Showing 1 - 10 of 80,434
We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by studying Ghanaian tomato markets which 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/10010342911
Persistent link: https://www.econbiz.de/10000873721
Persistent link: https://www.econbiz.de/10008662659
Persistent link: https://www.econbiz.de/10010187163
framework of seasonal cointegration using seasonally unadjusted quarterly data from Austria, Canada and Taiwan. Evidence is … the same data set, a similar test based on non-seasonal cointegration tends to reject the joint hypothesis, since the test …
Persistent link: https://www.econbiz.de/10014115774
This paper shows that the integrated modified OLS (IM-OLS) estimator developed for cointegrating linear regressions in Vogelsang and Wagner (2014a) can be straightforwardly extended to cointegrating multivariate polynomial regressions. These are regression models that include as explanatory...
Persistent link: https://www.econbiz.de/10014519282
Persistent link: https://www.econbiz.de/10012806528
Persistent link: https://www.econbiz.de/10000603420
Persistent link: https://www.econbiz.de/10000962854