Analysis of cointegration in Brazilian bean market.

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Author(s): ASSUNÇÃO, P. E. V.; WANDER, A. E.

Summary: The co-integration techniques have been widely used in studies that examine the process of integration of product markets. In this study, we sought to confirm the analysis of the bean market with threshold autoregressive (TAR) models. The results of the study indicated the presence of market transaction costs in bean marketing. These costs may be related mainly with the freight component of production since it is positively associated with distance from markets.

Publication year: 2015

Types of publication: Abstract in annals or event proceedings

Unit: Embrapa Rice & Beans

Keywords: Análise econômica, Beans, Custo, Economic threshold, Feijão, Mercado

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