STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares

Cleyzer Adrian da Cunha () and Alcido Elenor Wander
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Cleyzer Adrian da Cunha: Curso de Ciencias Economicas, Universidade Federal de Goiás
Alcido Elenor Wander: EMBRAPA

No 1, Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG from Curso de Ciencias Economicas da Universidade Federal de Goias

Abstract: The empirical models of analysis of non stationarity vis-à-vis the stationarity have been well explored in studies on time series. However, the same literature considers those issues in linear models, without considering the possibility of non linearity in time series behavior. Thus, this study analyzed the behavior of time series of sugar cane prices using the non linear unit root test KSS (Smooth Transition Autoregressive – STAR) by KAPETANIOS, SHIN e SNELL (2003).

Keywords: non linear unit root test; time series; prices (search for similar items in EconPapers)
JEL-codes: C01 (search for similar items in EconPapers)
Date: 2009-04

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Persistent link: http://EconPapers.repec.org/RePEc:ufb:wpaper:001

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