Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão <br> Analysis of price transmission elasticity in the Brazilian cotton market

Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão <br> Analysis of price transmission elasticity in the Brazilian cotton market

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 a...

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Bibliographic Details
Main Authors: Marisa Zeferino Barbosa, Mário A. Margarido, Sebastião Nogueira Junior
Format: Article
Language:English
Published: Universidade Federal de Minas Gerais 2002-01-01
Series:Nova Economia
Subjects:
cotton
the one price law
cointegration
international trade
price transmission
Online Access:http://www.face.ufmg.br/novaeconomia/sumarios/v12n2/Barbosa.pdf

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