Common Trends, Common Cycles, and Price Relationships in the International Fiber Market - Evidence from a Seemingly Unrelated Structural Time Series

Mohamadou L. Fadiga and Sukant K. Misra

No 35545, 2005 Annual Meeting, February 5-9, 2005, Little Rock, Arkansas from Southern Agricultural Economics Association

Abstract: This study shows that the stochastic process that governs price fluctuations in the international fiber market has transitory and permanent components. The results also indicate structural relationships between cotton price and wool price, wool price and oil price, rayon price and cotton price, and between polyester price and cotton price.

Keywords: International; Relations/Trade (search for similar items in EconPapers)
Pages: 21
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ags:saeafl:35545

DOI: 10.22004/ag.econ.35545

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