Causalité VS cointégration: le cas des cours mondiaux des produits du soja

Christophe Tavera ()

Économie rurale, 1990, vol. 198, issue 1, 54-54

Abstract: [fre] La théorie de la cointégration permet de détecter des relations causales de long terme que les méthodes standard d'analyse des causalités ne peuvent faire apparaître. Le cas des relations entre les prix des produits du complexe soja sert d'illustration. [eng] When a set of variables are cointegrated, causal links among these variables are not always perfectly determined with usual causality tests. Cointégration tests are able to detect these causal relationships. The case of relationships among the world prices for soybean products is given as an example.

Date: 1990
Note: DOI:10.3406/ecoru.1990.4113
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