{"id":"https://openalex.org/W2004017348","doi":"https://doi.org/10.1111/j.1744-7976.1993.tb03735.x","title":"A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports","display_name":"A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports","publication_year":1993,"publication_date":"1993-03-01","ids":{"openalex":"https://openalex.org/W2004017348","doi":"https://doi.org/10.1111/j.1744-7976.1993.tb03735.x","mag":"2004017348"},"language":"en","primary_location":{"id":"doi:10.1111/j.1744-7976.1993.tb03735.x","doi":"https://doi.org/10.1111/j.1744-7976.1993.tb03735.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1744-7976.1993.tb03735.x","pdf_url":null,"source":{"id":"https://openalex.org/S179517972","display_name":"Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie","issn_l":"0008-3976","issn":["0008-3976","1744-7976"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019379182","display_name":"Rakhal Sarker","orcid":"https://orcid.org/0000-0002-8081-9846","observed_orcids":["https://orcid.org/0000-0002-8081-9846"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Rakhal Sarker","raw_affiliation_strings":["Forestry Canada-Ontario Region, Great Lakes Forestry Centre, P.O. Box 490, Sault Ste. Marie, Ontario P6A 5M7"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Forestry Canada-Ontario Region, Great Lakes Forestry Centre, P.O. Box 490, Sault Ste. Marie, Ontario P6A 5M7","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5019379182"],"corresponding_institution_ids":[],"apc_list":{"value":2900,"currency":"USD","value_usd":2900},"apc_paid":null,"fwci":9.1015,"has_fulltext":false,"cited_by_count":29,"citation_normalized_percentile":{"value":0.97721868,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"41","issue":"1","first_page":"97","last_page":"110"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5878999829292297,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5878999829292297,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10128","display_name":"Global trade and economics","score":0.35600000619888306,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.01730000041425228,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/timber-prices","display_name":"timber prices","score":0.8980000019073486},{"id":"https://openalex.org/keywords/housing-starts","display_name":"housing starts","score":0.765999972820282},{"id":"https://openalex.org/keywords/exchange-rate-pass-through","display_name":"exchange rate pass-through","score":0.9929999709129333},{"id":"https://openalex.org/keywords/long-run-equilibrium-relationship","display_name":"long-run equilibrium relationship","score":0.8220000267028809},{"id":"https://openalex.org/keywords/short-run-dynamics","display_name":"short-run dynamics","score":0.8529999852180481},{"id":"https://openalex.org/keywords/vector-error-correction-model","display_name":"vector error correction model","score":0.5820000171661377},{"id":"https://openalex.org/keywords/forecast-error-variance-decomposition","display_name":"forecast error variance decomposition","score":0.871999979019165},{"id":"https://openalex.org/keywords/impulse-response","display_name":"impulse response","score":0.7210000157356262}],"concepts":[{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.8059992790222168},{"id":"https://openalex.org/C89715816","wikidata":"https://www.wikidata.org/wiki/Q7915763","display_name":"Variance decomposition of forecast errors","level":2,"score":0.624786376953125},{"id":"https://openalex.org/C134024062","wikidata":"https://www.wikidata.org/wiki/Q1401229","display_name":"Error correction model","level":3,"score":0.5600341558456421},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.5294252038002014},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.502544641494751},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3861513137817383},{"id":"https://openalex.org/C549774020","wikidata":"https://www.wikidata.org/wiki/Q851147","display_name":"Welfare economics","level":1,"score":0.3852655589580536},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.373113751411438},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3707961440086365},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.1603083610534668},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.09300640225410461}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1111/j.1744-7976.1993.tb03735.x","doi":"https://doi.org/10.1111/j.1744-7976.1993.tb03735.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1744-7976.1993.tb03735.x","pdf_url":null,"source":{"id":"https://openalex.org/S179517972","display_name":"Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie","issn_l":"0008-3976","issn":["0008-3976","1744-7976"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:bla:canjag:v:41:y:1993:i:1:p:97-110","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1111/j.1744-7976.1993.tb03735.x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/11","score":0.4399999976158142,"display_name":"Sustainable cities and communities"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":44,"referenced_works":["https://openalex.org/W1499718974","https://openalex.org/W1502934766","https://openalex.org/W1519062167","https://openalex.org/W1543037062","https://openalex.org/W1559786379","https://openalex.org/W1587141723","https://openalex.org/W1603889013","https://openalex.org/W1734301121","https://openalex.org/W1894357049","https://openalex.org/W1975994995","https://openalex.org/W1987501702","https://openalex.org/W1994110039","https://openalex.org/W2019459021","https://openalex.org/W2031990614","https://openalex.org/W2034707435","https://openalex.org/W2039113555","https://openalex.org/W2041751045","https://openalex.org/W2048055924","https://openalex.org/W2058439305","https://openalex.org/W2068965942","https://openalex.org/W2073306747","https://openalex.org/W2079189629","https://openalex.org/W2080765082","https://openalex.org/W2083292513","https://openalex.org/W2083808109","https://openalex.org/W2098146380","https://openalex.org/W2109690032","https://openalex.org/W2110603299","https://openalex.org/W2153562738","https://openalex.org/W2167555731","https://openalex.org/W2178225550","https://openalex.org/W2313404131","https://openalex.org/W2521011153","https://openalex.org/W2548049908","https://openalex.org/W2752651826","https://openalex.org/W2764571373","https://openalex.org/W3121685152","https://openalex.org/W3123863576","https://openalex.org/W3124082850","https://openalex.org/W3124219605","https://openalex.org/W3125924661","https://openalex.org/W4230644069","https://openalex.org/W4234536634","https://openalex.org/W6676358204"],"related_works":["https://openalex.org/W2773695386","https://openalex.org/W2022854708","https://openalex.org/W1548353091","https://openalex.org/W7155516574","https://openalex.org/W2016301066","https://openalex.org/W1970151917","https://openalex.org/W7155159179","https://openalex.org/W2072220918","https://openalex.org/W2314676431","https://openalex.org/W2058439305"],"abstract_inverted_index":{"Johansen":[0,113],"'s":[1],"cointegration":[2],"analysis":[3],"is":[4,30,85],"used":[5,56],"to":[6,57],"investigate":[7],"causal":[8],"relationships":[9,62],"between":[10,102],"Canadian":[11],"lumber":[12,15,99],"exports,":[13],"U.S.":[14,17],"price,":[16],"housing":[18],"starts":[19],"and":[20,47,91,106],"the":[21,40,59,64,73,80,88,93,103],"Canada\u2010U.S.":[22],"exchange":[23,83,96],"rate.":[24],"The":[25,66,75],"results":[26,67,76],"suggest":[27,68],"that":[28,79,92],"there":[29],"only":[31],"one":[32],"stable":[33,169],"equilibrium":[34],"relationship":[35,71],"among":[36,63,72],"these":[37],"variables":[38],"in":[39,87],"long":[41,89,107,163,236,260],"run.":[42],"Forecast":[43],"error":[44],"variance":[45,180],"decomposition":[46,177],"impulse":[48],"responses":[49],"from":[50],"a":[51,161],"vector":[52],"error\u2010correction":[53],"model":[54],"are":[55],"examine":[58],"short\u2010run":[60],"dynamic":[61,70],"variables.":[65,74,172,208,219],"significant":[69],"also":[77],"indicate":[78],"pass\u2010through":[81],"of":[82,95],"rate":[84,97],"incomplete":[86],"run":[90,105,108],"effects":[94],"on":[98],"exports":[100],"vary":[101],"short":[104],"L'analyse":[109],"de":[110,112,120,127,142,150,178,181,183,195,230,242,249],"coint\u00e9gration":[111],"est":[114,233],"utilis\u00e9e":[115],"pour":[116],"examiner":[117,199],"les":[118,125,138,200,207,218,240,246,255],"rapports":[119,201],"cause":[121],"\u00e0":[122,144,162,175,191,203,235,257],"effet":[123],"entre":[124,170,206,217],"exportations":[126,247],"bois":[128,134,250],"d'oeuvre":[129,135,251],"canadien,":[130],"le":[131,148],"prix":[132],"du":[133,228],"aux":[136,186],"Etats\u2010Unis,":[137],"mises":[139],"en":[140],"chantier":[141],"constructions":[143],"usage":[145],"d'habitation":[146],"el":[147],"taux":[149,229],"change":[151,231],"Canada\u2010Etats\u2010":[152],"Unis.":[153],"Les":[154,209],"r\u00e9sultats":[155,210],"semblent":[156],"montrer":[157],"qu'il":[158],"n":[159],"'v":[160],"terme":[164,205,237,261],"qu'un":[165],"seul":[166],"rapport":[167,214],"d'\u00e9quilibre":[168],"ces":[171],"On":[173],"recourt":[174],"la":[176,179,224],"l'erreur":[182],"pr\u00e9diction":[184],"et":[185,238],"r\u00e9ponses":[187],"sur":[188,245],"impulsion":[189],"d\u00e9hv\u00e9es":[190],"partir":[192],"d'un":[193],"mod\u00e8le":[194],"correction":[196],"d'erreur":[197],"vectorielpour":[198],"dynamiques":[202],"court":[204,258],"laissent":[211],"appara\u00eetre":[212],"un":[213],"dynamique":[215],"significatif":[216],"Ils":[220],"montrent":[221],"aussi":[222],"que":[223,239],"transmission":[225],"des":[226],"effets":[227,241],"canado\u2010am\u00e9ricain":[232],"incompl\u00e8te":[234],"cette":[243],"variable":[244],"canadiennes":[248],"ne":[252],"sont":[253],"pas":[254],"m\u00eames":[256],"qu'\u00e0":[259]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}