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Search: subject:"co-integration"
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co-integration
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Bubble Prices
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Co-integration Test
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Integração de mercado
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price co-integration
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price transmission
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swine e multivariate co-integration
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transmissão de preço
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Lima, João Eustáquio de
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Aguiar, Danilo R. D.
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Barczsz, Silvio Silvestre
1
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1
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Nova Economia
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Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul
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Bolha de preços no mercado acionário : uma análise do setor da construção civil no Brasil
Fernandes, Bruno Vinícius Ramos
;
Silveira, Ana Júlia …
- In:
Análise econômica : revista da Faculdade de Ciências …
30
(
2012
)
57
,
pp. 257-285
Persistent link: https://www.econbiz.de/10011542082
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2
ANÁLISE DA ESTRUTURA ESPACIAL DO MERCADO BRASILEIRO DE SUÍNOS
Rosado, Patrica Lopes
;
Maciel, Marilia Fernandes
;
Lima, …
-
2008
temporal series, more specifically, multivariate
co-integration
analysis. Overall, it was observed that the brazilian swine …
Persistent link: https://www.econbiz.de/10009443158
Saved in:
3
TRANSMISSÃO DE PREÇOS DA SOJA ENTRE OS MERCADOS EXTERNO E INTERNO: UMA ABORDAGEM PARA A REGIÃO DE MARINGÁ.
Tonin, Julyerme Matheus
;
Barczsz, Silvio Silvestre
-
2008
co-integration
. The test of Granger suggests that there is bi-directional relationship among the price series analyzed …, it was also observed the existence of a relationship of long term between variables, it was also verified through the
co-integration
…
Persistent link: https://www.econbiz.de/10009446984
Saved in:
4
Integração espacial no mercado brasileiro de café arábica [Market integration in the Brazilian arabica coffee market]
Nogueira, Fernando Tadeu Pongelupe
;
Aguiar, Danilo R. D.
; …
- In:
Nova Economia
15
(
2005
)
2
,
pp. 91-112
). The results of the Johansen
co-integration
test suggest that all series are co-integrated. It can be concluded, thus, that …
Persistent link: https://www.econbiz.de/10005685214
Saved in:
5
Demanda residencial de energia elétrica em Minas Gerais: 1970-2002 [Residential demand for electrical energy in Minas Gerais: 1970-2002]
Mattos, Leonardo Bornacki de
;
Lima, João Eustáquio de
- In:
Nova Economia
15
(
2005
)
3
,
pp. 31-52
under study were non-stationary, we chose to use the
Co-integration
approach, estimating a Vector Error Correction Model …
Persistent link: https://www.econbiz.de/10005685228
Saved in:
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