Exploitation and analysis of long run cointegration properties of a quarterly system of U.S. wheat-related product markets

Research output: Contribution to journalJournal articleResearch

Ronald Babula, Robert A. Rogowsky, Robert F. J. Romain

Original languageEnglish
JournalJournal of International Agricultural Trade and Development
Volume2
Issue number2
Pages (from-to)241-272
Number of pages32
ISSN1556-8520
Publication statusPublished - 2006

    Research areas

  • LIFE - Cointegration, wheat-based U.S. markets, vector autoregression and error correction models

ID: 8051153