Estimation and inference in cointegrated demand systems: an application to Tunisian meat consumption

M. Ben Kaabia

European Review of Agricultural Economics, 2001, vol. 28, issue 3, 349-370

Abstract: In this paper, a new framework for estimating and identifying cointegrated demand systems is presented. This method is then applied to the analysis of meat demand in Tunisia with an almost ideal demand system functioning as the underlying model. The Johansen and Juselius approach is used to identify cointegrated vectors as demand equations and to test theoretical economic restrictions. Finally, a structural vector autoregressive model is specified and impulse response functions are calculated to analyse both long- and short-run dynamics of demand elasticities. Copyright 2001, Oxford University Press.

Date: 2001
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European Review of Agricultural Economics is currently edited by Timothy Richards, Salvatore Di Falco, Céline Nauges and Vincenzina Caputo

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