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IMPACT of the Expected CROP YIELD On the Soybean MARKET In Parana

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  • Adami, Andreia Cristina de Oliveira
  • Ozaki, Vitor Augusto

Abstract

The objective of this study was to assess the impact of variations in the area and expected yield of soybeans in the Parana state on the market prices. To determine the temporal relationships of precedence among the variables we applied the Granger causality test. The equation for growth rate of the VAR model indicate that only de expection yield and price (5% significance), both in the first time difference, were important to predict the prices behavior. For area, the constant of the model and the first time price difference are important to help explain the growth of the soybean area.

Suggested Citation

  • Adami, Andreia Cristina de Oliveira & Ozaki, Vitor Augusto, 2012. "IMPACT of the Expected CROP YIELD On the Soybean MARKET In Parana," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126518, International Association of Agricultural Economists.
    • Handle: RePEc:ags:iaae12:126518
    DOI: 10.22004/ag.econ.126518
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    References listed on IDEAS

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    1. 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.
    2. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    Crop Production/Industries;

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