An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture
AbstractThe differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated. After accounting for technological change, we do not reject a long-run one-for-one correspondence between prices paid and prices received.
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Bibliographic InfoPaper provided by Southern Agricultural Economics Association in its series 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida with number 35357.
Date of creation: 2006
Date of revision:
Demand and Price Analysis;
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
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