Seasonal Cycles in European Agricultural Commodity Prices
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References listed on IDEAS
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
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More about this item
KeywordsSeasonal cycles; Seasonal unit roots; Forecasting; Agricultural commodities;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2006-09-30 (Agricultural Economics)
- NEP-ALL-2006-09-30 (All new papers)
- NEP-ECM-2006-09-30 (Econometrics)
- NEP-EEC-2006-09-30 (European Economics)
- NEP-ETS-2006-09-30 (Econometric Time Series)
- NEP-FOR-2006-09-30 (Forecasting)
- NEP-MAC-2006-09-30 (Macroeconomics)
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