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employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
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due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …
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Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...
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generating empirical evidence on the cointegration of different export prices. We start our analysis with the assumption that … cointegration of price series. Then, we extend the error correction model to a multivariate cointegration analysis by cluster. We …
Persistent link: https://www.econbiz.de/10010235140
due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …
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