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	Provedor de dados AgEcon (13) Rev. Econ. Sociol. Rural (1) Ciência Rural (1) Autor Aguilar, Cristobal (1) Ahmedov, Zafarbek (1) Allen, Albert J. (1) Araujo, Aracy Alves (1) Awokuse, Titus O. (1) Bessler, David A. (1) Bini,Dienice Ana (1) Canever,Mario Duarte (1) Capitani,Daniel Henrique Dario (1) Carreira, Rita I. (1) Cunado, Juncal (1) Ferreira, Susana (1) Filho,João Gomes Martines (1) Fonseca, Marcia Batista (1) Foster, Kenneth A. (1) Goodwin, Harold L., Jr. (1) Han, Doo Bong (1) He, Hai (1) Hyde, Jeffrey (1) Jayne, Thomas S. (1) Mais... Palavra-chave VAR (15) Agribusiness (4) Demand and Price Analysis (3) International Relations/Trade (3) Cointegration (2) Financial Economics (2) International Development (2) Livestock Production/Industries (2) Q13 (2) Resource /Energy Economics and Policy (2) Risk and Uncertainty (2) Advertising (1) Agricultural Finance (1) Agricultural and Food Policy (1) Agricultural prices (1) Arroz (1) Broiler markets (1) C22 (1) C23 (1) C31 (1) Mais... Tipo do documento Conference Paper or Presentation (6) Journal Article (4) Info:eu-repo/semantics/article (2) Article (1) Presentation (1) Working or Discussion Paper (1) Mais... Ano 2015 (1) 2012 (1) 2011 (4) 2009 (4) 2008 (2) 2006 (1) 2005 (1) 1999 (1) Mais... País United States (13) Brazil (2) Idioma Inglês (11) Português (4)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 15 Primeira ... 1 ... Última A dinâmica da área, do rendimento e dos preços sobre o valor da produção do feijão e da soja no Rio Grande do Sul e a dependência temporal entre esses componentes Ciência Rural Bini,Dienice Ana; Canever,Mario Duarte. Objetiva-se neste artigo avaliar o crescimento do valor da produção (VP) do feijão e da soja no Rio Grande do Sul (RS), baseado no comportamento de seus determinantes área, rendimento e preço. Também se pretende determinar como choques nestes componentes transmitem-se de uma safra para outra no VP. Utilizaram-se dados de área, rendimento e preço do feijão preto e da soja no RS de 1977 até 2010. A metodologia shift-share permitiu decompor a importância de cada item sobre a variação do valor da produção. O ferramental de séries temporais permitiu obter o efeito de um choque em uma variável, ceteris paribus, sobre as demais. No curto prazo, o rendimento é o principal responsável pela variação do VP. Entretanto, no longo prazo, a queda dos preços reais de... Tipo: Info:eu-repo/semantics/article Palavras-chave: Decomposição do valor da produção; Soja; Feijão; VAR; Rio Grande do Sul. Ano: 2015 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782015000601139 Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets AgEcon McKenzie, Andrew M.; Goodwin, Harold L., Jr.; Carreira, Rita I.. Although Vector Autoregressive models are commonly used to forecast prices, specification of these models remains an issue. Questions that arise include choice of variables and lag length. This article examines the use of Forecast Error Variance Decompositions to guide the econometrician’s model specification. Forecasting performance of Variance Autoregressive models, generated from Forecast Error Variance Decompositions, is analyzed within wholesale chicken markets. Results show that the Forecast Error Variance Decomposition approach has the potential to provide superior model selections to traditional Granger Causality tests. Tipo: Journal Article Palavras-chave: Broiler markets; DAGs; Forecasting; Market structure; VAR; Agribusiness; Demand and Price Analysis; Livestock Production/Industries; Risk and Uncertainty; C53; D4; L1; Q00. Ano: 2009 URL: http://purl.umn.edu/48750 Application of GARCH Model in Research on Price of Agricultural Products AgEcon He, Hai. Taking the price of grain in Guizhou Province as an example, by establishing GARCH model, I calculate VAR of logarithm return of grain price index, in order to conduct research on the variation law of price of the agricultural products. The results show that VAR of grain in Guizhou has variation. After the year 2010, VAR value is gradually increasing, and the price variation risk of grain market tends to increase progressively. Based on the characteristics of grain price variation, a series of corresponding proposals are put forward to stabilize the grain price as follows: strengthen the agricultural infrastructure construction, and promote the agricultural overall production capacity; reinforce the market supervision on the circulation field of... Tipo: Article Palavras-chave: Price of agricultural products; Price fluctuation; GARCH model; VAR; China; Agribusiness. Ano: 2011 URL: http://purl.umn.edu/121275 Determinantes da demanda brasileira por importação de arroz do Mercosul Rev. Econ. Sociol. Rural Capitani,Daniel Henrique Dario; Miranda,Sílvia Helena Galvão de; Filho,João Gomes Martines. Desde meados da década de 1990, o arroz é um dos principais produtos agrícolas importados pelo Brasil, principalmente do Uruguai e da Argentina, o que frequentemente gera questionamentos dos orizicultores brasileiros. O objetivo deste artigo é analisar os determinantes das importações brasileiras deste cereal, e para tanto, apresenta-se um modelo econômico visando analisar esta relação comercial no Mercosul, assumindo que as importações brasileiras de arroz são resultantes de um excesso de demanda doméstica pelo cereal. Utiliza-se um Modelo Autorregressivo Vetorial - VAR estrutural. Os resultados mostram uma forte relação do volume importado com o preço doméstico do arroz e com a taxa de câmbio. Verifica-se uma significativa participação do preço de... Tipo: Info:eu-repo/semantics/article Palavras-chave: Arroz; Demanda; Importação; Mercosul; VAR. Ano: 2011 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-20032011000300002 Exchange Rates Impacts on Agricultural Inputs Prices using VAR AgEcon Yeboah, Osei-Agyeman; Shaik, Saleem; Allen, Albert J.. The effects of the U.S. dollar exchange rate versus the Mexican peso are evaluated for four traded nonfarm-produced inputs (fertilizer, chemicals, farm machinery, and feed) in the U.S. Unit root tests suggest that the exchange rate and the four input price ratios support the presence of unit roots with a trend model but the presence unit roots can be rejected in the first difference model. This result is consistent with a fixed price/flex price conceptual framework, with industrial prices more likely to be unresponsive to the exchange rate than farm commodity prices. Tipo: Journal Article Palavras-chave: Exchange rate; Pass-through; Law of one price; SUR; VAR; Agribusiness; Financial Economics; International Relations/Trade; F14; F31; F36; F42; C23. Ano: 2009 URL: http://purl.umn.edu/53096 EXPLORING WITH DYNAMIC RELATIONSHIP BETWEEN ADVERTISING AND REVENUES WITHIN THE PORK INDUSTRY AgEcon Hyde, Jeffrey; Foster, Kenneth A.. This research tests for causality between indexed retail pork revenues and pork advertising. Evidence was found of feedback between revenues and total pork advertising, but not between revenues and generic advertising. In fact, generic advertising was found to have no significant impact on indexed retail pork revenues. Tipo: Conference Paper or Presentation Palavras-chave: Pork; Advertising; VAR; Livestock Production/Industries; Marketing. Ano: 1999 URL: http://purl.umn.edu/21614 EXPORTAÇÃO BRASILEIRA DE MELÃO: UM ESTUDO DE SÉRIES TEMPORAIS. AgEcon Araujo, Aracy Alves; Sousa, Alexandre Gervasio; Santos, Ricardo Bruno Nascimento dos. Este estudo apresenta uma análise da exportação brasileira de melões através da verificação das séries volume exportado, preço doméstico e taxa de câmbio utilizando a metodologia VAR, no período de janeiro de 1996 a março de 2007. As séries estudadas eram nãoestacionárias e, por isso optou-se pela utilização do conceito de co-integração. No entanto, o número de vetores de co-integração foi igual ao número de variáveis do modelo e por isso, utilizou-se o modelo Vetorial Auto Regressivo – VAR em nível. A decomposição da variância dos erros de previsão indicou que após choque não antecipado sobre as variáveis, a maior parte do seu comportamento ao longo do tempo continua sendo explicado pela própria variável.---------------------This study presents an... Tipo: Conference Paper or Presentation Palavras-chave: Comércio internacional; Exportação de melão; VAR; International trade; Melons exportation; VAR; International Relations/Trade. Ano: 2008 URL: http://purl.umn.edu/107886 Impact of Macroeconomic Policies on Agricultural Prices AgEcon Awokuse, Titus O.. Existing empirical evidence on the impact of macroeconomic variables on agriculture remains mixed and inconclusive. This paper re-examines the dynamic relationship between monetary policy variables and agricultural prices using alternative vector autoregression (VAR) type model specifications. Directed acyclic graph theory is proposed as an alternative modeling approach to supplement existing modeling methods. Similar to results in other studies, this study’s findings show that over the time period analyzed (1975–2000), changes to money supply as a monetary policy tool had little or no impact on agricultural prices. The primary macroeconomic policy instrument that affects agricultural prices is the exchange rate, which is shown to be directly linked to... Tipo: Journal Article Palavras-chave: Agricultural prices; Cointegration; Directed acyclic graphs; Monetary policy; VAR; Agricultural and Food Policy; Demand and Price Analysis. Ano: 2005 URL: http://purl.umn.edu/10239 Interrelationship and Volatility Transmission between Grain and Oil Prices AgEcon Kong, Minji; Han, Doo Bong; Nayga, Rodolfo M., Jr.. This study analyzes the interrelationship and volatility between grain and oil prices. Specifically, the objective of this study is to investigate the volatility transmission mechanism of grain prices with oil prices, under the assumption that an increase in crude oil prices not only affects corn and soybean prices but also other grain commodity prices such as wheat and rice. The results presented in this paper suggest several conclusions. First, there is a short-run relationship between the grain market and oil prices, which implies that recent co-movements of oil and grain prices are just a temporary phenomenon. Second, grain prices, except for rice, are affected by oil prices to some degree. Finally, the volatilities of oil prices influence the... Tipo: Presentation Palavras-chave: Grain prices; Volatility; Volatility Transmission; VAR; GARCH; Resource /Energy Economics and Policy. Ano: 2012 URL: http://purl.umn.edu/124377 PREVISÃO DE PRODUÇÃO DO ETANOL BRASILEIRO PARA EXPORTAÇÃO: UMA APLICAÇÃO DE VETORES AUTO-REGRESSIVOS (VAR) AgEcon Fonseca, Marcia Batista; Paixao, Marcia Cristina; Maia, Sinezio Fernandes. No início do século XXI, notadamente os EUA e UE discutem e promovem o uso de políticas específicas de estímulo à substituição de combustíveis fósseis por fontes renováveis de origem de biomassa. No Brasil desde os anos 70 a produção do etanol representa uma alternativa ecológica geradora de emprego e renda. A produção de etanol brasileira, de baixo custo e alta produtividade, dadas as vantagens existentes junto aos recursos naturais e mão de obra, é destinada principalmente para o mercado norte americano e o mercado europeu. O objetivo geral deste estudo é obter a previsão de produção do etanol brasileiro para exportação entre 2007-2010 através de uma aplicação de Vetores Auto-Regressivos (VAR), a partir das variáveis captadas pelo modelo Mundell-Fleming,... Tipo: Conference Paper or Presentation Palavras-chave: Etanol; Previsão de Produção; VAR; Ethanol; Production Forecast; Vector Auto Regression Analysis (VAR); Resource /Energy Economics and Policy. Ano: 2008 URL: http://purl.umn.edu/112622 REGIONAL HOUSING PRICE CYCLES: A SPATIO-TEMPORAL ANALYSIS USING US STATE LEVEL DATA AgEcon Kuethe, Todd H.; Pede, Valerien O.. We present a study of the effects of macroeconomic shocks on housing prices in the Western United States using quarterly state level data from 1988:1 – 2007:4. The study contributes to the existing literature by explicitly incorporating locational spillovers through a spatial econometric adaptation of vector autoregression (SpVAR). The results suggest these spillovers may Granger cause housing price movements in a large number of cases. SpVAR provides additional insights through impulse response functions that demonstrate the effects of macroeconomic events in different neighboring locations. In addition, we demonstrate that including spatial information leads to significantly lower mean square forecast errors. Tipo: Working or Discussion Paper Palavras-chave: Housing prices; VAR; Spatial econometrics; Community/Rural/Urban Development; Research Methods/ Statistical Methods; C31; C32; R21. Ano: 2009 URL: http://purl.umn.edu/47596 Regional Wholesale Price Relationships in the Presence of Counter-Seasonal Imports AgEcon Raper, Kellie Curry; Thornsbury, Suzanne; Aguilar, Cristobal. Counter-seasonal imports of fresh produce facilitate year-round availability in the U.S. and may impact the seasonal structure of market price relationships. Vector autoregression analysis is used to determine the nature and extent of spatial price relationships among four geographically distinct regions in the U.S. fresh peach wholesale market. We evaluate differences in regional spatial price relationships and find statistical evidence that price relationships among regions are different in periods dominated by regional domestic supplies imports compared with periods when counter-seasonal imports dominate the market. Tipo: Journal Article Palavras-chave: Counter-seasonal imports; Price analysis; Regional prices; Spatial prices; VAR; Agribusiness; Crop Production/Industries; Demand and Price Analysis; International Relations/Trade; Risk and Uncertainty; Q1; Q11; Q13. Ano: 2009 URL: http://purl.umn.edu/48748 Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis AgEcon Ahmedov, Zafarbek; Bessler, David A.. In this study, we apply directed acyclic graphs and search algorithm designed for time series with non-Gaussian distribution to obtain causal structure of innovations from an error correction model. The structure of interdependencies among six international stock markets is investigated. The results provide positive empirical evidence that there exist long-run equilibrium and contemporaneous causal structure among these stock markets. DAG analysis results show that Hong Kong is influenced by all other open markets in contemporaneous time, whereas Shanghai is not influenced by any of the other markets in contemporaneous time. Historical decompositions indicate that New York and Shanghai stock markets are highly exogenous and Germany and Hong Kong are the... Tipo: Conference Paper or Presentation Palavras-chave: VAR; Cointegration; Error correction; DAG; Causality; Financial contagion; Agricultural Finance; Financial Economics. Ano: 2011 URL: http://purl.umn.edu/98858 The Effects of Government Maize Marketing Policies on Maize Market Prices in Kenya AgEcon Jayne, Thomas S.; Myers, Robert J.; Nyoro, James K.. The Government of Kenya pursues maize marketing policy objectives through the National Cereals and Produce Board (NCPB) which procures and sells maize at administratively determined prices, and stores maize as a contingency against future shortages. A private sector marketing channel competes with the NCPB and prices in this channel are set by supply and demand forces. This paper estimates the effects of NCPB activities on the historical path of private sector maize market prices in Kenya between 1989 and 2004. Results provide important insights into the historical effects of the NCPB, and will provide useful input into deliberations on the appropriate role for the NCPB in the future. It was not possible to use a fully structural econometric model to... Tipo: Conference Paper or Presentation Palavras-chave: Kenya; Income transfers; Maize policy; Price stabilization; VAR; International Development; C22; O2; Q13; Q18. Ano: 2006 URL: http://purl.umn.edu/25555 The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods AgEcon Cunado, Juncal; Ferreira, Susana. We analyze the economic impacts of floods using new data on 3,184 large flood events in 118 countries between 1985 and 2008. We use panel vector auto-regressions to trace the dynamic response of output to three types of flood shocks. Our results robustly indicate that flood shocks tend to have a positive average impact on GDP growth, that this impact is limited to developing countries, that the effect is not confined to the agricultural sector, and that it is stronger when it is accompanied by an increase in gross fixed capital formation. Tipo: Conference Paper or Presentation Palavras-chave: Natural Disasters; Floods; VAR; Economic growth; Macroeconomic Shocks; Environmental Economics and Policy; International Development; Public Economics. Ano: 2011 URL: http://purl.umn.edu/103721 Registros recuperados: 15 Primeira ... 1 ... Última

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