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An analysis of cointegration relationships between world prices of soybean products with the Granger-Engle two step-estimation procedure

Author

Listed:
  • Yves Dronne

    (ESR - Unité de recherche d'Économie et Sociologie Rurales - INRA - Institut National de la Recherche Agronomique)

  • Christophe Tavéra

Abstract

Dans cette etude ont ete examinees les relations existantes entre le prix de la graine de soja et le prix des produits du soja (tourteaux et huile). Pour cela, la technique de cointegration appliquee aux prix mondiaux (Rotterdam) de ces produits pour la periode 1981-1987 a ete utilisee. Il apparait une dynamique des prix compatible avec un mecanisme d'ajustement, vers une relation de long terme totalement determinee par les coefficients techniques de production du tourteau et de l'huile.

Suggested Citation

  • Yves Dronne & Christophe Tavéra, 1988. "An analysis of cointegration relationships between world prices of soybean products with the Granger-Engle two step-estimation procedure," Working Papers hal-01937040, HAL.
  • Handle: RePEc:hal:wpaper:hal-01937040
    Note: View the original document on HAL open archive server: https://hal.science/hal-01937040
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