An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture

The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated. After accounting for technological change, we do not reject a long-run one-for-one correspondence between prices paid and prices received.

MoreLess

Year of publication:	2006
Authors:	Campiche, Jody L. ; Bryant, Henry L. ; Richardson, James W. ; Outlaw, Joe L.
Institutions:	Southern Agricultural Economics Association - SAEA
Subject:	Demand and Price Analysis

More details

Extent:	application/pdf
Series:	2006 Annual Meeting, February 5-8, 2006, Orlando, Florida.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida Number 35357
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005806504