Modern Time Series Analysis in Forest Products Markets

Front Cover
Jens Abildtrup, F. Helles, Per Holten-Andersen, Jakob Fromholt Larsen, Bo Jellesmark Thorsen
Springer Science & Business Media, Dec 31, 1998 - Technology & Engineering - 221 pages
0 Reviews
Since 1993 a major research programme, "Stochastic Decision Analysis in Forest Management" has been running at Department of Economics and Natural Resources, The Royal Veterinary and Agricultural University (KVL), Copenhagen, in collaboration with Institute of Mathematical Statistics, University of Copenhagen (KU). The research is funded by the two Universities; The Danish Agricultural and Veterinary Research Council; The Danish Research Academy; The National Forest and Nature Agency; and Danish Informatics Network in the Agricultural Sciepces (DINA). A first international workshop in the research programme was held 5 - 8 August, 1996 at Eldrupgaard, Denmark, within the frameworkofacollaborationagreementbetween University of California at Berkeley (UCB) and the Danish Universities, and funded by The Danish Research Academy and the L0venholm Foundation. Having participated in the workshop, Professor Peter Berck (UCB) suggested that the papers be published along with selected papers in the same scientific field, i.e. mainly cointegration analysis of time series in forestry. 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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

LongRun Equilibria and ShortRun Dynamics
27
Exchange Rate PassThrough In Finnish Sawnwood Exports To The United Kingdom
41
The Law Of One Price In United Kingdom Soft Sawnwood Imports A Cointegration Approach
55
Internationalisation of Round wood Markets the Case of Denmark
69
Modelling the Danish Demand for Roundwood Imports a Cointegration and Common Trends Analysis
85
Quarterly Model of the Finnish Sawlog and Pulpwood Markets a Cointegration Analysis
103
Estimation in a Longrun Shortrun Model
117
Do Exports Stimulate Growth? Evidence From International Woodpulp Data
127
Forecasting Danish Timber Prices With an Error Correction Model
141
Forecasting International Pulp Prices With Producer Inventories
151
Testing a Present Value Model of Forest Land
161
Exploring Sources of Systematic Risk in Danish Forest Asset Returns
173
The Behaviour of Timber Rents in Sweden 19091990
187
An Option Value Approach
199
List of Authors
217
Copyright

Other editions - View all

Common terms and phrases

Popular passages

Page 22 - Vector Autoregression and Causality: A Theoretical Overview and Simulation Study, Econometric Reviews, 13, 259-85.
Page vii - Department of Economics and Natural Resources, The Royal Veterinary and Agricultural University (KVL), Copenhagen, in collaboration with Institute of Mathematical Statistics, University of Copenhagen (KU).