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Identifying the inter-market relationships of forest products in the Pacific Northwest with cointegration and causality tests

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  • Yin, Runsheng
  • Xu, Jintao
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    File URL: http://www.sciencedirect.com/science/article/B6VT4-470TX8T-2/2/eb7cc2a8870d8e5babbf3f1e455f6360
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    Article provided by Elsevier in its journal Forest Policy and Economics.

    Volume (Year): 5 (2003)
    Issue (Month): 3 (September)
    Pages: 305-315

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    Handle: RePEc:eee:forpol:v:5:y:2003:i:3:p:305-315

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    Web page: http://www.elsevier.com/locate/forpol

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    1. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, American Economic Association, vol. 62(4), pages 540-52, September.
    2. Jeffrey P. Prestemon & Thomas P. Holmes, 2000. "Timber Price Dynamics Following a Natural Catastrophe," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, Agricultural and Applied Economics Association, vol. 82(1), pages 145-160.
    3. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, Elsevier, vol. 39(1-2), pages 199-211.
    4. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, Econometric Society, vol. 55(2), pages 251-76, March.
    5. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, Econometric Society, vol. 37(3), pages 424-38, July.
    6. Brian C. Murray & David N. Wear, 1998. "Federal Timber Restrictions and Interregional Arbitrage in U.S. Lumber," Land Economics, University of Wisconsin Press, vol. 74(1), pages 76-91.
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