This paper aims to check whether there is a relationship between wholesale chicken prices in the states of Paraná and São Paulo in the period on 01/1995 to 12/2007. Was used the model Vector Autoregressive (VAR) for realization of causality test, forecast error variance decomposition and impulse response function. The results indicate the relationship of unidirectional causality from São Paulo to Parana prices and the São Paulo’s series is responsible for explain the behavior of Parana's series. It was found that the shocks occurring in the market for chicken in these two states lead to price instability and tends to fit in both location over time, returning to its level prior to the original one shock.


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