Babula, Ronald A.; Newman, Douglas; Rogowsky, Robert A. - In: Journal of Food Distribution Research 37 (2006) 02
The methods of the cointegrated vector autoregression (VAR) model are applied to monthly U.S. markets for sugar and for sugar-using markets for confectionary, soft drink, and bakery products. Primarily a methods paper, we apply Johansen and Juselius' advanced procedures to these markets for...