Preliminary Empirical Evidence Concerning An Asset Theory Model Of Markets For Storable Agricultural Commodities
AbstractThis paper has two objectives. The first is to summarize succinctly the concepts and operational procedure underlying the use of vector autoregression techniques. These techniques may be used either in forecasting or to obtain insights about structural relations from historical data that has been observed. The second objective is to estimate a vector autoregressive system that models agricultural price, stock and export determination in order to unravel some of the interactions characterizing the agricultural economy.
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Bibliographic InfoPaper provided by University of Minnesota, Department of Applied Economics in its series Staff Papers with number 14087.
Date of creation: 1982
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- R. Dornbusch, 1975.
"The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy,"
165, Massachusetts Institute of Technology (MIT), Department of Economics.
- Dornbusch, Rudiger, 1976. " The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 78(2), pages 255-75.
- Schuh, G. Edward, 1979. "Floating Exchange Rates, International Interdependence, And Agricultural Policy," Staff Papers 13434, University of Minnesota, Department of Applied Economics.
- Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
- Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
- Bukenya, James O. & Labys, Walter C., 2007. "Do fluctuations in wine stocks affect wine prices?," Working Papers 37317, American Association of Wine Economists.
- Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
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