Dynamic relationships in meat market

Selli F., Bayaner A., AKDİ Y., ŞAHİN A.

Electronic Journal of Applied Statistical Analysis, cilt.4, sa.1, ss.83-90, 2011 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 4 Sayı: 1
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1285/i20705948v4n1p83
  • Dergi Adı: Electronic Journal of Applied Statistical Analysis
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus, Academic Search Premier, zbMATH
  • Sayfa Sayıları: ss.83-90
  • Anahtar Kelimeler: Cointegration, Meat prices, Periodogram
  • Ankara Üniversitesi Adresli: Evet

Özet

In this paper, the meat sector in Turkey was explored. Turkish meat sector has a striking production and foreign trade structure. Sector is highly protected by border measures. In such market conditions, interactions between monthly beef, sheep meat and poultry meat prices are investigated with conventional and periodogram based cointegration tests. Engle-Granger, Johansen's and Periodogram based cointegration tests do not reject the null hypothesis of no cointegration between red and poultry meat prices. We also found that OLS and Engle-Granger test, and Periodogram and Johansen cointegration tests produced similar results for beet and sheep meat prices. © 2008 Università del Salento.