Analyze of transmission of price to paraná state’milk using time series model

  • Diego Figueiredo Dias UEM
  • Camila Kraide Kretzmann UEM
  • Alexandre Florindo Alves UEM
  • José Luiz Parré UEM

Abstract

This paper analyzes the easily transmission of milk prices to the producer from Paraná State. The goal was to analyze which of the main Estates’ producers of milk (MG, GO, SP, RS) affect the Paraná State’ s price. Have been used many methods related with time series: unit root test (DFuller and Pperron), of Granger cause-effect, of Johansen co-integration, Vector Error Correction (VEC). The theoric model used has as its base the Unit Price Law. The period analyzed is from January 1995 to July 2006. The gotten results showed that, among the analyzed Estates, the up and low in the prices received by the Goiás Estate’s producers are transmitted to the prices received by Paraná Estate’s producers.

Author Biographies

Diego Figueiredo Dias, UEM
Mestrando em Teoria Econômica na Universidade Estadual de Maringá - UEM.
Camila Kraide Kretzmann, UEM
Mestranda em Teoria Econômica na Universidade Estadual de Maringá - UEM
Alexandre Florindo Alves, UEM
Docente Adjunto do Programa de Pós-Graduação em Ciências Econômicas e do Departamento de Economia na Universidade Estadual de Maringá - UEM
José Luiz Parré, UEM
Docente Adjunto do Programa de Pós-Graduação em Ciências Econômicas e do Departamento de Economia na Universidade Estadual de Maringá - UEM
Published
2007-10-08
Section
Agrobusiness