Exploiting the cointegration properties of U.S. pork - related markets: the emergence of a U.S. demand for pork as an anput

Ronald Babula, Mogens Lund

    Publikation: Working paperForskning

    Abstract

    We apply methods of the cointegrated vector autoregression or VAR model to quar-terly U.S. pork-related markets, from the farm gate upstream, to the downstream markets for processed pork and sausage. This study extends prior VAR econometric work by concentrating on the upstream/downstream relationships between the U.S. farm market for pork and markets for processed pork and sausage. Results include a U.S. long run demand for pork, as well as empirical estimates of specific market events on these three pork-related markets.
    OriginalsprogEngelsk
    UdgivelsesstedCopenhagen
    UdgiverDepartment of Economics, University of Copenhagen
    Antal sider23
    ISBN (Trykt)978-87-92087-22-5
    ISBN (Elektronisk)978-87-92087-24-9
    StatusUdgivet - 2007

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