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Lead-Lag Structure Of Slaughter Hog Prices Between United States Midwest And Four Major Canadian Markets Utilizing Univariate Residual Cross-Correlation Technique

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  • Beaton, Norman J.
  • Pearson, Charles L.

Abstract

The univariate residual cross-correlation technique is applied to weekly slaughter hog prices for Winnipeg, Saskatoon, Edmonton, Toronto, and an average of the seven Midwest United States markets over the period 1973-1980. The purpose is to examine the power of the technique in determining leads and lags between the markets.

Suggested Citation

  • Beaton, Norman J. & Pearson, Charles L., 1982. "Lead-Lag Structure Of Slaughter Hog Prices Between United States Midwest And Four Major Canadian Markets Utilizing Univariate Residual Cross-Correlation Technique," 1982 Annual Meeting, August 1-4, Logan, Utah 279206, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea82:279206
    DOI: 10.22004/ag.econ.279206
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    File URL: https://ageconsearch.umn.edu/record/279206/files/aaea-1982-080.pdf
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    References listed on IDEAS

    as
    1. William G. Tomek, 1980. "Price Behavior on a Declining Terminal Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(3), pages 434-444.
    2. Miller, Steve, 1979. "Univariate Residual Cross Correlation Analysis: An Application To Beef Prices," 1979 Annual Meeting, July 29-August 1, Pullman, Washington 278301, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Hayenga, Marvin L., 1979. "Formula Pricing and Price Reporting Problems in the Markets for Beef and Pork," Working Papers 202923, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    4. Henderson, Dennis R., 1979. "Some Considerations in the Application of Electronic Marketing to Meat," Working Papers 202930, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    5. Bessler, David A. & Schrader, Lee F., 1980. "Measuring Leads And Lags Among Prices: Turkey Products," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 32(3), pages 1-7, July.
    6. Miller, Steven E., 1980. "Lead-Lag Relationships Between Pork Prices at the Retail, Wholesale, and Farm Levels," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 12(1), pages 73-76, July.
    7. Bishop, Robert V., 1979. "The Construction and Use of Causality Tests," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 31(4), pages 1-6, October.
    8. Donald G. Frahm & Lee F. Schrader, 1970. "An Experimental Comparison of Pricing in Two Auction Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 52(4), pages 528-534.
    9. Miller, Stephen E., 1980. "Lead-Lag Relationships Between Pork Prices At The Retail, Wholesale, And Farm Levels," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(01), pages 1-4, July.
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    Keywords

    Livestock Production/Industries; Marketing;

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