Arbeitspapier
Forecasting seasonally cointegrated systems: Supply response in Austrian agriculture
This paper examines the relevance of incorporating seasonality in agricultural supply models. Former studies have eliminated the problem of seasonality by using seasonally adjusted data. Recent developments in cointegration techniques allow the comprehensive modelling of error-correcting structures in the presence of seasonality. We consider a four-variables model for Austrian agriculture. Series on the producer price for soy beans, bulls and pigs, as well as the stock of breeding sows are included. A vector autoregression incorporating seasonal cointegration is estimated. A tentative interpretation of long-run and seasonal features is considered. The model is also used to generate forecasts for the supply of pigs in Austria.
- Sprache
-
Englisch
- Erschienen in
-
Series: Reihe Ökonomie / Economics Series ; No. 11
- Klassifikation
-
Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Forecasting Models; Simulation Methods
Agriculture: Aggregate Supply and Demand Analysis; Prices
- Thema
-
seasonality
agricultural supply response
cointegration
time series
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Jumah, Adusei
Kunst, Robert M.
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for Advanced Studies (IHS)
- (wo)
-
Vienna
- (wann)
-
1995
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Jumah, Adusei
- Kunst, Robert M.
- Institute for Advanced Studies (IHS)
Entstanden
- 1995
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