Transmission of Exchange Rates for Soya Export Prices: USA, Brazil and Argentina Market Analyses

Authors

  • Leonardo Sangoi Copetti Universidade Federal de Santa Maria – UFSM
  • Kelmara Mendes Vieira UFSM
  • Daniel Arruda Coronel Universidade Federal de Viçosa (UFV)

DOI:

https://doi.org/10.17765/2176-9168.2013v6n3p%25p

Keywords:

Soy Beans, Export Prices, Pass-Through

Abstract

Current research deals with an analysis on the relationship between exchange variations and export prices of soya beans in the USA, Brazil and Argentina, known as pass-through of the exchange rate, based on the period between January 2003 and January 2012. Temporal series, especially Error Corrector Vector Model was employed. Results provide data that the pass-through degree of the exchange rate for export prices of soya occurred in an incomplete form for the USA and for Brazil, whereas it was statistically insignificant for Argentina.

Author Biographies

Leonardo Sangoi Copetti, Universidade Federal de Santa Maria – UFSM

Mestre em Administração pela Universidade Federal de Santa Maria – UFSM; E-mail: [email protected]

Kelmara Mendes Vieira, UFSM

Docente Adjunta do Programa de Pós-Graduação em Administração da Universidade Federal de Santa Maria - UFSM e Bolsista de Produtividade do Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq); E-mail: [email protected]

Daniel Arruda Coronel, Universidade Federal de Viçosa (UFV)

D

Published

2013-05-08

How to Cite

Copetti, L. S., Vieira, K. M., & Coronel, D. A. (2013). Transmission of Exchange Rates for Soya Export Prices: USA, Brazil and Argentina Market Analyses. Revista Em Agronegócio E Meio Ambiente, 6(3). https://doi.org/10.17765/2176-9168.2013v6n3p%p

Issue

Section

Agrobusiness

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