This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Time Series Econometrics in a Post-Acquisition Antitrust Analysis: The Brazilian Iron Ore Market

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Eduardo P. S. Fiuza
Fabiana F.M. Tito
Abstract

In Brazil, mergers and acquisitions are usually analyzed by the Antitrust Authorities ex post, following a SCP framework close to the Merger Guidelines applied in the USA. However, this framework was unable to address a set of acquisitions of four mining companies by the newly privatized national champion CVRD. The present article reports an econometric exercise undertaken by the Brazilian Ministry of Justice, which came to reinforce the definition of the relevant geographic market and to test for structural breaks in the price series. Though international prices Grangercaused domestic prices in Brazil, they explain less than a third of the variance. A price surge on the acquired miners? series was observed above the export price increase not long after the acquisitions, such that a structural break could not be rejected.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. 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://www.ipea.gov.br/sites/000/2/publicacoes/tds/td_1306.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Instituto de Pesquisa Econômica Aplicada - IPEA in its series Discussion Papers with number 1306.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 37 pages
Date of creation: Oct 2007
Date of revision:
Handle: RePEc:ipe:ipetds:1306

Contact details of provider:
Postal: SBS - Quadra 01 - Bloco J - Ed. BNDES, Bras�lia, DF - 70076-90
Phone: +55(061)315-5000
Fax: +55(61)321-1597
Email:
Web page: http://www.ipea.gov.br
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Fabio Schiavinatto).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? About 1000 archives contribute their bibliographic data to RePEc.

This page was last updated on 2010-1-6.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.