Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets

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dc.creatorMcKenzie, Andrew M.
dc.creatorGoodwin, Harold L., Jr.
dc.creatorCarreira, Rita I.
dc.date2017-04-01T20:17:27Z
dc.date.accessioned2026-07-09T04:43:33Z
dc.descriptionAlthough Vector Autoregressive models are commonly used to forecast prices, specification of these models remains an issue. Questions that arise include choice of variables and lag length. This article examines the use of Forecast Error Variance Decompositions to guide the econometrician’s model specification. Forecasting performance of Variance Autoregressive models, generated from Forecast Error Variance Decompositions, is analyzed within wholesale chicken markets. Results show that the Forecast Error Variance Decomposition approach has the potential to provide superior model selections to traditional Granger Causality tests.
dc.identifierdoi:10.22004/ag.econ.48750
dc.identifierhttps://ageconsearch.umn.edu/record/48750/files/jaae142.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/48750
dc.identifier.urihttp://hdl.handle.net/123456789/554047
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/48750
dc.titleAlternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets
dc.typeText

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