
United States
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| Título: |
Common Trends, Common Cycles, and Price Relationships in the International Fiber Market - Evidence from a Seemingly Unrelated Structural Time Series
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| Autores: |
Fadiga, Mohamadou L.
Misra, Sukant K.
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| Data: |
2005-01-12
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| Ano: |
2005
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| Palavras-chave: |
Unobserved components
State-space
Kalman filter
Fiber prices
Cofeature
International Relations/Trade
C32
Q11
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| 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.
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| Tipo: |
Conference Paper or Presentation
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| Idioma: |
Inglês
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| Identificador: |
15600
http://purl.umn.edu/35545
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| Editor: |
AgEcon Search
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| Relação: |
Southern Agricultural Economics Association>2005 Annual Meeting, February 5-9, 2005, Little Rock, Arkansas
Selected Paper
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| Formato: |
21
application/pdf
|
