Análise das taxas de crescimento do preço do trigo na América
The present work sought to analyze the behavior of wheat price growth rates in the world market. For this purpose, monthly information of prices in the markets of Brazil, Argentina and the United States was used. To estimate the growth rate of wheat prices, the methodologies proposed by Perron and Y...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2017 |
| País: | Brasil |
| Institución: | Universidade Federal do Ceará (UFC) |
| Repositorio: | Repositório Institucional da Universidade Federal do Ceará (UFC) |
| Idioma: | portugués |
| OAI Identifier: | oai:repositorio.ufc.br:riufc/30561 |
| Acceso en línea: | http://www.repositorio.ufc.br/handle/riufc/30561 |
| Access Level: | acceso abierto |
| Palabra clave: | Argentina Brasil Tendência determinística Mudança estrutural Estados Unidos |
| Sumario: | The present work sought to analyze the behavior of wheat price growth rates in the world market. For this purpose, monthly information of prices in the markets of Brazil, Argentina and the United States was used. To estimate the growth rate of wheat prices, the methodologies proposed by Perron and Yabu (2009a, 2009b) were adopted, which consist of estimating the deterministic trend in a context where the noise component can be integrated or stationary, and is dedicated to test if there is a structural change in the growth rate of wheat prices. The results showed that in all the analyzed markets, the growth rates of wheat prices were constant. |
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