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The influence of prices on market participation decisions of indigenous poultry farmers in four districts of Eastern Province, Kenya

Mailu, Stephen; Wachira, Ann - 2009

Over 70% of the domesticated birds in Kenya are indigenous chicken (IC) providing meat and table eggs. They are frequently raised through the free range, backyard production system. Small flock sizes are characteristic of this production system and often, sales are mainly at the farmgate....

Persistent link: https://www.econbiz.de/10015220807

Comercialização de Produtos Agropecuários em Alagoas: Um Estudo de Margem de Comercialização e Transmissão de Preços

Jeferson da Conceição Silva, José; Maia Gomes Lages, … - 2010

This study aims to analyze the empirical results of marketing margins and price transmission of some agricultural … that with the price transmission of the two products tested there is greater difficulty in passing on the producer price … final product price. Moreover, the greater perishability of lettuce influences the results significantly. …

Persistent link: https://www.econbiz.de/10015226141

Causality and Efficiency in the Coffee Futures Market

Kebede, Yohannes - 1992

. Tests of causality indicated that futures prices strongly influence variations in spot price eight weeks or more to maturity … spot to futures. Risk constancy or neutrality, equality of risk premium and spot price, and efficiency were rejected for … and marketing decisions (e.g., ≥ 77 weeks) on the basis of futures market price can result in misallocation of resources …

Persistent link: https://www.econbiz.de/10015247738

Volatility models versus intensity models: analogy and differences

Aknouche, Abdelhakim; Dimitrakopoulos, Stefanos - 2024

We consider two popular classes of volatility models, the generalized autoregressive conditional heteroscedastic (GARCH) model and the stochastic volatility (SV) model. We compare these two models with two classes of intensity models, the integer-valued GARCH (INGARCH) model and the...

Persistent link: https://www.econbiz.de/10015214374

Interpreting interaction terms in linear and non-linear models: A cautionary tale

Drichoutis, Andreas - 2011

Interaction terms are often misinterpreted in the empirical economics literature by assuming that the coefficient of interest represents unconditional marginal changes. I present the correct way to estimate conditional marginal changes in a series of non-linear models including (ordered)...

Persistent link: https://www.econbiz.de/10015228435

On an integer-valued stochastic intensity model for time series of counts

Aknouche, Abdelhakim; Dimitrakopoulos, Stefanos - 2020

We propose a broad class of count time series models, the mixed Poisson integer-valued stochastic intensity models. The proposed specification encompasses a wide range of conditional distributions of counts. We study its probabilistic structure and design Markov chain Monte Carlo algorithms for...

Persistent link: https://www.econbiz.de/10015231562

The Interaction Effect in a Nonlinear Specification of Bank Lending: A Reexamination of ``Unnatural Selection"

Inoue, Hitoshi; Nakashima, Kiyotaka; Takahashi, Koji - 2018

Peek and Rosengren (2005) suggested the mechanism of ``unnatural selection,'' where Japanese banks with impaired capital increase credit to low-quality firms because of their motivation to pursue balance sheet cosmetics. In this study, we reexamine this mechanism in terms of the interaction...

Persistent link: https://www.econbiz.de/10015261637

Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series

Aknouche, Abdelhakim; Dimitrakopoulos, Stefanos - 2021

We propose a multiplicative autoregressive conditional proportion (ARCP) model for (0,1)-valued time series, in the spirit of GARCH (generalized autoregressive conditional heteroscedastic) and ACD (autoregressive conditional duration) models. In particular, our underlying process is defined as...

Persistent link: https://www.econbiz.de/10015262339

Макроэкономические факторы банкротства компаний обрабатывающей отрасли в Российской Федерации

Bekirova, Olga; Zubarev, Andrey - 2022

rate or the price of Brent oil in real terms lead to an increase in the forecast power of the base model with internal … factors only. The growth in the key interest rate and the price of oil increases the probability of a corporate default. …

Persistent link: https://www.econbiz.de/10015268762

Эконометрический анализ факторов банкротств российских компаний в обрабатывающем секторе

Bekirova, Olga; Zubarev, Andrey - 2022

This work is devoted to the analysis of the factors influencing the bankruptcy of the Russian manufacturing industry companies for the period from 2012 to 2020. Logistic regression was used as an econometric tool for the modelling the probability of companies’ default. According to the...

Persistent link: https://www.econbiz.de/10015268763