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Cointegration and causality in international agricultural economics research

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  • Zapata, Hector O.
  • Gil, Jose M.

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  • Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics, Blackwell, vol. 20(1), pages 1-9, January.
    • Handle: RePEc:eee:agecon:v:20:y:1999:i:1:p:1-9
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    2. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
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    4. Darren Hudson & Emmett Elam & Don Ethridge & Jeff Brown, 1996. "Price information in Producer markets: An evaluation of futures and spot cotton price relationships in the southwest region using cointegration," Agribusiness, John Wiley & Sons, Ltd., vol. 12(4), pages 363-369.
    5. Guilkey, David K & Salemi, Michael K, 1982. "Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 668-680, November.
    6. Ronald W. Ward, 1982. "Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(2), pages 205-212.
    7. Ashley, R & Granger, C W J & Schmalensee, R, 1980. "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, vol. 48(5), pages 1149-1167, July.
    8. Pier Giorgio Ardeni, 1989. "Does the Law of One Price Really Hold for Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(3), pages 661-669.
    9. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    10. Zapata, Hector O. & Hudson, Michael A. & Garcia, Philip, 1988. "Identifying Causal Relationships Between Nonstationary Stochastic Processes: An Examination Of Alternative Approaches In Small Samples," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-14, December.
    11. Zapata, Hector O & Rambaldi, Alicia N, 1997. "Monte Carlo Evidence on Cointegration and Causation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(2), pages 285-298, May.
    12. Bradshaw, Girard W. & Orden, David, 1990. "Granger Causality From The Exchange Rate To Agricultural Prices And Export Sales," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-11, July.
    13. Subrata Ghatak & Chris Milner & Utku Utkulu, 1997. "Exports, export composition and growth : cointegration and causality evidence for Malaysia," Applied Economics, Taylor & Francis Journals, vol. 29(2), pages 213-223.
    14. Mosconi, Rocco & Giannini, Carlo, 1992. "Non-causality in Cointegrated Systems: Representation Estimation and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 399-417, August.
    15. Granger, C. W. J., 1980. "Testing for causality : A personal viewpoint," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 329-352, May.
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    17. Junsoo Lee & B. S. Shin & In Chung, 1996. "Causality between advertising and sales: new evidence from cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 3(5), pages 299-301.
    18. Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393, Decembrie.
    19. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    20. Martin Ravallion, 1986. "Testing Market Integration," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 102-109.
    21. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Granger-causality in cointegrated VAR processes The case of the term structure," Economics Letters, Elsevier, vol. 40(3), pages 263-268, November.
    22. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
    23. Carlos Arnade & Utpal Vasavada, 1995. "Causality Between Productivity And Exports In Agriculture: Evidence From Asia And Latin America," Journal of Agricultural Economics, Wiley Blackwell, vol. 46(2), pages 174-186, May.
    24. R Sarker, 1995. "Causality analysis in agricultural economics: a review of theoretical and empirical issues," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 34, pages 5-43.
    25. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
    26. Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
    27. Fernando S. Machado, 1995. "Testing The Induced Innovation Hypothesis Using Cointegration Analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 46(3), pages 349-360, September.
    28. Brorsen, B. Wade & Bailey, DeeVon & Richardson, James W., 1984. "Investigation Of Price Discovery And Efficiency For Cash And Futures Cotton Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-7, July.
    29. Samarendu Mohanty & E. Wesley F. Peterson & Nancy Cottrell Kruse, 1995. "Price Asymmetry in the International Wheat Market," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 43(3), pages 355-366, November.
    30. Sarker, R., 1995. "Causality analysis in agricultural economics: a review of theoretical and empirical issues," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 34.
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    Cited by:

    1. Roberto ESPOSTI, 2000. "Public R&D Design and Technological Spill-Ins. A Dynamic Model," Working Papers 136, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Ana I. Sanjuán‐López & P. J. Dawson, 2010. "Agricultural Exports and Economic Growth in Developing Countries: A Panel Cointegration Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 61(3), pages 565-583, September.

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