메뉴 건너뛰기




Volumn 20, Issue 3, 1999, Pages 253-262

Seasonality and spatial integration in agricultural (product) markets

Author keywords

European Union; Market integration; Seasonal co integration; Wheat

Indexed keywords

AGRICULTURAL ECONOMICS; AGRICULTURAL MARKET; AGRICULTURAL PRICE; EUROPEAN UNION; WHEAT;

EID: 0033010396     PISSN: 01695150     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-5150(99)00006-7     Document Type: Article
Times cited : (15)

References (18)
  • 1
    • 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? Am. J. Agric. Econ. 71, 661-669.
    • (1989) Am. J. Agric. Econ. , vol.71 , pp. 661-669
    • Ardeni, P.G.1
  • 2
    • 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. Am. J. Agric. Econ. 73, 1264-1273.
    • (1991) Am. J. Agric. Econ. , vol.73 , pp. 1264-1273
    • Baffes, J.1
  • 3
    • 0344569001 scopus 로고    scopus 로고
    • Commission of the European Communities. Eurostat, Agricultural Prices, various issues
    • Commission of the European Communities. Eurostat, Agricultural Prices, various issues.
  • 4
    • 0010160457 scopus 로고
    • Seasonal unit roots in aggregate US data
    • Beaulieu, J.J., Miron, J.A., 1993. Seasonal unit roots in aggregate US data. J. Econometrics 55, 305-328.
    • (1993) J. Econometrics , vol.55 , pp. 305-328
    • Beaulieu, J.J.1    Miron, J.A.2
  • 5
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation estimation and testing
    • Engle, R.F., Granger, C.W.J., 1987. Co-integration and error correction: representation estimation and testing. Econometrica 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 6
    • 38249025912 scopus 로고
    • Merging short-and long-run forecasts: An application of seasonal co-integration to monthly electricity sales forecasting
    • Engle, R.F., Granger, C.W.J., Hallman, J., 1989. Merging short-and long-run forecasts: an application of seasonal co-integration to monthly electricity sales forecasting. J. Econometrics 40, 45-62.
    • (1989) J. Econometrics , vol.40 , pp. 45-62
    • Engle, R.F.1    Granger, C.W.J.2    Hallman, J.3
  • 7
    • 44949269299 scopus 로고
    • Seasonal co-integration. the Japanese consumption function
    • Engle, R.F., Granger, C.W.J., Hylleberg, S., Lee, H.S., 1993. Seasonal co-integration. The Japanese consumption function. J. Econometrics 55, 275-298.
    • (1993) J. Econometrics , vol.55 , pp. 275-298
    • Engle, R.F.1    Granger, C.W.J.2    Hylleberg, S.3    Lee, H.S.4
  • 8
    • 45949119851 scopus 로고
    • Forecasting and testing in co-integrated systems
    • Engle, R.F., Yoo, B.S., 1987. Forecasting and testing in co-integrated systems. J. Econometrics 35, 143-159.
    • (1987) J. Econometrics , vol.35 , pp. 143-159
    • Engle, R.F.1    Yoo, B.S.2
  • 9
    • 84963093128 scopus 로고
    • A revised test of the law of one price using rational expectations
    • Goodwin, B., Grennes, T., Wohlgenant, M., 1990. A revised test of the law of one price using rational expectations. Am. J. Agric. Econ. 72, 682-693.
    • (1990) Am. J. Agric. Econ. , vol.72 , pp. 682-693
    • Goodwin, B.1    Grennes, T.2    Wohlgenant, M.3
  • 11
    • 0037757076 scopus 로고
    • Some recent generalisations of co-integration and the analysis of long-run relationships
    • Engle, R.F., Granger, C.W.J. (Eds.), Oxford University Press, Oxford
    • Granger, C.W.J., 1991. Some recent generalisations of co-integration and the analysis of long-run relationships. In: Engle, R.F., Granger, C.W.J. (Eds.), Long-Run Economic Relationships. Oxford University Press, Oxford.
    • (1991) Long-Run Economic Relationships
    • Granger, C.W.J.1
  • 13
    • 0002378331 scopus 로고
    • Critical values for co-integration tests
    • Engle, R.F., Granger, C.W.J. (Eds.), Oxford University Press, Oxford
    • MacKinnon, J., 1991. Critical values for co-integration tests. In: Engle, R.F., Granger, C.W.J. (Eds.), Long-Run Economic Relationships. Oxford University Press, Oxford.
    • (1991) Long-Run Economic Relationships
    • MacKinnon, J.1
  • 14
    • 0005544969 scopus 로고
    • Seasonality adjustment when both deterministic and stochastic seasonality are present
    • Zellner, A. (Ed.), Bureau of the Census, Washington
    • Pierce, D., 1976. Seasonality adjustment when both deterministic and stochastic seasonality are present. In: Zellner, A. (Ed.), Seasonal Analysis of Economic Time Series. Bureau of the Census, Washington.
    • (1976) Seasonal Analysis of Economic Time Series
    • Pierce, D.1
  • 15
    • 85008746183 scopus 로고
    • Market integration, efficiency of arbitrage, and imperfect competition: Methodology and application to US celery
    • Sexton, R.J., Kling, C.L., Carman, H.F., 1991. Market integration, efficiency of arbitrage, and imperfect competition: methodology and application to US celery. Am. J. Agric. Econ. 72, 568-580.
    • (1991) Am. J. Agric. Econ. , vol.72 , pp. 568-580
    • Sexton, R.J.1    Kling, C.L.2    Carman, H.F.3
  • 16
    • 0000769775 scopus 로고
    • Asymptotic properties of least squares estimators of co-integrated vectors
    • Stock, J.H., 1987. Asymptotic properties of least squares estimators of co-integrated vectors. Econometrica 55, 1035-1056.
    • (1987) Econometrica , vol.55 , pp. 1035-1056
    • Stock, J.H.1
  • 17
    • 0345431125 scopus 로고
    • Report prepared for the Commission of the European Communities. EC Commission, Brussels
    • Tangerman, S., 1992. Agricultural Price Trends in the EC. Report prepared for the Commission of the European Communities. EC Commission, Brussels.
    • (1992) Agricultural Price Trends in the ec
    • Tangerman, S.1
  • 18
    • 0027768477 scopus 로고
    • Testing for integration in the EC agricultural product markets
    • Zanias, G.P., 1993. Testing for integration in the EC agricultural product markets. J. Agric. Econ. 44, 418-427.
    • (1993) J. Agric. Econ. , vol.44 , pp. 418-427
    • Zanias, G.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.