@article{Ji:142114, recid = {142114}, author = {Ji, In Bae and Chung, Chanjin}, title = {Causality Between Captive Supplies and Cash Market Prices in the U.S. Cattle Procurement Market}, journal = {Agricultural and Resource Economics Review}, address = {2012-12}, number = {1203-2016-95371}, pages = {11}, year = {2012}, abstract = {This study tests the causal direction between captive supply and cash market price in the U.S. cattle procurement market. Finding the correct causality should provide useful information to the decades-long debate on packers’ anti-competitive behavior in the U.S. cattle procurement market. It should also help researchers find better econometric specifications for the cash price-captive supply relationship. Two causality tests—-the Granger test and the Modified Wald test—-were conducted. Overall test results indicate that captive supply causes cash market price, and it favors the price-dependent model.}, url = {http://ageconsearch.umn.edu/record/142114}, doi = {https://doi.org/10.22004/ag.econ.142114}, }