An Analysis of Dynamic Economic Relationships: An Application to the U.S. Hog Market Academic Article uri icon


  • Recent advances in multiple timeseries analysis are discussed and applied to data from the U.S. hog market. Vectorautoregressive and movingaverage representations are derived and interpreted with respect to implied dynamic relationships among the variables. Desprogrs rcents dans l'analyse des sries temporelles multiples sont prsentes el utiliss pour l'analyse des donnes sur le march porcin aux Etats Unis. Deux representations, la premiere vectorielle el autoregressive et la seconde moyennes mobiles, sont drives et interpretes selon les relations dynamiques implicites des variables. Copyright 1984, Wiley Blackwell. All rights reserved

published proceedings

  • Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

author list (cited authors)

  • Bessler, D. A.

citation count

  • 42

complete list of authors

  • Bessler, David A

publication date

  • November 2008