Cointegration among regional corn cash prices

Xiaojie Xu ()
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Xiaojie Xu: North Carolina State University

Economics Bulletin, 2015, vol. 35, issue 4, 2581-2594

Abstract: This study investigates cointegration among daily corn cash prices from seven Midwestern states for January 2006 ∼ March 2011, using both time invariant and time varying models. Changing cointegration is captured by time varying models, especially for the second half of the sample. The result identifies time periods for which a time invariant or time varying model is appropriate for further policy analysis.Classification-JEL: Q1

Keywords: Corn; Cash Price; Time invariant; Time varying; Cointegration (search for similar items in EconPapers)
Date: 2015-12-13
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Citations: View citations in EconPapers (7)

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