منابع مشابه
Price transmission
A regime-switching vector error correction model is applied to monthly price data to assess the impact of BSE outbreaks on price relationships and patterns of transmission among farm and retail markets for bovine in Spain. To evaluate the degree to which price transmission is affected by BSE food scares, a BSE food scare index is developed and used to determine regime-switching. Results suggest...
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Over the past three decades vertical price transmission analysis has been the subject of considerable attention in applied agricultural conomics. It has been argued that the existence of asymmetric price transmission generates rents for marketing and processing agents. Retail prices allegedly move faster upwards than downwards in response to farm level pricemovements. This is an important issue...
متن کاملPrice Transmission Mechanism in the Iranian Rice Market
In this article, we estimate the vertical price transmission through the Iranian rice marketing chain by usingmonthly data from March 2000 to February, 2009 and error correction model (ECM).The causality testresults indicate that changes in the producer price clearly led changes in wholesale and retail prices. InProducer-Retail and Wholesale-Retail models, price transmission is asymmetric but i...
متن کاملAsymmetric Price Transmission: A Survey
Asymmetric price transmission has been the subject of considerable attention in agricultural economics. It is not only important because it may point to gaps in economic theory, but also because its presence is often considered for policy purposes to be evidence of market failure. In this paper we survey the literature on asymmetric price transmission. A wide variety of often conflicting theori...
متن کاملMultiple Regressions in Analysing House Price Variations
An application of rigorous statistical analysis in aiding investment decision making gains momentum in the United States of America as well as the United Kingdom. Nonetheless in Malaysia the responses from the local academician are rather slow and the rate is even slower as far as the practitioners are concern. This paper illustrates how Multiple Regression Analysis (MRA) and its extension, Hed...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2010
ISSN: 2287-7843
DOI: 10.5351/ckss.2010.17.2.241