Cointegração e transmissão de preços na avicultura em Pernambuco
| Autor: | Alan Francisco Carvalho Pereira, Wellington Ribeiro Justo, Sonia Rebouças da Silva Melo, Andson Freitas de Melo |
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| Rok vydání: | 2016 |
| Předmět: |
HD9000-9495
Agriculture (General) Mean squared prediction error Time series approach Causalidade de Granger General Medicine Agricultural industries S1-972 Agricultural science Meat market Economy Granger causality Unit root test Variance decomposition of forecast errors Economics Prices of production Var Avicultura Agribusiness |
| Zdroj: | Informe Gepec, Vol 20, Iss 1 (2016) |
| ISSN: | 1679-415X 1676-0670 |
| DOI: | 10.48075/igepec.v20i1.13927 |
| Popis: | The poultry activity stands out as a very important sector for Brazilian agribusiness. In recent years the activity has a significant growth, and stands in the export scenario. However, one of the obstacles to the consolidation of Pernambuco chicken meat market, compared to the other regions, it is the distance between the producing region and the supply regions of two of its determinants production inputs, corn and soybeans. The present study has the purpose to analyze the relationship among the prices of production inputs, corn and soybeans and the price of chicken meat to the state of Pernambuco. Time series methods, unit root test, Vectorial Autoregressive models (VAR), Granger test, variance decomposition of prediction error and impulse response function were used to analyze the price transmission among these markets. The analyzed period embraces January 2005 to December 2014. The results showed that, show unexpected shocks in the price of corn and soybeans positively influence the price of chicken meat for a short period . |
| Databáze: | OpenAIRE |
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