Modern Time Series Analysis in Forest Products Markets
Springer (Verlag)
978-94-010-6005-9 (ISBN)
The editors express their sincere appreciations to the many persons who have contributed to the realisation of the present book: participants in the research programme and the workshop, in particular Professors S0ren Johansen (KU) and Peter Berck (UCB); authors outside the programme/workshop; reviewers of the papers not previously published, in particuler Associate Professors Niels Haldrup (Aarhus University) and Henrik Hansen (KVL); and finally Mrs Mette Riis and Lizzie Rohde who did the tedious work of giving the papers a uniform style. Copenhagen, October 1998.
Introducing Unit Roots and Cointegration.- I International Price Relations and Exchange Rates.- Spatial Integration in the Nordic Timber Markets: Long-Run Equilibria and Short-Run Dynamics.- Exchange Rate Pass-Through in Finnish Sawnwood Exports to The United Kingdom.- The Law of One Price in United Kingdom Soft Sawnwood Imports – A Cointegration Approach.- Internationalisation of Roundwood Markets – the Case of Denmark.- II Demand and Supply Models.- Modelling the Danish Demand for Roundwood Imports – a Cointegration and Common Trends Analysis.- Quarterly Model of the Finnish Sawlog and Pulpwood Markets – A Cointegration Analysis.- III Causality, Forecasting, and Expectations.- Estimation in a Long-Run, Short-Run Model.- Do Exports Stimulate Growth? Evidence from International Woodpulp Data.- Forecasting Danish Timber Prices with an Error Correction Model.- Forecasting International Pulp Prices with Producer Inventories.- IV Capital Asset Evaluation.- Testing a Present Value Model of Forest Land.- Exploring Sources of Systematic Risk in Danish Forest Asset Returns.- V Management Implications of Time Series Properties.- The Behaviour of Timber Rents in Sweden, 1909–1990.- Optimal Harvesting Policies with Stationary and Non-Stationary Prices: An Option Value Approach.- List of Authors.
Reihe/Serie | Forestry Sciences ; 58 |
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Zusatzinfo | IX, 221 p. |
Verlagsort | Dordrecht |
Sprache | englisch |
Maße | 160 x 240 mm |
Themenwelt | Naturwissenschaften ► Biologie ► Ökologie / Naturschutz |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Betriebswirtschaft / Management | |
Wirtschaft ► Volkswirtschaftslehre ► Mikroökonomie | |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
Weitere Fachgebiete ► Land- / Forstwirtschaft / Fischerei | |
ISBN-10 | 94-010-6005-3 / 9401060053 |
ISBN-13 | 978-94-010-6005-9 / 9789401060059 |
Zustand | Neuware |
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