Dynamic and Stochastic Structures of U.S. Cotton Exports and Mill Demand

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Fadiga, Mohamadou L.;
(2006)
  • Subject: cotton exports, cotton mill use, Kalman filter, state space, unobserved components, Crop Production/Industries, International Relations/Trade, Production Economics, Productivity Analysis,
    mesheuropmc: health care economics and organizations

This study employs a structural time-series method to model and estimate U.S. cotton exports and mill use. The results show that the stochastic process governing cotton export fluctuations is transitory, while the process pertaining to mill use has transitory, seasonal,... View more
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