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

    ROR https://ror.org/01r9z8p25

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

Verlag: EUROSTAT

Datum der Publikation: 1993

Seiten: 381-389

Art: Konferenz-Beitrag

GOOGLE SCHOLAR

Zusammenfassung

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.