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Disentangling non linearities in the long and short run price relationships: An application to the U S hog/Pork supply chain

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Academic year: 2020

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Figure

Figure 1. Steps to disentangle Non-linearities in the Long- and Short-run Price Relationships
Table 1. Investigation of the Stochastic Properties of the Data
Table 2. Non-Linearity Tests of the Cointegrating Vector
Table 5. Residual-Based Test of Cointegration and Non-Linearity Using the Residuals from the Linear Cointegration Framework
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