Cointegration and price transmission in poultry in Pernambuco

Detalhes bibliográficos
Autor(a) principal: Pereira, Alan Francisco Carvalho
Data de Publicação: 2016
Outros Autores: de Melo, Andson Freitas, Justo, Wellington Ribeiro, Melo, Sônia Rebouças da Silva
Tipo de documento: Artigo
Idioma: por
Título da fonte: Informe Gepec (Online)
Texto Completo: https://e-revista.unioeste.br/index.php/gepec/article/view/13927
Resumo: The poultry activity stands out as a very important sector for Brazilian agribusiness. In recent years the activity has a significant growth, and stands in the export scenario. However, one of the obstacles to the consolidation of Pernambuco chicken meat market, compared to the other regions, it is the distance between the producing region and the supply regions of two of its determinants production inputs, corn and soybeans. The present study has the purpose to analyze the relationship among the prices of production inputs, corn and soybeans and the price of chicken meat to the state of Pernambuco. Time series methods, unit root test, Vectorial Autoregressive models (VAR), Granger test, variance decomposition of prediction error and impulse response function were used to analyze the price transmission among these markets. The analyzed period embraces January 2005 to December 2014. The results showed that, show unexpected shocks in the price of corn and soybeans positively influence the price of chicken meat for a short period.
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spelling Cointegration and price transmission in poultry in PernambucoCointegração e transmissão de preços na avicultura em PernambucoAviculturaVarCausalidade de GrangerThe poultry activity stands out as a very important sector for Brazilian agribusiness. In recent years the activity has a significant growth, and stands in the export scenario. However, one of the obstacles to the consolidation of Pernambuco chicken meat market, compared to the other regions, it is the distance between the producing region and the supply regions of two of its determinants production inputs, corn and soybeans. The present study has the purpose to analyze the relationship among the prices of production inputs, corn and soybeans and the price of chicken meat to the state of Pernambuco. Time series methods, unit root test, Vectorial Autoregressive models (VAR), Granger test, variance decomposition of prediction error and impulse response function were used to analyze the price transmission among these markets. The analyzed period embraces January 2005 to December 2014. The results showed that, show unexpected shocks in the price of corn and soybeans positively influence the price of chicken meat for a short period.A atividade avícola se destaca como um setor de grande relevância para o agronegócio brasileiro. Nos últimos anos a atividade apresentou crescimento significativo, e destaca-se no cenário de exportações. No entanto, um dos entraves para a consolidação do mercado pernambucano de carne de frango, frente às demais regiões, é a distância entre a região produtora e as regiões fornecedoras de dois de seus insumos, o milho e soja. Posto isso, o presente trabalho analisou a relação entre os preços dos insumos produtivos, milho e soja, e o preço da carne de frango no estado de Pernambuco no período de janeiro de 2005 a dezembro de 2014. Utilizou-se o modelo econométrico de séries temporais, empregando o método vetorial autoregressivo (VAR), o teste de Granger, e a função impulso resposta e a decomposição da variância. Os resultados demonstram que choques exógenos no preço do milho e da soja influenciam positivamente o preço do frango por um curto período após o choque inicial.EdUnioeste2016-06-19info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://e-revista.unioeste.br/index.php/gepec/article/view/1392710.48075/igepec.v20i1.13927Informe GEPEC; v. 20 n. 1 (2016); 129-1471679-415X1676-067010.48075/igepec.v20i1reponame:Informe Gepec (Online)instname:Universidade Estadual do Oeste do Paraná (UNIOESTE)instacron:UNIOESTEporhttps://e-revista.unioeste.br/index.php/gepec/article/view/13927/10018Pereira, Alan Francisco Carvalhode Melo, Andson FreitasJusto, Wellington RibeiroMelo, Sônia Rebouças da Silvainfo:eu-repo/semantics/openAccess2023-05-16T22:12:44Zoai:ojs.e-revista.unioeste.br:article/13927Revistahttps://e-revista.unioeste.br/index.php/gepecPUBhttps://e-revista.unioeste.br/index.php/gepec/oairevista.gepec@gmail.com1679-415X1676-0670opendoar:2023-05-16T22:12:44Informe Gepec (Online) - Universidade Estadual do Oeste do Paraná (UNIOESTE)false
dc.title.none.fl_str_mv Cointegration and price transmission in poultry in Pernambuco
Cointegração e transmissão de preços na avicultura em Pernambuco
title Cointegration and price transmission in poultry in Pernambuco
spellingShingle Cointegration and price transmission in poultry in Pernambuco
Pereira, Alan Francisco Carvalho
Avicultura
Var
Causalidade de Granger
title_short Cointegration and price transmission in poultry in Pernambuco
title_full Cointegration and price transmission in poultry in Pernambuco
title_fullStr Cointegration and price transmission in poultry in Pernambuco
title_full_unstemmed Cointegration and price transmission in poultry in Pernambuco
title_sort Cointegration and price transmission in poultry in Pernambuco
author Pereira, Alan Francisco Carvalho
author_facet Pereira, Alan Francisco Carvalho
de Melo, Andson Freitas
Justo, Wellington Ribeiro
Melo, Sônia Rebouças da Silva
author_role author
author2 de Melo, Andson Freitas
Justo, Wellington Ribeiro
Melo, Sônia Rebouças da Silva
author2_role author
author
author
dc.contributor.author.fl_str_mv Pereira, Alan Francisco Carvalho
de Melo, Andson Freitas
Justo, Wellington Ribeiro
Melo, Sônia Rebouças da Silva
dc.subject.por.fl_str_mv Avicultura
Var
Causalidade de Granger
topic Avicultura
Var
Causalidade de Granger
description The poultry activity stands out as a very important sector for Brazilian agribusiness. In recent years the activity has a significant growth, and stands in the export scenario. However, one of the obstacles to the consolidation of Pernambuco chicken meat market, compared to the other regions, it is the distance between the producing region and the supply regions of two of its determinants production inputs, corn and soybeans. The present study has the purpose to analyze the relationship among the prices of production inputs, corn and soybeans and the price of chicken meat to the state of Pernambuco. Time series methods, unit root test, Vectorial Autoregressive models (VAR), Granger test, variance decomposition of prediction error and impulse response function were used to analyze the price transmission among these markets. The analyzed period embraces January 2005 to December 2014. The results showed that, show unexpected shocks in the price of corn and soybeans positively influence the price of chicken meat for a short period.
publishDate 2016
dc.date.none.fl_str_mv 2016-06-19
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://e-revista.unioeste.br/index.php/gepec/article/view/13927
10.48075/igepec.v20i1.13927
url https://e-revista.unioeste.br/index.php/gepec/article/view/13927
identifier_str_mv 10.48075/igepec.v20i1.13927
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://e-revista.unioeste.br/index.php/gepec/article/view/13927/10018
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv EdUnioeste
publisher.none.fl_str_mv EdUnioeste
dc.source.none.fl_str_mv Informe GEPEC; v. 20 n. 1 (2016); 129-147
1679-415X
1676-0670
10.48075/igepec.v20i1
reponame:Informe Gepec (Online)
instname:Universidade Estadual do Oeste do Paraná (UNIOESTE)
instacron:UNIOESTE
instname_str Universidade Estadual do Oeste do Paraná (UNIOESTE)
instacron_str UNIOESTE
institution UNIOESTE
reponame_str Informe Gepec (Online)
collection Informe Gepec (Online)
repository.name.fl_str_mv Informe Gepec (Online) - Universidade Estadual do Oeste do Paraná (UNIOESTE)
repository.mail.fl_str_mv revista.gepec@gmail.com
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