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Volatility and cointegration in export of livestock and marine products of India

Indian Agricultural Research Journals

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Title Volatility and cointegration in export of livestock and marine products of India
 
Creator GURUNG, BISHAL
PAUL, RANJIT KUMAR
LEPCHA, LAWRENCE
 
Subject GARCH, Instability, Livestock products, Marine products, Volatility
 
Description This study was carried out to examine the instability and volatility in the export of livestock and marine products of India. It was found that marine export was a bit more stable and less volatile compared to livestock products export. Further, cointegration between the two was also tested. It was concluded that the two export data series were cointegrated. One of its benefits is that the long-run equilibrium relationship can be modelled by a straightforward regression involving the levels of the variables. Finally, the forecast were also obtained, which were quite reliable.
 
Publisher Directorate of Knowledge Management in Agriculture
 
Contributor —
 
Date 2014-11-17
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
—
 
Format application/pdf
 
Identifier http://epubs.icar.org.in/ejournal/index.php/IJAnS/article/view/44799
 
Source The Indian Journal of Animal Sciences; Vol 84, No 11 (2014)
0367-8318
 
Language eng
 
Relation http://epubs.icar.org.in/ejournal/index.php/IJAnS/article/view/44799/19637
 
Rights Copyright (c) 2014 The Indian Journal of Animal Sciences