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Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão [Analysis of price transmission elasticity in the Brazilian cotton market]

Barbosa, Marisa Zeferino; Margarido, Mário A.; Junior, … - In: Nova Economia 12 (2002) 2, pp. 79-108

December, 2000. For this purpose, the Dickey-Fuller Augmented (ADF) unit root test, the Johansen cointegration test, the Vector …

Persistent link: https://www.econbiz.de/10005685258

TRANSMISSÃO DE PREÇOS DA SOJA ENTRE OS MERCADOS EXTERNO E INTERNO: UMA ABORDAGEM PARA A REGIÃO DE MARINGÁ.

Tonin, Julyerme Matheus; Barczsz, Silvio Silvestre - 2008

co-integration. The test of Granger suggests that there is bi-directional relationship among the price series analyzed …, it was also observed the existence of a relationship of long term between variables, it was also verified through the co-integration …

Persistent link: https://www.econbiz.de/10009446984

Impactos da abertura comercial brasileira na transmissão de preços de soja em grãos no mercado internacional

Bender Filho, Reisoli; Amorim, Airton Lopes; Coronel, … - In: Revista brasileira de economia de empresas : … 12 (2012) 1, pp. 63-79

Persistent link: https://www.econbiz.de/10011450640

O B de BRICs : potencial de consumo, recursos naturais e economica brasileira

Mello, Pedro Carvalho de - 2012 - 1. ed

Persistent link: https://www.econbiz.de/10011383152

Modelos de previsão para a exportação das principais commodities brasileiras

Castro, Alexandre Samy de; Rossi Júnior, José Luiz - 2000

Persistent link: https://www.econbiz.de/10001462451

Estimando o desalinhamento cambial brasileiro: Um análise de robustez a partir do modelo global com mecanismo de correção de erros

Marçal, Emerson Fernandes - 2013

This paper aims to compare two different methodologies to estimate exchange rate misalignment. The first methodology consists in using multivariate time series techniques and a model with domestic variables. The second methodology consists in Pesaran's Global Vector Error Correction Model with...

Persistent link: https://www.econbiz.de/10010330505

Estimando o desalinhamento cambial: Metodologia para cálculo de bandas de precisão

Marçal, Emerson Fernandes - 2013

and suggest a bootstrap approach to calculate error bands. The misalignment estimative is based on cointegration …

Persistent link: https://www.econbiz.de/10010330572

O misterério da taxa de câmbio real chinesa: Algumas razões que podem explicar a diversidade dos resultados

Marçal, Emerson Fernandes - 2012

This paper aims to evaluate what are the main long run determinants of Chinese real exchange rate that have depreciated substantially compared to a basket of currencies. The Chinese government started a process of accumulating foreign reserve in growing speed measured in absolute or relative...

Persistent link: https://www.econbiz.de/10010330917

Cointegration between spot and futures markets: evidence from live cattle markets and soybean

Abitante, Kleber Giovelli - 2008

live cattle, evidencesof co-integration on contracts with maturity month on March, April,September, October and November of … 2005 were found. As for the BM&Fsoybean future contract, co-integration was detected for contracts withmaturity at April …, May and November, 2005. Co-integration evidencewas identified for the CBOT soybean future with maturity at January …

Persistent link: https://www.econbiz.de/10009446929

Revisitando a sustentabilidade do endividamento público no Brasil

de Mendonça, Mário Jorge Cardoso; Moreira, Tito … - 2016

and gross displays a sensible reduction. We apply three different cointegration tests in the series of government revenue …

Persistent link: https://www.econbiz.de/10011516700