Wheat market integration between Hungary and Germany
The aim of this article is to analyse the price transmission between German and Hungarian wheat producer prices using weekly prices. Markov-Switching Vector Error Correction Model (MS-VECM) with three regimes seems to appropriately capture the dynamics in the price relationship.
Year of publication: |
2012
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Authors: | Bakucs, Lajos Zoltán ; Brümmer, Bernhard ; Cramon-Taubadel, Stephan von ; Fertő, Imre |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 19.2012, 8, p. 785-788
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Publisher: |
Taylor & Francis Journals |
Saved in:
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