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Dynamic Relationships and Efficiency of Rice Byproduct Prices

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Author Info

  • Brorsen, B. Wade
  • Grant, Warren R.
  • Chavas, Jean-Paul

Abstract

This article analyzes the dynamic relationships among weekly prices of price byproducts, long gram rice, and corn, using causality tests and dynamic multipliers The authors use forecasts to evaluate the time series model rice byproducts prices may be influenced more by shifts 10 demand than 10 supply. Long gram rice prices are related to brewers and seconds prices, but not to bran or mill feed prices Mill feed and corn prices move together. Corn prices exhibited no consistent relationship With seconds, brewers, or long gram prices

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File URL: http://purl.umn.edu/149154
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Bibliographic Info

Article provided by United States Department of Agriculture, Economic Research Service in its journal Agricultural Economics Research.

Volume (Year): (1985)
Issue (Month): 2 ()
Pages:

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Handle: RePEc:ags:ueraer:149154

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Related research

Keywords: Prices; rice; byproducts; causality; multipliers; Crop Production/Industries; Demand and Price Analysis; Productivity Analysis;

References

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  1. Kost, Wiliam E., 1980. "Model Validation And The Net Trade Model," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 2.
  2. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
  3. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
  4. Hsiao, Cheng, 1982. "Autoregressive modeling and causal ordering of economic variables," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 243-259, November.
  5. Conway, Roger K. & Swamy, P. A. V. B. & Yanagida, John F. & Muehlen, Peter von zur, 1984. "The Impossibility of Causality Testing," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 3.
  6. Danthine, Jean-Pierre, 1977. "Martingale, market efficiency and commodity prices," European Economic Review, Elsevier, vol. 10(1), pages 1-17.
  7. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
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