Fabricated Cut Beef Prices As Leading Indicators Of Fed Cattle Price
Temporal relationships are investigated among fabricated cut prices, carcass value, and fed cattle prices. Also, linkages between fed cattle and wholesale beef prices are examined using vector autoregressive (VAR) techniques. Results, using daily prices over the 1980-85 period, suggested that fabricated cut prices and cattle prices are related to the imputed carcass value, carcass quote, and fed cattle prices. In addition, three fabricated cuts dominate as leading indicators of fed cattle prices of most fabricated cut prices. They are strip loin and bottom and top round prices. VAR models outperform the univariate and random-walk models of forecasting ability.
Volume (Year): 16 (1991)
Issue (Month): 01 (July)
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- Bessler, David A. & Schrader, Lee F., 1980. "Measuring Leads And Lags Among Prices: Turkey Products," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 3.
- Brorsen, B Wade & Chavas, Jean-Paul & Grant, Warren R, 1984. "Dynamic Relationships of Rice Import Prices in Europe," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 11(1), pages 29-42.
- Kling, John L. & Bessler, David A., 1985. "A comparison of multivariate forecasting procedures for economic time series," International Journal of Forecasting, Elsevier, vol. 1(1), pages 5-24.
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