An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture

The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated. After accounting for technological change, we do not reject a long-run one-for-one correspondence between prices paid and prices received.


Issue Date:
2006
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/35357
Total Pages:
15
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2017-11-24

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