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. Our analysis uses symmetric and asymmetric thresholderror correction models. Both pork and beef prices in Finland are … found to have slowly cointegratedwith German prices, but the cointegration relationship of the two counties is only found to … besymmetric for pork prices, while it is asymmetric for beef prices. The producer price for pork inFinland is symmetrically …
Persistent link: https://www.econbiz.de/10009442626
. 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
. 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/10008855300
Persistent link: https://www.econbiz.de/10011658236
after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …
Persistent link: https://www.econbiz.de/10009306634
Persistent link: https://www.econbiz.de/10011431067
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
employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
Persistent link: https://www.econbiz.de/10010356541
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
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011499608