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	Provedor de dados 31 (1) Autor Babula, Ronald A. (1) Bessler, David A. (1) Reeder, John (1) Somwaru, Agapi (1) Palavra-chave Bernanke structural VAR models (1) Directed acyclic graphs (1) Industrial Organization (1) Marketing (1) Monthly soy-based markets (1) Research Methods/ Statistical Methods (1) Mais... Tipo do documento Working or Discussion Paper (1) Ano 2004 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última 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 Registros recuperados: 1 Primeira ... 1 ... Última

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