Advanced Search
MyIDEAS: Login

Preliminary Empirical Evidence Concerning An Asset Theory Model Of Markets For Storable Agricultural Commodities

Contents:

Author Info

  • Orden, David

Abstract

This 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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://purl.umn.edu/14087
Download Restriction: no

Bibliographic Info

Paper provided by University of Minnesota, Department of Applied Economics in its series Staff Papers with number 14087.

as in new window
Length:
Date of creation: 1982
Date of revision:
Handle: RePEc:ags:umaesp:14087

Contact details of provider:
Postal: 231ClaOff Building, 1994 Buford Avenue, St. Paul, MN 55108-6040
Phone: (612) 625-1222
Fax: (612) 625-6245
Email:
Web page: http://www.apec.umn.edu
More information through EDIRC

Related research

Keywords: Research Methods/ Statistical Methods;

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. R. Dornbusch, 1975. "The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy," Working papers 165, Massachusetts Institute of Technology (MIT), Department of Economics.
  2. Schuh, G. Edward, 1979. "Floating Exchange Rates, International Interdependence, And Agricultural Policy," Staff Papers 13434, University of Minnesota, Department of Applied Economics.
  3. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
  4. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Bukenya, James O. & Labys, Walter C., 2007. "Do fluctuations in wine stocks affect wine prices?," Working Papers 37317, American Association of Wine Economists.
  2. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ags:umaesp:14087. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.