Análise de Causalidade de Preços no Mercado Internacional da Soja. O Caso do Brasil, Argentina e Estados Unidos
This paper analyzed the relation of precedence in international prices of soybeans, taking into account the main world exporters – Brazil, Argentina and the United States –, between 2003 and 2012. For this, we used the methodology proposed by causality Toda and Yamamoto (1995). The results indicate...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | Portuguese |
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Universidade Regional do Noroeste do Estado do Rio Grande do Sul
2016-01-01
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| Series: | Desenvolvimento em Questão |
| Subjects: | |
| Online Access: | http://www.redalyc.org/articulo.oa?id=75244834011 |
| Summary: | This paper analyzed the relation of precedence in international prices of soybeans, taking into account the main world exporters – Brazil, Argentina and the United States –, between 2003 and 2012. For this, we used the methodology proposed by causality Toda and Yamamoto (1995). The results indicate that the prices of soybean in Argentina there is precedence significant bidirectional causality from Brazil. Already soybean prices in Brazil are influenced both the market price of the United States and Argentina, while the prices of American commodity showed precedence relationship of Argentine prices. |
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| ISSN: | 1678-4855 2237-6453 |