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Horizontal price transmission of the Finnish meat sector with major EU players
Liu, Xing - MTT Taloustutkimus (MTTL), Government of Finland - 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/10008855300
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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
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Horizontal Price Transmission of the Finnish Meat Sector with Major EU Players
Liu, Xing - 2011
. 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
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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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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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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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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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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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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 type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011499608