Unit roots and cointegration in agricultural prices indexes

  1. Martín Álvarez, Francisco J. 1
  2. Cano Fernández, Víctor J. 1
  3. Cáceres Hernández, José J. 1
  1. 1 Universidad de La Laguna
    info

    Universidad de La Laguna

    San Cristobal de La Laguna, España

    GRID grid.10041.34

Proceedings:
Colloque International de l’Association d’Econometrie Applique. Econometrie du Temps Reel: Series Temporelles Inframensuelles (1993. Luxembourg)

Publisher: EUROSTAT

Year of publication: 1993

Pages: 381-389

Type: Conference paper

Export: RIS

Abstract

Thts papcn analyzes the behaviour of the spanish agricultural pricesindex at the farm level by commodity groups. Our papcr will investigate the degree of shared prlce trends at a disaggreated level using cointegration techniques.