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2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia >
Please use this identifier to cite or link to this item:
http://purl.umn.edu/47212
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| Title: | Forecasting Price Relationships among U.S Tree Nuts Prices |
| Authors: | Ibrahim, Mohammed
Florkowski, Wojciech J. |
| Authors (Email): | Ibrahim, Mohammed (ibrahimm@fvsu.edu)
Florkowski, Wojciech J.(wflorko@griffin.uga.edu) |
| Keywords: | substitutability
cointegration
tree nuts
long-run equilibrium forecasting |
| Issue Date: | 2009-01-15 |
| Abstract: | This paper investigates a vector auto regression model, using the Johansen cointegration technique, and the autoregressive integrated moving average time series models to determine the better model for forecasting US tree nut prices over the period 1992-2006. The Johansen contegration test shows lack of long run relationship among pecan, walnut, and almond prices. As such, only autoregressive integrated moving average-type models were used in forecasting U.S. nut prices. |
| URI: | http://purl.umn.edu/47212 |
| Institution/Association: | Southern Agricultural Economics Association>2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia |
| Total Pages: | 15 |
| Collections: | 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia
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| Mohammed Ibrahim SAEA-Atl09.pdf | | 6125Kb | PDF | View/Open |
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