ANALYSIS OF SHOCK PERSISTENCE IN BRAZILIAN ORANGE JUICE EXPORT

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https://doi.org/10.25070/rea.v20i2.13616

Resumo

The present work aims to analyze the behavior of orange juice exports, in volume and monetary value, considering its main destinations, aiming to understand how these series behaved in the face of market shocks between 1997 and 2019. For that, the methodology used was based on the method proposed by Robinson et al. (1995a), which tests the presence of long memory across time series data, and on the structural break test proposed by Andrews and Ploberger (1994). According to the results, all analyzed series show no long memory. This result indicates that shocks that occurred in the period had a temporary effect on the flow of Brazilian orange juice exports, with no long-term effect on the trajectory of the series. These results allow us to conclude that the destinations analyzed here are solid markets for Brazilian orange juice export, and that short-term variations in export flows indicate a search for bargain prices among agents who purchase the Brazilian drink.

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Publicado

2023-01-18

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Silva Neto, W. A. da, Silva, A. F., & Ribeiro, V. P. (2023). ANALYSIS OF SHOCK PERSISTENCE IN BRAZILIAN ORANGE JUICE EXPORT. Revista De Economia E Agronegócio, 20(2), 1–17. https://doi.org/10.25070/rea.v20i2.13616

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