MartÎn-âlvarez, Francisco J.; Cano-FernÂndez, Victor J. - In: Empirical Economics 24 (1999) 3, pp. 403-414
In this paper we present a methodological proposal of the way integration and cointegration analysis can best be used to test if the level of aggregation of an index is adequate. Using this proposal, we enquire the extent to which a Spanish aggregate farm price index captures the behavior of its...