Application of Vector Autoregression to Dynamic Relationships within the U.S. Dairy Sector | Zendy

Haden Kimberly L. | Zendy; VanTassell Larry W. | Zendy

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Application of Vector Autoregression to Dynamic Relationships within the U.S. Dairy Sector

Author(s) -

Haden Kimberly L.,

VanTassell Larry W.

Publication year - 1988

Publication title -

applied economic perspectives and policy

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.4

H-Index - 49

eISSN - 2040-5804

pISSN - 2040-5790

DOI - 10.1093/aepp/10.2.209

Subject(s) - vector autoregression , a priori and a posteriori , structural vector autoregression , econometrics , lag , autoregressive model , bayesian vector autoregression , economics , computer science , mathematics , macroeconomics , statistics , monetary policy , computer network , bayesian probability , philosophy , epistemology

Numerous studies have econometrically analyzed the dairy sector and effects of alternative dairy policies. While many of these studies have included dynamic aspects, often strict a priori assumptions have been made concerning which variables enter each equation and the lag length or the structure of the lags. Vector autoregression is a dynamic multiequation technique that places few a priori restrictions on the system of relationships. This study attempts to analyze several of the dynamic relationships in the dairy sector utilizing a vector autoregression.

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