文章基本信息

标题：Analysis of Soybean Price Transmission between Major Brazilian Producing Areas: A Co-integration and Causality Approach
本地全文：下载
作者：Carlos Alberto Goncalves da Silva ; Salatiel Turra ; Filipe Higino Dias de Souza 等
期刊名称：Business Management Dynamics
电子版ISSN：2047-7031
出版年度：2018
卷号：8
期号：3
页码：12-25
语种：English
出版社：Society for Business and Management Dynamics
摘要：Soybean production plays a significant role in both the Brazilian and in the world economy. A relevant issue to be observed in agribusiness management is related to its price transmission. The main objective of this paper aims to analyze the price transmission process among major Brazilian soybean producing areas: States of Mato Grosso, Parana, Rio Grande do Sul and Goias, covering the period from January 2008 to December 2015. In order to fulfill this objective a bivariate co-integration test for soybean prices, as well as the auto-regression vector model (VAR) for the Granger causality analysis and function Impulse response. The results showed that there is price transmission between all the states analyzed, except for the State of Goias.
关键词：soybean;price transmission;auto-regression vector model;Brazilian agriculture