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Uma Aplicação de Modelos TAR para o Mercado de Carne de Frango no Brasil

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Author Info

  • Leonardo Bornacki de Mattos

    (Universidade Federal de Viçosa (UFV), Brasil)

  • Viviani Silva Lirio

    (Universidade Federal de Viçosa (UFV), Brasil)

  • João Eustáquio de Lima

    (Universidade Federal de Viçosa (UFV), Brasil)

  • Antônio Carvalho Campos

    (Universidade Federal de Viçosa (UFV), Brasil)

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    Abstract

    A co-integração tem sido a técnica mais utilizada em estudos que analisam o processo de integração de mercados de produtos e commodities. Neste estudo, discutiu-se o uso da co-integração como teste direto de integração de mercados. Foram apontadas as principais limitações dessa técnica, sobretudo no que se refere à sua adequação aos fundamentos da teoria econômica. Apresentou-se, também, uma análise para o mercado nacional de carne de frango resfriado, realizada a partir de modelos auto-regressivos com threshold (modelos TAR). Os resultados indicaram a presença de custos de transação expressivos na comercialização da carne de frango. Esses custos parecem decorrer, principalmente, do componente frete, por serem positivamente associados à distância entre os mercados.

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    Bibliographic Info

    Article provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its journal Economia.

    Volume (Year): 11 (2010)
    Issue (Month): 3 ()
    Pages: 537_557

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    Handle: RePEc:anp:econom:v:11:y:2010:i:3:537_557

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    Related research

    Keywords: Co-integração; integração de mercados; carne de frango; threshold; modelos TAR;

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