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The objective of this paper is to identify the effect of livestock mandatory price reporting (MPR) on cattle cash prices. Using the lag augmented vector autoregression (LA-VAR) and the historical decomposition, we find that there exist a steady increase in cattle prices after MPR in 2001....
Persistent link: https://www.econbiz.de/10011068582
Conventional regression technique is restrictive because it assumes a specific functional form for the model and the constancy of parameters. Nonparametric method, however, is flexible and supplementary to parametric analysis. In this study, impact of captive supply on the U.S. fed cattle cash...
Persistent link: https://www.econbiz.de/10010918676
Locating fed cattle price discovery center is revisited using the framework that combines recent progress in causal research with time series analysis. The Bernanke factorization in innovation accounting is obtained by a graphical method called directed acyclic graph which uses data to identify...
Persistent link: https://www.econbiz.de/10005476742
The IFAMR is published quarterly by the International Food and Agribusiness Management Association. Visit website: www.ifama.org
Persistent link: https://www.econbiz.de/10010909756