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ANÁLISE DO COMPORTAMENTO DOS PREÇOS DO BOI GORDO E DO BOI MAGRO ENTRE 2000 e 2012

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  • Boechat, Andréia Moreira da Fonseca

Abstract

This article aims to analyze the effects of the shock on prices of cattle on the behavior of prices of feeder cattle in the period October 2000 to October 2012. The methodology used was the analysis of Unit Root Tests of Dickey-Fuller (ADF), Granger Causality, Johansen Co-Integration, Method Auto-Regressive (VAR), error variance decomposition and impulse response function. The results showed that there is a relationship between the prices of the two selected markets, confirming the hypothesis that the price of cattle influences the formation of the price of feeder cattle in the short term.

Suggested Citation

  • Boechat, Andréia Moreira da Fonseca, 2013. "ANÁLISE DO COMPORTAMENTO DOS PREÇOS DO BOI GORDO E DO BOI MAGRO ENTRE 2000 e 2012," Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 11(3), pages 1-20.
    • Handle: RePEc:ags:rdeeag:190961
    DOI: 10.22004/ag.econ.190961
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    Keywords

    Agribusiness; Demand and Price Analysis;

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