Forecasting agricultural production using co-integration analysis

被引：1

作者：

Alexiadis, Stilianos ^{[1
]}

机构：

[1] Minist Rural Dev & Food, Dept Strateg Planning Rural Dev Evaluat & Documen, Div Documentat & Agr Stat, Room 519,2 Acharnon St, Athens 10432, Greece

来源：

LAND USE POLICY | 2017年 / 61卷

关键词：

Forecasting; Co-integration; Agriculture; CATTLE;

D O I：

10.1016/j.landusepol.2016.11.038

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

A forecasting method, easily understood and applied by administrators/policy-makers, is developed in this paper. Based on a simple, but quite realistic assumption, that production in a given region 'pulls' or 'shapes' the volume of production nationally a co-integration forecasting method is proposed in the paper. Using data from administrative regions, the empirical analysis suggests that the property of co-integration can be used to forecast agricultural production in the short-run. (C) 2016 Elsevier Ltd. All rights reserved.

引用

页码：466 / 474

页数：9

共 14 条

[1] FORECASTING AND HEDGING - AN ILLUSTRATION OF RISK REDUCTION IN THE HOG INDUSTRY [J].