This paper investigates the price transmission in the world market for soybeans using time series econometrics models. The theoretical model developed by Mundlack and Larson (1992) is based on the Law of the One Price, which assumes price equalization across all local markets in the long run and...

Esse artigo utilizou testes de exogeneidade e de co-integração para determinar o poder de compra entre os segmentos de produtores agrícolas, atacado e varejo em São Paulo. Foram utilizadas séries de preços de arroz em nível de produtor de arroz no estado de São Paulo, preço de arroz no...

This paper examined the transmission mechanism of international prices of agricultural commodities into the real exchange rate in Brazil for the period from January 2000 to February 2010. We used time series models (ARIMA Model, Transfer Model, Intervention Analysis, Johansen Cointegration Test)...

This paper used the X-12 method, seasonal unit root and Autoregressive Integrated Moving Average Model to identify and to model the generator process of rural employment in the state of São Paulo in the period from January 1996 to December 2006. The results show that there is strong seasonal...