Kointegrační analýza vztahu mezi trhem zemědělského produktu a úvěrovým trhem

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F07%3A22872" target="_blank" >RIV/60460709:41110/07:22872 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

THE CO-INTEGRATION ANALYSIS OF THE RELATION BETWEEN AGRICULTURAL PRODUCT MARKET AND LOAN MARKET

Popis výsledku v původním jazyce

The paper deals with the co-integration analysis of the relationship between the agricultural product market and the loan market. The relationship between the agricultural product market and loan market is examined on the basis of a defined theoretical framework. VAR analysis and co-integration are used to fit the theoretical model, i.e. VECM (Vector Error Correction Model) is fitted. The results of the paper suggest that the long equilibrium relationship between agricultural output and agricultural loans exists. Moreover, the credit rationing may have a short-run effect on the sector level but the long equilibrium relationship may be deteriorated by the long-run effect of the period of ?structural shedding?. Furthermore, the different results could beobtained by dividing the agricultural entrepreneurs according to their size due to the significant differences in their performance. The relation between agricultural product market and loan market is supported by the existence of additi

Název v anglickém jazyce

THE CO-INTEGRATION ANALYSIS OF THE RELATION BETWEEN AGRICULTURAL PRODUCT MARKET AND LOAN MARKET

Popis výsledku anglicky

The paper deals with the co-integration analysis of the relationship between the agricultural product market and the loan market. The relationship between the agricultural product market and loan market is examined on the basis of a defined theoretical framework. VAR analysis and co-integration are used to fit the theoretical model, i.e. VECM (Vector Error Correction Model) is fitted. The results of the paper suggest that the long equilibrium relationship between agricultural output and agricultural loans exists. Moreover, the credit rationing may have a short-run effect on the sector level but the long equilibrium relationship may be deteriorated by the long-run effect of the period of ?structural shedding?. Furthermore, the different results could beobtained by dividing the agricultural entrepreneurs according to their size due to the significant differences in their performance. The relation between agricultural product market and loan market is supported by the existence of additi

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GP402%2F06%2FP364" target="_blank" >GP402/06/P364: Prognostické a simulační modely vlivu úvěrového omezení na ekonomickou rovnováhu v zemědělsko-potravinářské vertikále</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2007

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Scientia Agriculturae Bohemica

ISSN

1211-3174

e-ISSN

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Svazek periodika

2007

Číslo periodika v rámci svazku

38

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

7

Strana od-do

93-99

Kód UT WoS článku

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EID výsledku v databázi Scopus

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