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Volumn 23, Issue 4, 1996, Pages 473-486

Testing for price transmission with seasonally integrated producer and consumer price series from agriculture

Author keywords

Agricultural prices; Cointegration; Price transmission; Seasonal integration

Indexed keywords

AGRICULTURAL ECONOMICS; EUROPEAN UNION; PRICE DYNAMICS; SEASONAL INTEGRATION;

EID: 0030318198     PISSN: 01651587     EISSN: None     Source Type: Journal    
DOI: 10.1093/erae/23.4.473     Document Type: Article
Times cited : (13)

References (9)
  • 1
    • 84981601586 scopus 로고
    • Intercommodity price transmittal: Analysis of food markets in Ghana
    • Alderman, H. (1993). Intercommodity price transmittal: Analysis of food markets in Ghana. Oxford Bulletin of Economics and Statistics 55: 44-64.
    • (1993) Oxford Bulletin of Economics and Statistics , vol.55 , pp. 44-64
    • Alderman, H.1
  • 2
    • 0028116284 scopus 로고
    • Cointegration and market integration: An application to the Indonesian rice market
    • Alexander, W. and Wyeth, J. (1993). Cointegration and market integration: An application to the Indonesian rice market. Journal of Development Studies 30: 303-328.
    • (1993) Journal of Development Studies , vol.30 , pp. 303-328
    • Alexander, W.1    Wyeth, J.2
  • 3
    • 0000761197 scopus 로고
    • Does the law of one price really hold for commodity prices?
    • Ardeni, P. G. (1989). Does the law of one price really hold for commodity prices? American Journal of Agricultural Economics 66: 661-669.
    • (1989) American Journal of Agricultural Economics , vol.66 , pp. 661-669
    • Ardeni, P.G.1
  • 4
    • 0342606744 scopus 로고
    • Some further evidence on the law of one price: The law of one price still holds
    • Baffes, J. (1991). Some further evidence on the law of one price: The law of one price still holds. American Journal of Agricultural Economics 68: 1264-1273.
    • (1991) American Journal of Agricultural Economics , vol.68 , pp. 1264-1273
    • Baffes, J.1
  • 5
    • 0010160457 scopus 로고
    • Seasonal unit roots in aggregate US data
    • Beaulieu, J. J. and Miron, J. A. (1993). Seasonal unit roots in aggregate US data. Journal of Econometrics 55: 305-328.
    • (1993) Journal of Econometrics , vol.55 , pp. 305-328
    • Beaulieu, J.J.1    Miron, J.A.2
  • 6
    • 84936947492 scopus 로고
    • Issues involved with the seasonal adjustment of economic time series
    • Bell, W. R. and Hillmer, S. C. (1984). Issues involved with the seasonal adjustment of economic time series. Journal of Business and Economics Statistics 2: 291-320.
    • (1984) Journal of Business and Economics Statistics , vol.2 , pp. 291-320
    • Bell, W.R.1    Hillmer, S.C.2
  • 8
    • 0142100109 scopus 로고
    • Dynamic price relationship for US and EC corn gluten feed and related markets
    • Boyd, M. and Brorsen, B. W. (1987). Dynamic price relationship for US and EC corn gluten feed and related markets. European Review of Agricultural Economics 13(2): 199-215.
    • (1987) European Review of Agricultural Economics , vol.13 , Issue.2 , pp. 199-215
    • Boyd, M.1    Brorsen, B.W.2
  • 9
    • 0038771853 scopus 로고
    • Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis
    • Caines, P., Keng, C. W. and Sethi, S. P. (1981). Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis. Journal of Economic Dynamic Control 2: 329-352.
    • (1981) Journal of Economic Dynamic Control , vol.2 , pp. 329-352
    • Caines, P.1    Keng, C.W.2    Sethi, S.P.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.