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.
Originalsprog | Engelsk |
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Udgivelsessted | Copenhagen |
Udgiver | Department of Economics, University of Copenhagen |
Antal sider | 23 |
ISBN (Trykt) | 978-87-92087-22-5 |
ISBN (Elektronisk) | 978-87-92087-24-9 |
Status | Udgivet - 2007 |