Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão
The article analyzes the elasticity of price transmission in the Brazilian cotton market from January, 1985, to December, 2000. For this purpose, the Dickey-Fuller Augmented (ADF) unit root test, the Johansen cointegration test, the Vector Error Correction model (VEC), and the exogenicity test are a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade Federal de Minas Gerais
2009-05-01
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| Series: | Nova Economia |
| Subjects: | |
| Online Access: | http://revistas.face.ufmg.br/index.php/novaeconomia/article/view/402 |