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Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Hungary

Bakucs, Lajos Zoltan; Ferto, Imre - International Association of Agricultural Economists - IAAE - 2009

This article examines the impacts of monetary policy on agricultural prices in the Hungarian economy using time series analysis. The empirical results indicate that agricultural prices adjust faster to monetary shocks than industrial prices do, affecting relative agricultural prices in the short...

Persistent link: https://www.econbiz.de/10011069557

Price Transmission Subject to Security‐based Trade Barriers in the Context of the Israeli‐Palestinian Conflict

Ihle, Rico; Rubin, Ofir D. - International Association of Agricultural Economists - IAAE - 2012

movement restrictions. An exogenous regime switching cointegration model is estimated using a novel extension of the Johansen …

Persistent link: https://www.econbiz.de/10011069647

Cointegration and Market Integration: An Application to the Potato Markets in Rural West Bengal, India

Basu, Jyotish Prakash - International Association of Agricultural Economists - IAAE - 2006

The paper attempts to examine the market integration with the help of cointegration test on the prices of potato of … retail markets. The cointegration test by Johansen and Jeselius (1990) applied to weekly prices of three important potato …

Persistent link: https://www.econbiz.de/10005484044

TESTING SYMMETRY AND HOMOGENEITY IN THE AIDS WITH COINTEGRATED DATA USING FULLY-MODIFIED ESTIMATION AND THE BOOTSTRAP

Tiffin, J. Richard; Balcombe, Kelvin George - International Association of Agricultural Economists - IAAE - 2003

Convential SUR estimation of the AIDS is shown to lead to small sample bias and distortions in the size of a Wald test for symmetry and homogeneity when the data are cointegrated. A fully-modified estimator is developed in an attempt to remedy these problems. It is shown that this estimator...

Persistent link: https://www.econbiz.de/10005320345

Investigating linkages between economic growth, energy consumption and pollutant emissions in Tunisia

Chebbi, Houssem Eddine - International Association of Agricultural Economists - IAAE - 2009

carbon emission using Tunisian data over the period 1971-2004. Cointegration procedure is used to analyze the time series …

Persistent link: https://www.econbiz.de/10010913433

German Rapeseed Oil and Biodiesel Pricing under Changing Market Conditions: A Markov-switching Vector Error Correction Model Approach

Busse, Stefan; Ihle, Rico - International Association of Agricultural Economists - IAAE - 2009

We analyze vertical price transmission in the German biodiesel market studying the relationship between rapeseed oil, soya oil and biodiesel prices. We focus on the period from summer 2002 to late 2007 during which the German biodiesel market developed into the largest market worldwide, mainly...

Persistent link: https://www.econbiz.de/10010913454

Price volatility in ethanol markets

Serra, Teresa; Zilberman, David - International Association of Agricultural Economists - IAAE - 2009

pay attention to the notion of cointegration. Until recently, the methods proposed to estimate cointegration relationships …, have not explicitly considered time varying volatility in the data. Seo (2007) suggests an estimator of the cointegration …

Persistent link: https://www.econbiz.de/10010913510