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	Provedor de dados 31 (44) Autor Bessler, David A. (44) Babula, Ronald A. (6) Haigh, Michael S. (5) Fuller, Stephen W. (4) Leatham, David J. (4) Bryant, Henry L. (3) Capps, Oral, Jr. (3) Yu, Tun-Hsiang (Edward) (3) Knutson, Ronald D. (2) Lai, Pei-Chun (2) Paggi, Mechel S. (2) Palma, Marco A. (2) Payne, Warren S. (2) Reeder, John (2) Ribera, Luis A. (2) Rister, M. Edward (2) Somwaru, Agapi (2) Stockton, Matthew C. (2) Ahmedov, Zafarbek (1) Angerer, Jay P. (1) Mais... Palavra-chave Demand and Price Analysis (16) Marketing (8) Research Methods/ Statistical Methods (8) Directed acyclic graphs (6) Industrial Organization (6) Livestock Production/Industries (5) Agricultural and Food Policy (4) Cointegration (4) Financial Economics (4) Food Consumption/Nutrition/Food Safety (4) Agribusiness (3) Crop Production/Industries (3) Food Security and Poverty (3) Historical decomposition (3) International Relations/Trade (3) Public Economics (3) Agricultural Finance (2) Bernanke structural VARs (2) C22 (2) Causality (2) Mais... Tipo do documento Conference Paper or Presentation (19) Journal Article (16) Working or Discussion Paper (6) Report (2) Presentation (1) Ano 2012 (1) 2011 (4) 2010 (5) 2009 (5) 2008 (2) 2006 (3) 2005 (2) 2004 (5) 2003 (4) 2002 (3) 2000 (1) 1991 (1) 1990 (2) 1989 (2) 1988 (2) 1986 (1) 1985 (1) Mais... País United States (44) Idioma Inglês (44)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 44 Primeira ... 1 2 3 ... Última Conflict, Aid and Poverty: Cause, Effect and Prediction 31 Kibriya, Shahriar R.; Bessler, David A.; Price, Edwin; Sen Gupta, Rajorshi. Recent studies and reports suggest that foreign aid/intervention has been somewhat futile in eradicating conflict. In this study, we develop a simultaneous donor/recipient model of foreign aid and terrorism. Thereafter, we extend our theoretical propositions through a machine learning algorithm of inductive causation. We find that terrorism increases foreign aid, however foreign assistance is futile in mitigating terrorism. Additionally, socio-economic factors influence foreign aid given by the donors. But foreign assistance is unsuccessful in enhancing the livelihoods of the underprivileged. We conclude that foreign aid policies need to be more efficient. Tipo: Conference Paper or Presentation Palavras-chave: Food Security and Poverty; International Relations/Trade. Ano: 2010 URL: http://purl.umn.edu/61898 LOCK CONGESTION AND ITS IMPACT ON GRAIN BARGE RATES ON THE UPPER MISSISSIPPI RIVER 31 Yu, Tun-Hsiang (Edward); Fuller, Stephen W.; Bessler, David A.. An anticipated increase in lock delays on the upper Mississippi River has generated concern about its future navigational efficiency. The objective of this paper is to identify selected factors affecting lock delay on the River's busiest locks and to examine the impact of lock delay on grain barge rates. Results show that lock unavailability, traffic level, and delay at nearby locks affect lock delay. Further, barge rates are affected by lock delay, however, the impact is modest. Tipo: Conference Paper or Presentation Palavras-chave: Public Economics. Ano: 2003 URL: http://purl.umn.edu/36001 The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market 31 Costa, Rafael F.; Bessler, David A.; Rosson, C. Parr, III. This study uses unrestricted vector autoregression method and historical decomposition with directed acyclic graphs to quantity the impacts of the foot and mouth disease outbreak on the Brazilian meat market for different levels of the industry (export, wholesale and farm). The imposition of an import ban by Russia on Brazilian meat exports is also analyzed. Results show that beef, pork, and chicken export prices all decreased after the FMD outbreak. More importantly, our findings indicate that all prices ended up recovering after the removal of the import ban by Russia in December 2007. As for the price margins in both beef and pork meat supply chains, the export-to-farm and export-to-wholesale margins were found to be very close to each other. On the... Tipo: Conference Paper or Presentation Palavras-chave: Foot and mouth disease; Brazilian meat market; Vector autoregression model; Historical decomposition; Directed acyclic graphs.; Food Consumption/Nutrition/Food Safety; International Relations/Trade; Livestock Production/Industries. Ano: 2011 URL: http://purl.umn.edu/103811 Proving causal relationships using observational data 31 Bryant, Henry L.; Bessler, David A.. We describe a means of rejecting a null hypothesis concerning observed, but not deliberately manipulated, variables of the form H0: A -/-> B in favor of an alternative hypothesis HA: A --> B, even given the possibility of causally related unobserved variables. Rejection of such an H0 relies on the availability of two observed and appropriately related instrumental variables. While the researcher will have limited control over the confidence level in this test, simulation results suggest that type I errors occur with a probability of less than 0.15 (often substantially less) across a wide range of circumstances. The power of the test is limited if there are but few observations available and the strength of correspondence among the variables is weak.... Tipo: Conference Paper or Presentation Palavras-chave: Causality; Monte Carlo; Observational data; Hypothesis testing; Research Methods/ Statistical Methods. Ano: 2011 URL: http://purl.umn.edu/103238 Fundamentals and US natural gas price dynamics 31 Qin, Xiaoyan; Bessler, David A.; Leatham, David J.; Wu, Ximing; Gan, Li. Investigation into the relations between market fundamentals and US natural gas prices is carried out in the regime-switching framework. To test the hypothesis that US natural gas market may switch between two states of market: bullish market and bearish market, a 2-state regime-switching model with Markov transition chain is carried out. GARCH effects are also built into the model to account for the conditional heteroskedasticity. Short-term forecasts based on the regime-switching model are also provided. Empirical results suggest that real world natural gas price behavior is far more complicated than that predicted by fundamental models. Volatility which cannot be explained by fundamentals plays an essential role in natural gas price behavior. The major... Tipo: Conference Paper or Presentation Palavras-chave: US natural gas price behaviors; Markov-switching model; GARCH; Resource /Energy Economics and Policy. Ano: 2010 URL: http://purl.umn.edu/56501 CAUSALITY IN FUTURES MARKETS 31 Bryant, Henry L.; Bessler, David A.; Haigh, Michael S.. This research investigates various unresolved issues regarding futures markets, using formal methods appropriate for inferring causal relationships from observational data when some relevant quantities are hidden. We find no evidence supporting the generalized version of Keynes's theory of normal backwardation. We find no evidence supporting theories that predict that the level of activity of speculators or uninformed traders affects the level of price volatility, either positively or negatively. Our evidence strongly supports the mixture of distribution hypothesis (MDH) that trading volume and price volatility have one or more latent common causes, resulting in their positive correlation. Tipo: Working or Discussion Paper Palavras-chave: Marketing. Ano: 2003 URL: http://purl.umn.edu/28574 FABRICATED CUT BEEF PRICES AS LEADING INDICATORS OF FED CATTLE PRICE 31 Owen, C. Jane; Sporleder, Thomas L.; Bessler, David A.. Temporal relationships are investigated among fabricated cut prices, carcass value, and fed cattle prices. Also, linkages between fed cattle and wholesale beef prices are examined using vector autoregressive (VAR) techniques. Results, using daily prices over the 1980-85 period, suggested that fabricated cut prices and cattle prices are related to the imputed carcass value, carcass quote, and fed cattle prices. In addition, three fabricated cuts dominate as leading indicators of fed cattle prices of most fabricated cut prices. They are strip loin and bottom and top round prices. VAR models outperform the univariate and random-walk models of forecasting ability. Tipo: Journal Article Palavras-chave: Demand and Price Analysis; Livestock Production/Industries. Ano: 1991 URL: http://purl.umn.edu/32634 THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 31 Yang, Jian; Bessler, David A.; Leatham, David J.. The Law of One Price (LOP) is important to models of international trade and exchange rate determination. This study investigates a variant of the LOP applied to developed and developing countries. The competing hypothesis are (1) that one price prevails in both developed and developing countries and (2) that one price prevails in developed countries and another single price in developing countries. Using data from an internationally competitive commodity (soybean meal), we found evidence favors the first hypothesis, although two large developing countries under study are active participants in regional trade integration, which may bias them against the first hypothesis. Tipo: Journal Article Palavras-chave: Law of one price; Developing countries; Error-correction model; Directed graphs; Demand and Price Analysis. Ano: 2000 URL: http://purl.umn.edu/15320 EGG PRICES REVISITED 31 Schrader, Lee F.; Bessler, David A.; Preston, Warren P.. Recent egg price quotes are evaluated in a vector autoregression. The results indicate that empirical relationships observed over the period 1975-1976 differ from those observed over the period 1979-1982. Tipo: Journal Article Palavras-chave: Demand and Price Analysis. Ano: 1985 URL: http://purl.umn.edu/29979 THE CORN-EGG PRICE TRANSMISSION MECHANISM 31 Babula, Ronald A.; Bessler, David A.. A vector autoregression (VAR) model of corn, farm egg, and retail egg prices is estimated and shocked with a corn price increase. Impulse responses in egg prices, t-statistics for the impulse responses, and decompositions of forecast error variance are presented. Analyses of results provide insights on the corn/egg price transmission mechanism and on how corn price shocks pulsate through the egg-related economy. Tipo: Journal Article Palavras-chave: Demand and Price Analysis. Ano: 1990 URL: http://purl.umn.edu/30015 EFFECT OF CONTRACT DISCLOSURE ON PRICE: RAILROAD GRAIN CONTRACTING IN THE PLAINS 31 Fuller, Stephen W.; Ruppel, Fred J.; Bessler, David A.. The Staggers Rail Act of 1980 granted railroads freedom to establish rates and enter into confidential contracts with grain shippers. Recent legislation (1986) required that certain contract terms be disclosed. This study shows rail rates in the Plains region commenced an upward trend after implementation of the disclosure policy. Results suggest contract disclosure and increased reliance on posted tariffs facilitated rate coordination within the oligopolistic railroad industry. Tipo: Journal Article Palavras-chave: Public Economics. Ano: 1990 URL: http://purl.umn.edu/32066 Price Discovery in Nebraska Cattle Markets 31 Stockton, Matthew C.; Bessler, David A.; Wilson, Roger K.. Monthly observations on prices from 10 weight/gender classifications of Nebraska beef cattle are studied in an error correction model (ECM) framework. This study attempts a replication of the 2003 paper on Texas prices by Bessler and Davis, where they find medium heifers (600–700 lb) at the center of price discovery. Using the ECM results Nebraska light steers are found to be weakly exogenous, with the innovation accounting results showing marked differences. Industry structure, production choices, and animal type and breeding herd differences between Texas and Nebraska are proposed as plausible reasons for partial (or incomplete) success at replication. Tipo: Journal Article Palavras-chave: Bernanke factorization; Cattle prices; Cointegration; Directed acyclical graphs; Error correction; PC algorithm; Price discovery; Agribusiness; Demand and Price Analysis; Industrial Organization; Livestock Production/Industries; Production Economics; Research Methods/ Statistical Methods; C49; Q13. Ano: 2010 URL: http://purl.umn.edu/57149 Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model 31 Babula, Ronald A.; Bessler, David A.; Payne, Warren S.. This paper demonstrates the application of a recently developed methodology, the combination of directed acyclic graphs (DAGs) with Bernanke structural vector autoregression (VAR) models, to model a system of U.S. commodity-related and value-added markets. As an example, the paper applies this methodology to a quarterly system of U.S. markets: the wheat market and a set of downstream milling and bakery markets that use wheat as an input. Analyses of the model's 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... Tipo: Working or Discussion Paper Palavras-chave: Bernanke structural VARs; Directed acyclic graphs; Quarterly wheat-related markets; Industrial Organization; Marketing; Research Methods/ Statistical Methods. Ano: 2003 URL: http://purl.umn.edu/15879 Potential Impacts of Foodborne Illness Incidences on Market Movements and Prices of Fresh Produce in the U.S. 31 Palma, Marco A.; Ribera, Luis A.; Bessler, David A.; Paggi, Mechel S.; Knutson, Ronald D.. This study investigates the potential impacts of food safety outbreaks on domestic shipments, imports, and prices of the produce industry. Three case studies were analyzed to assess these potential impacts: the cantaloupe outbreak of March–April 2008, the spinach outbreak of September 2006, and the tomato outbreak of June–July 2008. Data-determined historical decompositions were conducted to provide a weekly picture of domestic shipment, import, and price fluctuation transmissions. The empirical analysis based on a vector autoregression (VAR) model showed differences in the results depending on the source of the outbreak (domestic vs. imported). Tipo: Journal Article Palavras-chave: Directed acyclic graphs; Food safety; Fresh produce; Historical decomposition; Outbreaks; Agribusiness; Agricultural and Food Policy; Agricultural Finance; Consumer/Household Economics; Crop Production/Industries; Farm Management; Financial Economics; Food Consumption/Nutrition/Food Safety; Food Security and Poverty; Health Economics and Policy; Marketing; Production Economics; Productivity Analysis; Q13. Ano: 2010 URL: http://purl.umn.edu/100526 RISK ATTITUDES AND FARM/PRODUCER ATTRIBUTES: A CASE STUDY OF TEXAS COASTAL BEND GRAIN SORGHUM PRODUCERS 31 Ramaratnam, S. Sri; Rister, M. Edward; Bessler, David A.; Novak, James L.. An analysis of risk attitudes for a sample of grain sorghum producers in the Texas Coastal Bend is reported. Four alternative functional forms were estimated on data elicited by the direct elicitation of utility approach. The exponential functional form described most producers' utility preferences better than other utility forms. Relationships between exponential risk measures and both producer attributes and farm characteristics, including interactions among them, were identified as significant. Risk aversion was found to diminish with more experience in farming and to increase with more leasing of farm land. Risk aversion was also found to decline with larger farm size and to increase with higher dependency of farm operators on farm income. Tipo: Journal Article Palavras-chave: Risk and Uncertainty. Ano: 1986 URL: http://purl.umn.edu/29768 CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS 31 Haigh, Michael S.; Bessler, David A.. Directed Acyclic Graphs (DAG's) and Error Correction Models (ECM's) are employed to analyze questions of price discovery between spatially separated commodity markets and the transportation market linking them together. Results from our analysis suggest that these markets are highly interconnected but that it is the inland commodity market that is strongly influenced by both the transportation and commodity export markets in contemporaneous time. However, the commodity markets affect the volatility of the transportation market over longer horizons. Our results suggest that transportation rates are critical in the price discovery process lending support for the recent development of exchange traded barge rate futures contracts. Tipo: Conference Paper or Presentation Palavras-chave: Demand and Price Analysis. Ano: 2002 URL: http://purl.umn.edu/19057 ANALYSIS OF DYNAMIC INTERRELATIONSHIPS BETWEEN TRANSPORTATION RATES AND GRAIN PRICES 31 Yu, Tun-Hsiang (Edward); Bessler, David A.; Fuller, Stephen W.. Transportation rates are vital components in the structure of U.S. grain exports. In this paper we study the dynamic properties of corn and soybean prices, and barge, rail and ocean shipping rates using time series analysis on monthly 1992-2001 data. Using Error Correction Model and Directed Acyclic Graphs, we capture the interconnectivity between the transportation rates and grain prices at selected domestic and export markets. We find Illinois processor prices are important sources of price discovery for both corn and soybeans. Further, barge rates explain about 2-4% of the variation in grain prices while rail rates explain about 10-12% of the variation in corn and soybean prices. Tipo: Conference Paper or Presentation Palavras-chave: Public Economics. Ano: 2004 URL: http://purl.umn.edu/20339 Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices 31 Babula, Ronald A.; Bessler, David A.; Reeder, John; Somwaru, Agapi. This paper demonstrates the application of a recently developed methodology, the combination of directed acyclic graphs (DAGs) with Bernanke structural vector autoregression (VAR) models, to model a system of U.S. commodity-related and value-added markets. As an example, the paper applies this methodology to a monthly system of three U.S. soy-based markets: the soybean market upstream and the two downstream markets for soy meal soy oil. Analyses of results from simulating the model's impulse response function and of forecast error variance decompositions provide updated estimates of market elasticity parameters that drive these markets, and updated policy-relevant information on how these monthly markets run and dynamically interact. Results suggest how a... Tipo: Working or Discussion Paper Palavras-chave: Directed acyclic graphs; Bernanke structural VAR models; Monthly soy-based markets; Industrial Organization; Marketing; Research Methods/ Statistical Methods. Ano: 2004 URL: http://purl.umn.edu/15885 Generalization of the Generalized Composite Commodity Theorem: Extension based on the Theil’s Aggregation Theory 31 Kwon, Dae-Heum; Bessler, David A.. Tipo: Conference Paper or Presentation Palavras-chave: Demand and Price Analysis; Research Methods/ Statistical Methods. Ano: 2009 URL: http://purl.umn.edu/49335 On aggregation bias in structural demand models 31 Lai, Pei-Chun; Bessler, David A.. Consumer demand analysis attracts considerable attention. It remains an open question, however, whether estimating demand with aggregate data is reliable when disaggregate store-level data is given. Demand models may produce biased results when applied to data aggregated across stores with different pricing strategies. In this study, the graphical model is used to investigate the following question: Do we find the same structure when we fit causal models on sub-groupings of stores, as we find when we fit models on aggregate data from all stores? Tipo: Conference Paper or Presentation Palavras-chave: Causal analysis; Aggregation bias; Demand and Price Analysis; C01. Ano: 2010 URL: http://purl.umn.edu/61523 Registros recuperados: 44 Primeira ... 1 2 3 ... Última

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