CAUSAL RELATIONSHIPS IN THE BEEF CATTLE MARKET

Thomas H. Spree, J Shonkwiler and Julio Chang

No 278995, 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The causal relationships among feeder calf prices, fed cattle prices, and feed costs are investigated using three alternative statistical tests. Employing the Granger concept of causality and using monthly data it is determined that feed costs lead both animal price series, but no lead-lag relationship is found between feeder steer and fed steer prices.

Keywords: Livestock; Production/Industries (search for similar items in EconPapers)
Pages: 14
Date: 1980-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea80:278995

DOI: 10.22004/ag.econ.278995

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