Is Brazilian rice immune to shocks?

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Author(s): SILVA NETO, W. A.; WANDER, A. E.

Summary: This paper aimed to analyze the behavior of the Brazilian rice market in the face of exogenous shocks. Therefore, time series of exports, imports and prices received by farmers in Brazil from January 1997 to October 2019 were used to estimate the fractional differentiation parameter Gaussian Semiparametric Estimator (GSE), based on the frequency domain Whittle Function. Brazilian rice market is persistent to external shocks, with the presence of long memory in exports, imports and prices received by farmers.

Publication year: 2020

Types of publication: Paper in annals and proceedings

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