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	Provedor de dados AgEcon (2) Autor Babula, Ronald A. (2) Bessler, David A. (2) Payne, Warren S. (2) Palavra-chave Bernanke structural VARs (2) Directed acyclic graphs (2) Quarterly wheat-related markets (2) C22 (1) Industrial Organization (1) Marketing (1) Q11 (1) Research Methods/ Statistical Methods (1) Mais... Tipo do documento Journal Article (1) Working or Discussion Paper (1) Ano 2004 (1) 2003 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model AgEcon 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 Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model AgEcon Babula, Ronald A.; Bessler, David A.; Payne, Warren S.. Using advanced methods of directed acyclic graphs with Bernanke structural vector autoregression models, this article extends recent econometric research on quarterly U.S. markets for wheat and wheat-based value-added products downstream. Analyses of 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 wheat and downstream wheat-based markets strongly influence each other, although most of these effects occur at the longer-run horizons beyond a single crop cycle. Tipo: Journal Article Palavras-chave: Bernanke structural VARs; Directed acyclic graphs; Quarterly wheat-related markets; C22; Q11. Ano: 2004 URL: http://purl.umn.edu/42896 Registros recuperados: 2 Primeira ... 1 ... Última

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