Ghoshray, Atanu; Lloyd, Tim A. - 2003
unleavened breads and noodles. Whilst informative, market integration - detected by cointegration among prices - is not … altogether surprising, yet the presence of cointegration implies a causal structure, which is of more cogent interest. Among a … number of complementary techniques, linkages are uncovered using an innovative concept of irreducible cointegration vectors …