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Registros recuperados: 12
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Análise da transmissão de preços da carne bovina entre os países do MERCOSUL e Estados Unidos AgEcon
Bender Filho, Reisoli; Alvim, Augusto Mussi.
Este estudo tem por objetivo analisar a relação existente na formação dos preços de carne bovina in natura entre os países do MERCOSUL e dos Estados Unidos. O modelo econométrico utilizado busca identificar a relação de casualidade a partir da estimação de um Vetor Auto-regressivo (VAR). Ainda são analisadas as funções de impulsoresposta a fim de avaliar os efeitos de curto prazo sobre os preços da carne bovina. Por fim, é possível confirmar a existência de causalidade na formação de preços entre os países do MERCOSUL, bem como a intensidade e sentido dos choques nos preços em cada mercado analisado.-------------------The main objective of this study is to examine the relation between bovine meat prices in Mercosur countries and United States. The...
Tipo: Conference Paper or Presentation Palavras-chave: Casualidade de Granger; Carne bovina e MERCOSUL; Granger causality; Bovine meat and Mercosur; Livestock Production/Industries.
Ano: 2008 URL: http://purl.umn.edu/107937
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ASYMMETRIC PRICE RELATIONSHIPS IN THE U.S. BROILER INDUSTRY AgEcon
Bernard, John C.; Willett, Lois Schertz.
This study presents a testing methodology to analyze potential price asymmetries among the farm, wholesale, and retail levels of the U.S. broiler industry. Lag length, direction of causality and power of the integrators in the industry have allowed the wholesale price to become the center, causal price in the market. Asymmetric price transmissions, however, are limited. While downward movements in the wholesale price are passed on more fully to growers than increases in the wholesale price, only consumers in the North Central region of the U.S. share a larger portion of wholesalers' price increases than price decreases.
Tipo: Journal Article Palavras-chave: Asymmetry; Broilers; Concentration; Granger causality; Price transmission; Demand and Price Analysis; Livestock Production/Industries.
Ano: 1996 URL: http://purl.umn.edu/15125
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Bilateral Trade and Economic Growth: The Empirical Evidence Between U.S. and South Korea AgEcon
Kang, Hyunsoo; Kennedy, P. Lynn.
This paper analyzes the relationships between bilateral trade and economic growth in the U.S. and Korean economies. Using quarterly data from 1990 to 2008, the theoretical procedures utilize Ordinary Least Square (OLS) and Seemingly Unrelated Regression (SUR) models under the static model assumption, an Impulse Response Function (IRF) and Forecast Error Variation Decomposition (FEVD) under the Vector Autoregressive (VAR) model, and Granger causality tests. Empirical results indicate a causal relationship between bilateral export growth and economic growth for the U.S. and Korean economies. The export-led growth (ELG) hypothesis is strongly supported by the results of Granger causality tests on Korean exports.
Tipo: Journal Article Palavras-chave: Export-led growth; Bilateral trade; Granger causality; South Korea; United States; International Relations/Trade; Political Economy; Production Economics.
Ano: 2009 URL: http://purl.umn.edu/90684
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Causalidade e transmissão entre os preços de mandioca, trigo, milho e seus derivados no Paraná AgEcon
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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Data Aggregation and Information Loss AgEcon
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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EMPLOYMENT IN AGRIBUSINESS AND PURCHASES OF AGRICULTURAL PRODUCTS: THE EFFECTS OF MONETIZATION IN YUGOSLAVIA AgEcon
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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ENSO AND SOYBEAN PRICES: CORRELATION WITHOUT CAUSALITY AgEcon
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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Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium AgEcon
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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Impact and competitiveness of EU biofuel market – First view of the prices of biofuel market in relation to the global players AgEcon
Liu, Xing.
The goal of this study is to investigate the price relationship of EU biofuel market with other main markets in both horizontal level and vertical level. We first carry out Granger causality between ethanol price of EU, USA and Brazil. Secondly, we use vecto error cointegration Mechnism (VECM) to test the relationship between three selected vegetable oil prices in EU to see the competive potential of EU rapeseed oil compared with imported crude palm oil and soybean oil as the feedstock of biodiesel. Evidence shows that there is a unidirectional Granger causation from both USA and Brazil to EU market. USA price of ethanol is the most influential among the three price series, and EU has the least influence on the contrary. It indicates that it is very...
Tipo: Conference Paper or Presentation Palavras-chave: Ethanol; Vegetable oils; Feedstock; Directives; VECM; Granger causality; Crop Production/Industries; International Relations/Trade; Research and Development/Tech Change/Emerging Technologies.
Ano: 2008 URL: http://purl.umn.edu/6501
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Impact of Changes in Dietary Preferences on U.S. Retail Demand for Beef: Health Concerns and the Role of Media AgEcon
Miljkovic, Dragan; Mostad, Daniel.
The objective of this study is twofold: first, to determine if, in the long run, health concerns affect the retail demand for beef in the United States via changes in consumer dietary preferences, and second, 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 (1991, 1995) cointegration method and vector error correction (VEC) model-based Granger causality test were used in...
Tipo: Journal Article Palavras-chave: Beef demand; Cointegration; Granger causality; Health concerns; Media; Vector error correction; Consumer/Household Economics; Food Consumption/Nutrition/Food Safety.
Ano: 2005 URL: http://purl.umn.edu/59684
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Impact of Changes in Dietary Preferences on U.S. Retail Demand for Beef: Health Concerns and the Role of Media AgEcon
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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The relationship between energy consumption, energy prices and economic growth: Time series evidence from Asian developing countries AgEcon
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
Registros recuperados: 12
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