美国大米营销渠道价格动态分析

A Dynamic Analysis of Prices in the U.S. Rice Marketing Channel

Journal of Business & Economic Statistics · 1985
被引 11
人大 AABS 4

中文导读

用格兰杰因果检验和动态乘数分析美国大米营销渠道中价格之间的动态关系,揭示价格调整的速度和幅度,帮助理解价格时间序列的经济联系。

Abstract

Abstract Granger causality tests and dynamic multipliers are used to explore the dynamic relationship among prices in the U.S. rice marketing channel. The dynamic multipliers provide information about the speed and magnitude of dynamic price adjustments that is not provided by the Granger causality tests. This information is shown to be useful in explaining the underlying economic relationship among the time series of prices. KEY WORDS: Dynamic multipliersGranger causalityRice pricesTime series

大米价格动态乘数格兰杰因果时间序列