Causalidade e transmissão de preços na cadeia avícola no período de 1997-2008

• Autor(a) principal: Almeida, Fabrício Pelizer de
• Data de Publicação: 2010
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Repositório Institucional da UFU
• Texto Completo: https://repositorio.ufu.br/handle/123456789/12135
• topic: Cadeia produtiva; Avicultura; Causalidade de Granger; Econometria; Ave - Criação - Preços; Supply chain; Poultry keeping; Granger-Causality; CNPQ::CIENCIAS AGRARIAS::AGRONOMIA

The chicken meat productive chain in Brazil has shown itself as an interesting competitive subsidy, considering the exporting capacity and the differentiation of market products. Nevertheless, intersectorial relations in this system can be considered contradictory, and in some ways even conflictive. Regarding this, one has pursued to evaluate the price transmission of aviary production from 1997 to 2008, through the analysis (in R$) of products price series, upstream: corn grain (kg), initial concentrate (kg), chick cutting (unit); farming culture: living chicken in Minas Gerais; downstream: wholesale and retail prices of full chicken, wholesale price of pork and bovine meat, retail price of chicken s thigh and chest; and indicators (PIB and IPCA). The econometric procedures applied were the Augmented Dickey-Fuller Test, estimation of VAR Model, Response to Impulse function, Variance Decomposition, and Granger Causality Test. The results have allowed to state that, in causality relations upstream of the agriculture and livestock activity, that between the living chicken s price and the chick cuttings price, is significant in both directions, according to the F test. In the downstream relations, it s been observed intense causality relations and price transmission between the industrialized products, as much in wholesale as retail spheres, including the substitutes (pork and bovine meat). Only full chicken retail has caused significant price variations for producers in Minas Gerais. The positive variations in internal income also cause positive variations in full chicken s price and chest cuttings for retail. The forecast for dataset suggests that living chicken s price in Minas Gerais seems to interfere in the other variables. Yet, there are signs of transmition at the direction of markets (wholesale and retail), and, by the contrary, low capacity of reversion (towards the producer). Thus, the input-product relations among the aviary activity of Minas Gerais and the agribusiness processes ate established in the direction of processing and distribution industry.