The purpose of the paper is to test the hypothesis about asymmetric price transmission between the fuel markets. The distribution chain is considered at three levels: the European wholesale market, the domestic wholesale market, and the domestic retail market. It is shown that between the...

This article analyzes the link between world prices and producer prices of rubber in Côte d'Ivoire. Using monthly data from 2006 to 2016, we gave special attention to structural breaks in the data and asymmetry in the transmission process. Empirical results validate the presence of two breaks...

This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding sufficient evidence for cointegration in...

This article analyzes the link between world prices and producer prices of rubber in Côte d’Ivoire. Using monthly data from 2006 to 2016, we gave special attention to structural breaks in the data and asymmetry in the transmission process. Empirical results validate the presence of two breaks...