This paper investigates the effects of exchange rate volatility on the rice export flows of Thailand to its major trading partners namely South Africa, China, United States of America, Indonesia, Singapore and Japan for the period 2001:1−2012:12. We use a six-month moving sample standard...

This paper examines price integration in the MERCOSUR countries of Argentina and Brazil after the creation of this regional economic agreement using a fractional cointegration analysis. The results suggest that Argentine wheat and corn prices are fully cointegrated with the corresponding world...

The paper examined the price relationship between cotton and polyester. The results provide strong evidence of long term price transmissions and granger causality between cotton and polyester price as well as the asymmetry transmissions for cotton on cotton, cotton on polyester, and polyester on...

This study examines the relative price of a standard market basket of food items and a market basket of healthier alternatives. Because people in low-income neighborhoods may have fewer grocery stores and transportation alternatives, the effects of store size and competition on the price of a...

Replaced with revised version of paper 07/30/04.

The impacts of market reforms on prices volatility in developing countries are not well understood because analysts have not been able to predict the impacts. This study investigates whether the reforms have exacerbated the degree of spatial volatility of maize price in Tanzania using ARCH-M...

A censored demand system estimator is proposed by extending the sample selection model of Heckman. Censoring is governed by a selection mechanism which avoids the restricitve Tobit parameterization. Results of application to household consumption of beverages suggest the estimator produces...

This study uses revealed preferences of consumers to study the consumer benefits from soy milk. The study specifies and estimates structural demand and reduced form models of competition for different milk types using US supermarket scanner data. The introduction of soy milk is used to estimate...