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Agbenyegah, Benjamin K.; Bloch, Harry - 2008

Australia for the period 1950-2005. Cointegration and a vector error-correction model are used along with Granger causality … the cointegration analysis of production in Australia and should be included in the long-run production relationship along …

Persistent link: https://www.econbiz.de/10009434976

Long-Run Monetary Neutrality and Contemporary Policy Analysis

McCallum, Bennett T. - 2004

, relationships among the various topics are developed and the validity of empirical tests (e.g., cointegration tests) relating to …

Persistent link: https://www.econbiz.de/10009441024

Testing twin deficits hypothesis using VARs and variance decomposition

Baharumshah, Ahmad Zubaidi; Lau, Evan; Khalid, Ahmed M. - 2006

This paper examines the twin deficits hypothesis in the ASEAN countries. The major findings of this paper are the following. (1) Long run relationships are detected between budget and current account deficits. (2) The Keynesian view fits well for Thailand since the causality runs from budget...

Persistent link: https://www.econbiz.de/10009441797

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

Liu, Xing - 2011

found to have slowly cointegratedwith German prices, but the cointegration relationship of the two counties is only found to …

Persistent link: https://www.econbiz.de/10009442626

MODELLING IMPORT DEMAND SYSTEMS WITH NONSTATIONARY DATA: AN APPLICATION TO THE FRENCH IMPORTS OF VIRGIN OLIVE OIL

Ben Kaabia, Monia; Gil, Jose Maria - 2008

This paper aims to provide a flexible methodological framework to estimate import demandmodels, which explicitly considers the stochastic properties of data and the endogenous/exogenousnature of some variables. The French imports of virgin olive oil have been used as a case study withSpain,...

Persistent link: https://www.econbiz.de/10009443204

RELATIONSHIP BETWEEN SPATIAL PRICE TRANSMISSION AND GEOGRAPHICAL DISTANCE IN BRAZIL

Hernandez-Villafuerte, Karla Vanessa - 2011

determining the relationship among markets remains unclear. The cointegration framework, OLS and principal component regressions … are applied in order to investigate the influence of geographical distance on the cointegration relationship between … relation between distance and the elasticity of cointegration. Moreover, the region in which the market is located and a better …

Persistent link: https://www.econbiz.de/10009443372

Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method

Amikuzuno, Joseph; Ihle, Rico - 2010

We assess market integration and price transmission of perishableagricultural produce in Sub-Saharan Africa by studying Ghanaian tomato marketswhich are characterized by pronounced seasonality in production and trade flows.We analyse the tomato markets of Ghana by simultaneously regarding its...

Persistent link: https://www.econbiz.de/10009443657

Analysis of Flue-cured Tobacco Supply Elasticity in Zimbabwe 1980-2010: An Error Correction Model Approach

Pfumayaramba, Tichaona - 2011

Flue cured tobacco has been an important crop for theZimbabwean economy historically in terms of foreign currencyearnings and employment creation. Between 1980 and 2000, thereis a general increase in tobacco output, followed by a sharpdecline from 2001 up to 2008 and then output starts to...

Persistent link: https://www.econbiz.de/10009443789

Investigating linkages between economic growth, energy consumption and pollutant emissions in Tunisia

Chebbi, Houssem Eddine - 2009

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/10009444799

German Rapeseed Oil and Biodiesel Pricing under Changing Market Conditions: A Markov-switching Vector Error Correction Model Approach

Busse, Stefan; Ihle, Rico - 2009

We analyze vertical price transmission in the German biodiesel market studying therelationship between rapeseed oil, soya oil and biodiesel prices. We focus on the period fromsummer 2002 to late 2007 during which the German biodiesel market developed into thelargest market worldwide, mainly...

Persistent link: https://www.econbiz.de/10009444803