GRANGER CAUSALITY AND U.S. CROP AND LIVESTOCK PRICES

Agricultural economists have recently been attracted to procedures suggested by Granger and others which allow observed data to reveal causal relationships. Results of this study indicate that "causality" tests can be ambiguous in identifying behavioral relationships between agricultural price variables. Caution is suggested when using such procedures for model choice.


Issue Date:
1984-07
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/29617
Published in:
Southern Journal of Agricultural Economics, Volume 16, Number 1
Page range:
115-120
Total Pages:
6




 Record created 2017-04-01, last modified 2017-08-24

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