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Horizontal Price Transmission of the Finnish Meat Sector with Major EU Players

Liu, Xing - European Association of Agricultural Economists - EAAE - 2011

. Our analysis uses symmetric and asymmetric threshold error correction models. Both pork and beef prices in Finland are … found to have slowly cointegrated with German prices, but the cointegration relationship of the two counties is only found … to be symmetric for pork prices, while it is asymmetric for beef prices. The producer price for pork in Finland is …

Persistent link: https://www.econbiz.de/10009326137

Asymmetric Price Adjustment and Consumer Search: An Examination of the Retail Gasoline Market

Lewis, Matt - Institute of Business and Economic Research (IBER), … - 2004

for this behavior. This paper presents a new theoretical model of asymmetric adjustment that empirically matches observed … contradict previously suggested explanations of asymmetric adjustment. …

Persistent link: https://www.econbiz.de/10011131700

Horizontal price transmission of the Finnish meat sector with major EU players

Liu, Xing - MTT Taloustutkimus (MTTL), Government of Finland - 2011

Persistent link: https://www.econbiz.de/10008855300

Determinants of Selected Agricultural Export Crops in Nigeria: An Ecm Approach

Yusuf, Sina A.; Yusuf, W.A. - African Association of Agricultural Economists - AAAE - 2008

This study examines the factors that determine the export performance of three major agricultural exportable commodities of cocoa, rubber and palm-kernel in the context of liberalization. Using time series data covering thirty three years and to avoid spurious result, error correction model was...

Persistent link: https://www.econbiz.de/10005068406

Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection

Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014

futures markets vary with selection of cash markets. The cointegration relationship between corn cash and futures prices only …

Persistent link: https://www.econbiz.de/10011068966

Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs

Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014

This study investigates dynamic relationships among U.S. corn cash prices for the years 2006-2011. With daily data from 182 spatially separated markets spreading across 7 states, Iowa (IA), Illinois (IL), Indiana (IN), Ohio (OH), Minnesota (MN), Nebraska (NE), and Kansas (KS), we apply an error...

Persistent link: https://www.econbiz.de/10011068978

Evaluating a Global Vector Autoregression for Forecasting

Ericsson, Neil; Reisman, Erica - In: International Advances in Economic Research 18 (2012) 3, pp. 247-258

country or region examined, systematic treatment of long-run properties through cointegration analysis, and flexible dynamic …

Persistent link: https://www.econbiz.de/10010989405

Long-run equilibrium and short-run dynamics between risk exposure and highway safety

Kılıç, Rehim; McCarthy, Patrick - In: Empirical Economics 42 (2012) 3, pp. 899-913

Persistent link: https://www.econbiz.de/10010994417

Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models

Mohammadi, Hassan; Jahan-Parvar, Mohammad - In: Journal of Economics and Finance 36 (2012) 3, pp. 766-779

Persistent link: https://www.econbiz.de/10010848224

Evaluating a Global Vector Autoregression for Forecasting

Ericsson, Neil R.; Reisman, Erica L. - Department of Economics, George Washington University - 2012

country or region examined, systematic treatment of long-run properties through cointegration analysis, and flexible dynamic …

Persistent link: https://www.econbiz.de/10010878557

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