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	Provedor de dados AgEcon (1) ArchiMer (1) Autor Brasili, Cristina (1) Cazelles, B (1) Fanfani, Roberto (1) Fromentin, Jean-marc (1) Gutierrez, Luciano (1) Rouyer, Tristan (1) Stenseth, N (1) Mais... Palavra-chave Non stationarity (2) Common factors (1) Demand and Price Analysis (1) Food relative prices (1) Maximum covariance analysis (1) Multivariate time series (1) Surrogates (1) Wavelet clustering (1) Wavelet significance testing (1) Mais... Tipo do documento Conference Paper or Presentation (1) Text (1) Ano 2008 (2) País France (1) United States (1) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Analysing multiple time series and extending significance testing in wavelet analysis ArchiMer Rouyer, Tristan; Fromentin, Jean-marc; Stenseth, N; Cazelles, B. In nature, non-stationarity is rather typical, but the number of statistical tools allowing for non-stationarity remains rather limited. Wavelet analysis is such a tool allowing for non-stationarity but the lack of an appropriate test for statistical inference as well as the difficulty to deal with multiple time series are 2 important shortcomings that limits its use in ecology. We present 2 approaches to deal with these shortcomings. First, we used 1/f beta models to test cycles in the wavelet spectrum against a null hypothesis that takes into account the highly autocorrelated nature of ecological time series. To illustrate the approach, we investigated the fluctuations in bluefin tuna trap catches with a set of different null models. The 1/f beta models... Tipo: Text Palavras-chave: Maximum covariance analysis; Surrogates; Wavelet significance testing; Wavelet clustering; Multivariate time series; Non stationarity. Ano: 2008 URL: http://archimer.ifremer.fr/doc/2008/publication-4291.pdf The behaviour of food relative prices: An analysis across the European Countries AgEcon Gutierrez, Luciano; Brasili, Cristina; Fanfani, Roberto. In this paper we analyze the behavior of relative food prices for a set of 24 European countries observed during the period 1996.1 - 2007.7. Using new methods for analyzing nonstationary panels, we are able to show that relative food prices have a common component which accounts for a large share of their variance. We show that this component has had a greater effects on the group of countries that adopt the Euro. We also find that countries in the Euro area are more market integrated, i.e. food prices tend to converge, than countries that have not adopted the Euro. Finally, we report that the half-live of a shock to relative food prices varies depending on the product, and that the adjustment is generally faster, on average about 10 months, than those... Tipo: Conference Paper or Presentation Palavras-chave: Food relative prices; Non stationarity; Common factors; Demand and Price Analysis. Ano: 2008 URL: http://purl.umn.edu/44057 Registros recuperados: 2 Primeira ... 1 ... Última

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