Showing 1 - 10 of 61
carbon emission using Tunisian data over the period 1971-2004. Cointegration procedure is used to analyze the time series …
Persistent link: https://www.econbiz.de/10010913433
We analyze vertical price transmission in the German biodiesel market studying the relationship between rapeseed oil, soya oil and biodiesel prices. We focus on the period from summer 2002 to late 2007 during which the German biodiesel market developed into the largest market worldwide, mainly...
Persistent link: https://www.econbiz.de/10010913454
pay attention to the notion of cointegration. Until recently, the methods proposed to estimate cointegration relationships …, have not explicitly considered time varying volatility in the data. Seo (2007) suggests an estimator of the cointegration …
Persistent link: https://www.econbiz.de/10010913510
Convential SUR estimation of the AIDS is shown to lead to small sample bias and distortions in the size of a Wald test for symmetry and homogeneity when the data are cointegrated. A fully-modified estimator is developed in an attempt to remedy these problems. It is shown that this estimator...
Persistent link: https://www.econbiz.de/10005320345
This article examines the impacts of monetary policy on agricultural prices in the Hungarian economy using time series analysis. The empirical results indicate that agricultural prices adjust faster to monetary shocks than industrial prices do, affecting relative agricultural prices in the short...
Persistent link: https://www.econbiz.de/10011069557
movement restrictions. An exogenous regime switching cointegration model is estimated using a novel extension of the Johansen …
Persistent link: https://www.econbiz.de/10011069647
The paper attempts to examine the market integration with the help of cointegration test on the prices of potato of … retail markets. The cointegration test by Johansen and Jeselius (1990) applied to weekly prices of three important potato …
Persistent link: https://www.econbiz.de/10005484044
This paper examines how farmers have adapted to the current range of climates across China. A cross sectional method is … used to analyze irrigation choice and crop choice across 8,405 farmers in 28 provinces in China. We find that both …
Persistent link: https://www.econbiz.de/10010880086
China has embarked on a major program to modernise agricultural and agribusiness structures with far reaching … in high-value agrifood chains, China should pursue a more incremental and facilitative approach based around developing …
Persistent link: https://www.econbiz.de/10010880100
This paper examined China’s agricultural imports in regard to income growth, import price changes, and tariff … reductions due to China’s trade liberalisation. More specifically, it attempted to model behavioural relationships in the … agricultural trade between China and the EU by using annual trade data from 1986 to 2005. Econometric models were constructed for …
Persistent link: https://www.econbiz.de/10010880120