A Quarterly Econometric Model for Short-Term Forecasting of the U.S. Dairy Industry
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.184305
Download full text from publisher
References listed on IDEAS
- Julian M. Alston & Joseph V. Balagtas & Henrich Brunke & Daniel A. Sumner, 2006.
"Supply and demand for commodity components: implications of free trade versus the AUSFTA for the US dairy industry ,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(2), pages 131-152, June.
- Alston, Julian M. & Balagtas, Joseph Valdes & Brunke, Henrich & Sumner, Daniel A., 2006. "Supply and demand for commodity components: implications of free trade versus the AUSFTA for the US dairy industry," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(2), pages 1-22, June.
- Helmut Lütkepohl & Fang Xu, 2012.
"The role of the log transformation in forecasting economic variables,"
Empirical Economics, Springer, vol. 42(3), pages 619-638, June.
- Helmut Lütkepohl & Fang Xu, 2009. "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series 2591, CESifo.
- Bailey, Kenneth W., 2009. "Documentation of a Dynamic and Simultaneous Econometric Model of the U.S. Dairy Industry," Staff Paper Series 48653, Pennsylvania State University, Department of Agricultural Economics and Rural Sociology.
- Susie Miller, 1989. "The Outlook for Dairy Products," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 37(4), pages 1215-1220, December.
- Jesse, Edward V. & Schuelke, Jacob, 2002. "Forecasting Class Iii And Class Iv Milk Prices," Staff Papers 12593, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
- Jesse, Ed & Schuelke, Jacob, 2002. "Forecasting Class III and Class IV Milk Prices," Staff Paper Series 453, University of Wisconsin, Agricultural and Applied Economics.
- V. Premakumar & Sudhir Chaudhary, 1996. "Support Prices as Policy Tools in Dairy Industry: Issues in Theoretical Modeling," Center for Agricultural and Rural Development (CARD) Publications 96-wp151, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Miller, James J., 1989. "Outlook for dairy," Agricultural Outlook Forum Archive 1923 - 1997 326587, United States Department of Agriculture, Agricultural Outlook Forum.
- Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
- V. Premakumar & Sudhir Chaudhary, 1996. "Support Prices as Policy Tools in Dairy Industry: Issues in Theoretical Modeling," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 96-wp151, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Westcott, Paul C., 1986. "A Quarterly Model of U.S. Dairy Sector and Some of Its Policy Implications," Technical Bulletins 157018, United States Department of Agriculture, Economic Research Service.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jongeneel, Roel & Gonzalez-Martinez, Ana Rosa, 2022. "The role of market drivers in explaining the EU milk supply after the milk quota abolition," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 194-209.
- MacDonald, James M. & Cessna, Jerry & Mosheim, Roberto, "undated". "Changing Structure, Financial Risks, and Government Policy for the U.S. Dairy Industry," Economic Research Report 262200, United States Department of Agriculture, Economic Research Service.
- Mosheim, Roberto & Blaney, Don & Burdine, Kenneth H. & Maynard, Leigh J., 2014. "Livestock Gross Margin-Dairy Insurance: An Assessment of Risk Management and Potential Supply Impacts," Economic Research Report 164606, United States Department of Agriculture, Economic Research Service.
- MacLachlan, Matthew & Chelius, Carolyn & Short, Gianna, "undated". "Time-Series Methods for Forecasting and Modeling Uncertainty in the Food Price Outlook," USDA Miscellaneous 327370, United States Department of Agriculture.
- Roel Jongeneel & Ana Gonzalez-Martinez, 2022. "EU Dairy after the Quota Abolition: Inelastic Asymmetric Price Responsiveness and Adverse Milk Supply during Crisis Time," Agriculture, MDPI, vol. 12(12), pages 1-16, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Leudjou, Roland R., . "The Doha Round and Food Security in the Dairy Sector in Cameroon: A Global Simulation Model (GSIM) Approach," Estey Centre Journal of International Law and Trade Policy, Estey Centre for Law and Economics in International Trade, vol. 13(01), pages 1-16.
- Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007.
"Practical Volatility and Correlation Modeling for Financial Market Risk Management,"
NBER Chapters, in: The Risks of Financial Institutions, pages 513-544,
National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," PIER Working Paper Archive 05-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series 2005/02, Center for Financial Studies (CFS).
- Tully, Edel & Lucey, Brian M., 2007. "A power GARCH examination of the gold market," Research in International Business and Finance, Elsevier, vol. 21(2), pages 316-325, June.
- Siddiqi, Hammad, 2007. "Rational Interacting Agents and Volatility Clustering: A New Approach," MPRA Paper 2984, University Library of Munich, Germany.
- Liviu-Stelian BEGU & Silvia Spataru & Erika Marin, 2012. "Investigating The Evolution Of Ron/Eur Exchange Rate: The Choice Of Appropriate Model," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 1(2), pages 23-39, DECEMBER.
- Ewing, Bradley T. & Malik, Farooq, 2016. "Volatility spillovers between oil prices and the stock market under structural breaks," Global Finance Journal, Elsevier, vol. 29(C), pages 12-23.
- Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
- Shuang Xiao & Guo Li & Yunjing Jia, 2017. "Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(01), pages 1-23, February.
- Rosa Ferrentino & Luca Vota, 2022. "A Mathematical Model for the Pricing of Derivative Financial Products: the Role of the Banking Supervision and of the Model Risk," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(1), pages 1-2.
- repec:jaf:journl:v:13:y:2022:i:1:n:373 is not listed on IDEAS
- Viviana Fernandez, 2003.
"Extreme Value Theory and Value at Risk,"
Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 57-85, June.
- Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile.
- Erdal Demirhan & Banu Demirhan, 2015. "The Dynamic Effect of ExchangeRate Volatility on Turkish Exports: Parsimonious Error-Correction Model Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 429-451, September.
- Suripto & Supriyanto, 2021. "The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 155-162.
- Abdmoulah, Walid, 2010. "Testing the evolving efficiency of Arab stock markets," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 25-34, January.
- Adams-Kane, Jonathon & Jia, Yueqing & Lim, Jamus Jerome, 2015. "Global transmission channels for international bank lending in the 2007–09 financial crisist," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 97-113.
- Marcin Chlebus, 2016. "Can Lognormal, Weibull or Gamma Distributions Improve the EWS-GARCH Value-at-Risk Forecasts?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 63, 2016, 3, edition 1, volume 63, chapter 4, pages 329-350, University of Lodz.
- Farid Bagheri & Diego Reforgiato Recupero & Espen Sirnes, 2023. "Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation," Data, MDPI, vol. 8(8), pages 1-22, August.
- Bernardi, Mauro & Costola, Michele, 2019. "High-dimensional sparse financial networks through a regularised regression model," SAFE Working Paper Series 244, Leibniz Institute for Financial Research SAFE.
- Buczyński Mateusz & Chlebus Marcin, 2018. "Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(2), pages 67-82, June.
- Allison Roehling, 2021. "Implications of exchange rate volatility for trade: Volatility measurement matters," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1486-1523, November.
- Wang, Wenzhao & Duxbury, Darren, 2021. "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 415-441.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:uerstb:184305. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/ersgvus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/ags/uerstb/184305.html