Relação de longo prazo entre os preços do produtor e do varejo da carne bovina em Goiás

Herberth Duarte dos Santos and Waldemiro Alcântara Silva Neto ()
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Herberth Duarte dos Santos: FACE-UFG, Ciências Econômicas
Waldemiro Alcântara Silva Neto: NEPEC/FACE-UFG, Ciências Econômicas

No 32, Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG from Curso de Ciencias Economicas da Universidade Federal de Goias - FACE

Abstract: Having as background the importance of beef cattle in the formation of Gross Domestic Product of the State of Goiás, this study aims to: analyze the existence of long-term relationship between the different levels of beef prices in Goiás; demonstrate and analyze the direction of causality between prices, its transmission process and measuring price elasticities of meat. Were used for both the series of prices Kg beef calf, the producer and retail, from 2001 to 2011. For the econometric analysis we used the following methods of time series analysis: unit root test, cointegration, Granger causality, variance decomposition and impulse response function. The results revealed that there is, at this time, long-term relationship between prices and analyzed changes in the price of the calf affect more intensely the retail price, that price changes in producer and affect more intensely the price producer, that changes in the price of retail.

Keywords: beef; price; cointegration and causality (search for similar items in EconPapers)
JEL-codes: Q13 Q18 (search for similar items in EconPapers)
Pages: 26 pages
Date: 2012-10
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https://files.cercomp.ufg.br/weby/up/118/o/TD_032.pdf First version, 2012 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:ufb:wpaper:032

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