PRELIMINARY EMPIRICAL EVIDENCE CONCERNING AN ASSET THEORY MODEL OF MARKETS FOR STORABLE AGRICULTURAL COMMODITIES

David Orden

No 14087, Staff Papers from University of Minnesota, Department of Applied Economics

Abstract: This paper has two objectives. The first is to summarize succinctly the concepts and operational procedure underlying the use of vector autoregression techniques. These techniques may be used either in forecasting or to obtain insights about structural relations from historical data that has been observed. The second objective is to estimate a vector autoregressive system that models agricultural price, stock and export determination in order to unravel some of the interactions characterizing the agricultural economy.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 52
Date: 1982
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:umaesp:14087

DOI: 10.22004/ag.econ.14087

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