Barbosa, Marisa Zeferino; Margarido, Mário A.; Junior, … - In: Nova Economia 12 (2002) 2, pp. 79-108
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...