Relationship between exchange rate and export prices of soybean complex products

被引：0
|
作者：
Bender Filho, Reisoli [1 ,2 ]
Amorim, Airton Lopes [2 ,3 ]
de Sousa, Eliane Pinheiro [2 ,4 ,5 ]
Coronel, Daniel Arruda [1 ,2 ]
机构：
[1] Univ Fed Santa Maria, Programa Posgrad Adm, Santa Maria, RS, Brazil
[2] Univ Fed Vicosa, Econ Aplicada, Vicosa, MG, Brazil
[3] Univ Fed Vicosa, Econ, Vicosa, MG, Brazil
[4] Univ Reg Cariri URCA, Dept Econ, Crato, CE, Brazil
[5] FUNCAP, Fortaleza, Ceara, Brazil
来源：
REVISTA CIENCIAS ADMINISTRATIVAS | 2013年 / 19卷 / 01期
关键词：
Soybean Complex; Export Prices; Pass-Through;
D O I：
暂无
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
The purpose of this study was to examine the relationship between exchange rate variations and export prices of the Brazilian soybean complex products (soybean, soybean meal and soybean oil), a relationship defined as the exchange rate pass-through, having as reference the period from 1999 to 2011. In order to achieve that, time series tools were used, especially from the Vector Error Correction Model. The results found provided indications that the exchange rate pass-through level for the export prices of the soybean complex happened in an incomplete way in the period under analysis. In addition, it was noticed that the soybean and the soybean oil export prices showed low sensibility to the exchange rate variations, whereas the soybean meal export price showed high sensibility to the exchange rate variations, approximately twice as high as the price of the other products.
引用
收藏
页码：121 / 144
页数：24
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