Mercado de bovinos de corte: assimetria e transmissão de preços entre os principais mercados exportadores de carne bovina

• Ano de defesa: 2019
• Autor(a) principal: Caetano, Tulio Ferreira
• Orientador(a): Figueiredo, Reginaldo Santana
• Banca de defesa: Wander, Alcido Elenor, Oliveira Neto, Odilon José de, Figueiredo, Reginaldo Santana
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• dARK ID: ark:/38995/00130000056pq
• Idioma: por
• Instituição de defesa: Universidade Federal de Goiás
• Programa de Pós-Graduação: Programa de Pós-graduação em Agronegócio (EA)
• Departamento: Escola de Agronomia - EA (RG)
• País: Brasil
• Palavras-chave em Português: Boi gordo; Assimetria na transmissão de preços; Causalidade; Cointegração; Transmissão de preços
• Palavras-chave em Inglês: Beef cattle; Asymmetry in price transmission; Causality; Cointegration; Price transmission
• Área do conhecimento CNPq: CIENCIAS SOCIAIS APLICADAS::ECONOMIA
• Link de acesso: http://repositorio.bc.ufg.br/tede/handle/tede/9442

The aim of this study is to analyze the price transmission as well as the asymmetry in the price transmission of beef cattle paid to the producer, among the main beef export markets, more precisely: Brazil, the USA and Australia. By the estimation of an autoregressive vector model with error correction (VEC) it could be concluded that the beef cattle markets of the three main beef exporters in the world are integrated concerning the prices paid to producers. The results of the Granger (1987) Causality test in blocks, showed that, in the long term, a change in the price paid to the beef cattle producer in any one of the three analyzed markets causes a change in the prices received by the producers of the other two markets, but the test of asymmetry in price transmission (ATP) pointed to the existence of asymmetry in the transmissibility of increases or decreases in prices between these three markets.