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Análise de Cointegração com Threshold nos Mercados Exportadores de Mel Natural no Brasil

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  • Costa Júnior, Manoel Pedro da
  • Khan, Ahmad Saeed
  • Sousa, Eliane Pinheiro de
  • Lima, Patrícia Verônica Pinheiro Sales

Abstract

This study analyzes the spatial integration of exporting markets of raw honey in Brazil, taking into account the presence of transaction costs, since such costs may generate asymmetries in the relationships of prices among the markets under analysis. In order to achieve this goal, the analytical method of threshold cointegration by means of the estimation of the TAR and M-TAR models was used. The data were obtained in the Ministry of Development, Industry and Foreign Commerce for the period from January 2002 to July 2011. The results indicate the presence of asymmetries in the transmission of the price established in the central market, represented by Rio Grande do Sul, and the other states under consideration. In addition, negative and low magnitude shocks were excluded differently from the positive shocks. Therefore, one may conclude that the transaction costs influence the spatial interaction among the markets.

Suggested Citation

  • Costa Júnior, Manoel Pedro da & Khan, Ahmad Saeed & Sousa, Eliane Pinheiro de & Lima, Patrícia Verônica Pinheiro Sales, 2015. "Análise de Cointegração com Threshold nos Mercados Exportadores de Mel Natural no Brasil," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 53(2), pages 1-16, June.
    • Handle: RePEc:ags:rdecag:212582
    DOI: 10.22004/ag.econ.212582
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    Keywords

    Agribusiness;

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