Showing 1 - 7 of 7
A vector autoregression (VAR) model of corn, farm egg, and retail egg prices is estimated and shocked with a corn price increase. Impulse responses in egg prices, t-statistics for the impulse responses, and decompositions of forecast error variance are presented. Analyses of results provide...
Persistent link: https://www.econbiz.de/10005460057
Relationships between cotton export sales and export shipments are examined, and a quarter-specific lag structure is estimated. Two econometric systems are estimated, one employing export shipments and the other using export sales. Results indicate that sales are more sensitive to changes in...
Persistent link: https://www.econbiz.de/10005320118
Recent egg price quotes are evaluated in a vector autoregression. The results indicate that empirical relationships observed over the period 1975-1976 differ from those observed over the period 1979-1982.
Persistent link: https://www.econbiz.de/10005320181
An analysis of risk attitudes for a sample of grain sorghum producers in the Texas Coastal Bend is reported. Four alternative functional forms were estimated on data elicited by the direct elicitation of utility approach. The exponential functional form described most producers' utility...
Persistent link: https://www.econbiz.de/10005320211
Forecast users and market analysts need quality forecast information to improve their decision-making abilities. When more than one forecast is available, the analyst can improve forecast accuracy by using a composite forecast. One of several approaches to forming composite forecasts is a...
Persistent link: https://www.econbiz.de/10005798879
E-V studies traditionally have relied on historical data to calculate returns and variance. Historical data may not fully reflect current conditions, particularly when decisions involve government-supported crops. This paper presents a method for calculating mean and variance using...
Persistent link: https://www.econbiz.de/10005460227
Vector autoregression was utilized to investigate dynamic relationships existing between prices of purebred bulls and prices of slaughter steers, utility cows, feeder calves, and cow-calf pairs. Results suggest purebred bull prices respond most quickly to an increase in utility cow prices (proxy...
Persistent link: https://www.econbiz.de/10005513203