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| Registros recuperados: 12 | |
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| Letson, David; McCullough, B.D.. |
| In this paper we seek to characterize the robustness of the ENSO/soybean price relationship and to determine whether it has practical economic content. If such a meaningful relationship exists, the implications could be profound for commodity traders and for public sector investments in climate forecasting capabilities. Also, the validity of economic evaluations of climate impacts and climate forecasts based on ENSO-price independence would come into question. Our findings suggest a relationship between interannual climate and soybean prices, although we are not able to attribute the relationship to ENSO or to say the ENSO is economically important. |
| Tipo: Journal Article |
Palavras-chave: Climate forecasting; Granger causality; Spectral analysis; SOI; SST; Resource /Energy Economics and Policy; C22; Q11. |
| Ano: 2001 |
URL: http://purl.umn.edu/15443 |
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| Alves, Lucilio Rogerio Aparecido; Cardoso, Carlos Estevao Leite; Felipe, Fabio Isaias; Campion, Michele Tubero. |
| This study aims to analyze the relations of causality and price transmission of the cassava root, the cassava starch, the cassava flour, the wheat, the wheat flour and the corn, in the State of Parana. The used data goes from January 1995 to December 2005, with monthly regularity. It was applied the methodology of Granger causality to test the relations between the variables. The results showed long term relations between corn and cassava root prices, cassava starch and cassava flour prices, wheat and corn prices and wheat and wheat flour prices. It was emphasized the dependence of the cassava root prices in relation to corn, wheat, cassava starch and cassava flour prices and its little influence on these variables. It was also noted that cassava flour... |
| Tipo: Journal Article |
Palavras-chave: Granger causality; Price transmission; Starch; Demand and Price Analysis. |
| Ano: 2006 |
URL: http://purl.umn.edu/55184 |
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| McKee, Gregory J.; Miljkovic, Dragan. |
| Analysts often use a single average or otherwise aggregated price series to represent several geographic or product markets even when disaggregate data are available. We hypothesize that such an approach may not be appropriate under some circumstances, such as when only long-term relationships hold among price series or when homogeneous but relatively perishable products are considered. This question is of particular relevance in agriculture because of seasonality in production and harvest across various production regions, and the effect of changes in demand as substitute crops become available. We analyze this question in the context of fresh strawberry production. We find that in the case of the strawberry market, aggregate series are appropriate for... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Strawberry; Price; Cointegration; Granger causality; Average price; Research Methods/ Statistical Methods. |
| Ano: 2007 |
URL: http://purl.umn.edu/9843 |
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| Miljkovic, Dragan; Garcia, Roberto J.. |
| Efforts to stabilized employment and output in the agricultural sector of Yugoslavia through monetization contributed to inflationary pressures. Granger causality tests suggested that increases in the rate of growth in the supply of money to subsidize state-owned agribusiness were insufficient to maintain purchases of wheat and corn, but did cause purchases of cattle and swine. This result may be explained by producers having more flexibility in grain marketing (i.e., storage options and private buyers) and the perishability issues related to livestock marketing. The policy to maintain employment through monetization is shown to have been ineffective. |
| Tipo: Journal Article |
Palavras-chave: Agribusiness; Employment; Granger causality; Inflation; Money supply; State purchases; Yugoslavia; Agribusiness. |
| Ano: 1996 |
URL: http://purl.umn.edu/15123 |
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| Asafu-Adjaye, John. |
| This paper estimates the causal relationships between energy consumption and income for India, Indonesia, the Philippines and Thailand, using cointegration and error-correction modelling techniques. The results indicate that, in the short-run, unidirectional Granger causality runs from energy to income for India and Indonesia, while bidirectional Granger causality runs from energy to income for Thailand and the Philippines. In the case of Thailand and the Philippines, energy, income and prices are mutually causal. The study results do not support the view that energy and income are neutral with respect to each other, with the exception of Indonesia where neutrality is observed in the short-run. |
| Tipo: Presentation |
Palavras-chave: Energy consumption; Economic growth; Granger causality; Resource /Energy Economics and Policy. |
| Ano: 1999 |
URL: http://purl.umn.edu/123754 |
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| Miljkovic, Dragan; Mostad, Daniel. |
| The goal of this study is twofold: to determine if in the long run health concerns affect, via changes in consumer dietary preferences, the retail demand for beef in the United States and to establish if media coverage of popular diets (media frenzy) causes the change in retail demand for beef, or if it simply reports the facts about the changes in consumer dietary preferences. Data used in the analysis are the quarterly retail demand index for beef and the number of newspaper articles and magazine features on low-fat, low-cholesterol and low-carb diets published in the United States between 1990:I and 2004:IV. Johansen's cointegration method and vector error correction (VEC) model based Granger causality test were used in the long-run and short-run... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Health concerns; Media; Demand for beef; Cointegration; VEC; Granger causality; Food Consumption/Nutrition/Food Safety; D12; Q13. |
| Ano: 2005 |
URL: http://purl.umn.edu/19487 |
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| Fardmanesh, Mohsen; Douglas, Seymour. |
| This paper examines the relationship between the official and parallel exchange rates, in three Caribbean countries, Guyana, Jamaica and Trinidad, during the 1985-1993 period using cointegration, Granger causality, and reduced form methods. The official and parallel rates are cointegrated in all three countries, but with significant average disparity between them in Guyana and Trinidad, which unlike Jamaica applied infrequent and large adjustments to their official rates. The causation is bi-directional in the case of Jamaica and uni-directional, with changes in the official rate Granger causing changes in the parallel rate, in the cases of Guyana and Trinidad, reflecting the difference in their official exchange rate policies. Our reduced form estimates... |
| Tipo: Working or Discussion Paper |
Palavras-chave: Foreign exchange controls; Black market exchange rate; Black market premium; Cointegration; Granger causality; Financial Economics; F31. |
| Ano: 2003 |
URL: http://purl.umn.edu/28514 |
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| Registros recuperados: 12 | |
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