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

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.


Issue Date:
1982
Publication Type:
Working or Discussion Paper
PURL Identifier:
http://purl.umn.edu/14087
Total Pages:
52
Series Statement:
Staff Paper P82-17




 Record created 2017-04-01, last modified 2017-08-23

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