vector autoregressions on u.s. hog prices by jon a. brandt and david a. bessler suggested citation...

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Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector Autoregressions on U.S. Hog Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

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Page 1: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Vector Autoregressions on U.S. Hog Prices

by

Jon A. Brandt and David A. Bessler

Suggested citation format:

Brandt, J. A., and D. A. Bessler. 1983. “Vector Autoregressions on U.S. Hog Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 2: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Analysis of Retail Beef to Live Cattle Price Spreads

by

John E. Ikerd

Suggested citation format:

Ikerd, J. E. 1983. “Analysis of Retail Beef to Live Cattle Price Spreads.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 3: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Alternative Forecasting Techniques:

A Case Study for Livestock Prices

by

Kim S. Harris and Raymond M. Leuthold

Suggested citation format:

Harris, K. S., and R. M., Leuthold. 1983. “Alternative Forecasting Techniques: A Case Study for Livestock Prices.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 4: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Forecasting Shortrun Beef and Pork Supplies Using

Seasonal Analysis

by

Robert V. Price and Livia R. Cloman

Suggested citation format:

Price, R. V., and L. R. Cloman. 1983. “Forecasting Shortrun Beef and Pork Supplies Using Seasonal Analysis.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 5: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Parametric Disaggregation of a Beef Cattle Model and

Application to Regional Supply Response

by

Barry W. Bobst and Joe T. Davis

Suggested citation format:

Bobst, B. W., and J. T. Davis. 1983. “Parametric Disaggregation of a Beef Cattle Model and Application to Regional Supply Response.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 6: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Estimating Choice 600-700 Pound Carlot

Carcass Beef Price

by

John R. Franzmann

Suggested citation format:

Franzmann, J. R. 1983. “Estimating Choice 600-700 Pound Carlot Carcass Beef Price.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 7: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Forecasting Farmers’ Response to the Farmer-Owned

Reserve Program

by

William H. Myers, Robert W. Jolly, and D. Craig Smyth

Suggested citation format:

Myers, W. H., R. W. Jolly, and D. C. Smyth. 1983. “Forecasting Farmers’ Response to the Farmer-Owned Reserve Program.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 8: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

An Evaluation of the Forecasting Accuracy of

Alternative Acreage Supply Response Models

by

David R. Lee and Peter G. Helmberger

Suggested citation format:

Lee, D. R., and P. G. Helmberger. 1983. “An Evaluation of the Forecasting Accuracy of Alternative Acreage Supply Response Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 9: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Soybean Oil Price Forecasts:

Can Structural Models Help?

by

Jim L. Matthews

Suggested citation format:

Matthews, J. L. 1983. “Soybean Oil Price Forecasts: Can Structural Models Help?” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 10: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

An Alternative Parameter Estimation Approach for

Risk Management Decision Models

by

James N. Trapp

Suggested citation format:

Trapp, J. N. 1983. “An Alternative Parameter Estimation Approach for Risk Management Decision Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 11: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

A Portfolio-Based Discrete Optimal Hedging Technique

with an Application to Cattle Feeding

by

Paul E. Peterson and Raymond M. Leuthold

Suggested citation format:

Peterson, P. E., and R. M. Leuthold. 1983. “A Portfolio-Based Discrete Optimal Hedging Technique with an Application to Cattle Feeding.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 12: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Flexible Marketing Strategies for Wheat Producers

by

James C. Cornelius and Mike L. Dickens

Suggested citation format:

Cornelius, J. C., and M. L. Dickens. 1983. “Flexible Marketing Strategies for Wheat Producers.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 13: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Lead-Lag Price Relationships Between Thinly and

Heavily Traded Commodity Markets

by

Colin A. Carter and Gordon C. Rausser

Suggested citation format:

Carter, C. A., and G. C. Rausser. 1983. “Lead-Lag Price Relationships Between Thinly and Heavily Traded Commodity Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 14: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Expectations and Intertemporal Pricing in Commodity

Futures and Spot Markets

by

Richard E. Just and Gordon C. Rausser

Suggested citation format:

Just, R. E., and G. C. Rausser. 1983. “Expectations and Intertemporal Pricing in Commodity Futures and Spot Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 15: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Profitable Hedging Opportunities and Risk Premiums

for Producers in Live Cattle and Live Hog

Futures Markets

by

Marvin L. Hayenga, Dennis D. DiPietre,

J. Marvin Skadberg, and Ted C. Schroeder

Suggested citation format:

Hayenga, M. L., D. D. DiPietre, J. M. Skadberg, and T. C. Schroeder. 1983. “Profitable Hedging Opportunities and Risk Premiums for Producers in Live Cattle and Live Hog Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 16: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

An Analysis of the Factors Influencing the Illinois

Corn Basis, 1971-1981

by

Philip Garcia and Darrel Good

Suggested citation format:

Garcia, P., and D. Good. 1983. “An Analysis of the Factors Influencing the Illinois Corn Basis, 1971-1981.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 17: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Forecasting the Storage-Season Wisconsin

Basis for Corn

by

Nicholas Powers and Aaron Johnson, Jr.

Suggested citation format:

Powers, N., and A. Johnson, Jr. 1983. “Forecasting the Storage-Season Wisconsin Basis for Corn.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 18: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Alternatives for Production and Dissemination

of Outlook

by

H. B. Huff, S. R. Johnson, and A. W. Womack

Suggested citation format:

Huff, H. B., S. R. Johnson, and A. W. Womack. 1983. “Alternatives for Production and Dissemination of Outlook.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].

Page 19: Vector Autoregressions on U.S. Hog Prices by Jon A. Brandt and David A. Bessler Suggested citation format: Brandt, J. A., and D. A. Bessler. 1983. “Vector

Summary: Panel Discussion on Research Priorities

by

Warren Malkerson, Howard Madsen, and Marilyn Hankey

Suggested citation format:

Malkerson, W., H. Madsen, and M. Hankey. 1983. “Summary: Panel Discussion on Research Priorities.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Des Moines, IA. [http://www.farmdoc.uiuc.edu/nccc134].