an important maize producer and exporter in East Africa. We analyze price transmission between the five most important … deviations from price equilibria on current price changes to be potentially nonlinear. The nonparametric estimates of these …

We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by …, Tamale and Accra, in a multivariate asymmetric price transmission framework. The estimation of the model is based on a unique … models. We estimate the price transmission parameters for four regimes which are a combination of the seasonal patterns in …

The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market … regimes, the profile likelihood estimator displays large bias and variance. Such settings are likely when studying price … by Goodwin and Piggott (2001), and an analysis of price transmission between German and Spanish markets for pork …

This study proposed an optimal model to examine the relationship between the Bitcoin price and six macroeconomic … variables - the Bitcoin price, Standard and Poor's 500 volatility index, US treasury 10-year yield, US consumer price index …, gold price and dollar index. It also examined the effectiveness of the vector error correction model (VECM) in analyzing …