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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
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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
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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
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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
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Oil price shocks and economic activity : the asymmetric cointegration approach in South Africa
Nzimande, Ntokozo Patrick; Msomi, Simiso - In: Journal of economic and financial sciences 9 (2016) 3, pp. 685-695
Persistent link: https://www.econbiz.de/10011658236
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The NAIRU and the extent of the low-pay sector
Garz, Marcel - 2010
after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …
Persistent link: https://www.econbiz.de/10009306634
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Price transmission analysis in the Greek milk market
Reziti, Ioanna - In: Spoudai : journal of economics and business 64 (2014) 4, pp. 75-86
confronted by a quite concentrated dairy sector. We apply an error correction model to test for asymmetric behaviour in the … asymmetric in both the short and the long run, implying that retailers exercise market power over producers. …
Persistent link: https://www.econbiz.de/10011279845
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State-space cointegration modeling for the analysis of exogenous shocks to prices in Israeli-Palestinian food trade
Ihle, Rico; Götz, Linde Johanna; Rubin, Ofir D. - 2011
employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
Persistent link: https://www.econbiz.de/10010356541
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Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different types of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011554319