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Filtering by: Creator Oliveira, Ronald A. Creator Whittaker, Gerald W.

An examination of dynamic relationships -- and the lack thereof -- among U.S. lumber prices, U.S. housing starts, U.S. log exports to Japan, and Japanese housing starts

Creator:

Oliveira, Ronald A., Whittaker, Gerald W., and Oregon State University. Agricultural Experiment Station

Abstract:

Haugh and Box (1977) and Pierce (1977) presented dynamic regression (transfer function) procedures for examining possible interrelationships among more than one time series variable. This report employs these procedures in an empirical analysis of U.S. relative lumber prices, U.S. housing starts, and U.S. log exports to Japan. The reduction in...

Resource Type:

Technical Report