메뉴 건너뛰기




Volumn 30, Issue 2, 2003, Pages 155-172

Price transmission, BSE and structural breaks in the UK meat sector

Author keywords

BSE; Cointegration; Price transmission; UK meats

Indexed keywords

BOVINAE; LAMB;

EID: 0042233737     PISSN: 01651587     EISSN: None     Source Type: Journal    
DOI: 10.1093/erae/30.2.155     Document Type: Article
Times cited : (36)

References (38)
  • 1
    • 0345273527 scopus 로고    scopus 로고
    • Maple Valley, WA: Aptech Systems Inc.
    • Aptech (2002). GAUSS (Version 5.0). Maple Valley, WA: Aptech Systems Inc.
    • (2002) GAUSS (Version 5.0)
  • 2
    • 0037395602 scopus 로고    scopus 로고
    • Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
    • Ben-David, D., Lumsdaine, R. L. and Papell, D. H. (2003). Unit roots, postwar slowdowns and long-run growth: evidence from two structural breaks. Empirical Economics 28: 303-319.
    • (2003) Empirical Economics , vol.28 , pp. 303-319
    • Ben-David, D.1    Lumsdaine, R.L.2    Papell, D.H.3
  • 4
    • 0000600228 scopus 로고    scopus 로고
    • The structure of changing tastes for meat and fish in Great Britain
    • Burton, M. and Young, T. (1996). The structure of changing tastes for meat and fish in Great Britain. European Review of Agricultural Economics 19: 165-180.
    • (1996) European Review of Agricultural Economics , vol.19 , pp. 165-180
    • Burton, M.1    Young, T.2
  • 5
    • 84981676740 scopus 로고
    • Finite sample sizes of Johansen's likelihood ratio tests for cointegration
    • Cheung, Y.-W. and Lai, K. S. (1993). Finite sample sizes of Johansen's likelihood ratio tests for cointegration. Oxford Bulletin of Economics and Statistics 55: 313-328.
    • (1993) Oxford Bulletin of Economics and Statistics , vol.55 , pp. 313-328
    • Cheung, Y.-W.1    Lai, K.S.2
  • 6
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D. A. and Fuller, W. A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49: 1057-1072.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 7
    • 0344410563 scopus 로고    scopus 로고
    • Evanston, IL: Estima
    • Estima (2000). RATS (Version 5.02). Evanston, IL: Estima.
    • (2000) RATS (Version 5.02)
  • 8
    • 0035048455 scopus 로고    scopus 로고
    • How to deal with intercepts and trend in practical cointegration analysis?
    • Franses, P. H. (2001). How to deal with intercepts and trend in practical cointegration analysis? Applied Economics 33: 577-579.
    • (2001) Applied Economics , vol.33 , pp. 577-579
    • Franses, P.H.1
  • 9
    • 84959776243 scopus 로고
    • The farm-retail price spread in a competitive food industry
    • Gardner, B. L. (1975). The farm-retail price spread in a competitive food industry. American Journal of Agricultural Economics 57: 399-409.
    • (1975) American Journal of Agricultural Economics , vol.57 , pp. 399-409
    • Gardner, B.L.1
  • 11
    • 33748632313 scopus 로고
    • Five alternative methods of estimating long-run equilibrium relationships
    • Gonzalo, J. (1994). Five alternative methods of estimating long-run equilibrium relationships. Journal of Econometrics 60: 203-233.
    • (1994) Journal of Econometrics , vol.60 , pp. 203-233
    • Gonzalo, J.1
  • 12
    • 0008312427 scopus 로고    scopus 로고
    • Residual based tests for cointegration in the presence of regime shifts
    • Gregory, A. W. and Hansen, B. E. (1996). Residual based tests for cointegration in the presence of regime shifts. Journal of Econometrics 70: 99-126.
    • (1996) Journal of Econometrics , vol.70 , pp. 99-126
    • Gregory, A.W.1    Hansen, B.E.2
  • 13
    • 0035995703 scopus 로고
    • Tests for parameter instability in regressions with I(1) processes
    • Hansen, B. E. (1992). Tests for parameter instability in regressions with I(1) processes. Journal of Business and Economic Statistics 10: 45-59.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 45-59
    • Hansen, B.E.1
  • 16
    • 84959764955 scopus 로고
    • Markup pricing in a dynamic model of the food industry
    • Heien, D. M. (1980). Markup pricing in a dynamic model of the food industry. American Journal of Agricultural Economics 62: 10-18.
    • (1980) American Journal of Agricultural Economics , vol.62 , pp. 10-18
    • Heien, D.M.1
  • 19
    • 0000947242 scopus 로고
    • The farm-retail price spread in an imperfectly competitive food industry
    • Holloway, G. J. (1991). The farm-retail price spread in an imperfectly competitive food industry. American Journal of Agricultural Economics 73: 979-999.
    • (1991) American Journal of Agricultural Economics , vol.73 , pp. 979-999
    • Holloway, G.J.1
  • 21
    • 84981621724 scopus 로고
    • Determination of cointegration rank in the presence of a linear trend
    • Johansen, S. (1992). Determination of cointegration rank in the presence of a linear trend. Oxford Bulletin of Economics and Statistics 54: 383-397.
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , pp. 383-397
    • Johansen, S.1
  • 22
    • 0000296390 scopus 로고    scopus 로고
    • Cointegration analysis in the presence of structural breaks in the deterministic trend
    • Johansen, S., Mosconi, R. and Nielsen, B. (2000). Cointegration analysis in the presence of structural breaks in the deterministic trend. Econometrics Journal 3: 216-249.
    • (2000) Econometrics Journal , vol.3 , pp. 216-249
    • Johansen, S.1    Mosconi, R.2    Nielsen, B.3
  • 27
    • 0035164111 scopus 로고    scopus 로고
    • The impact of food scares on price adjustment in the UK beef market
    • Lloyd, T., McCorriston, S., Morgan, C. W. and Rayner, A. J. (2001b). The impact of food scares on price adjustment in the UK beef market. Agricultural Economics 25: 347-357.
    • (2001) Agricultural Economics , vol.25 , pp. 347-357
    • Lloyd, T.1    McCorriston, S.2    Morgan, C.W.3    Rayner, A.J.4
  • 32
    • 0345273528 scopus 로고    scopus 로고
    • accessed 20 July 2001
    • Nielsen, B. (1999). GAMMA program. http://www.nuff.ox.ac.uk/users/ nielsen (accessed 20 July 2001).
    • (1999) GAMMA Program
    • Nielsen, B.1
  • 33
    • 0000899296 scopus 로고
    • The great crash, the oil price shock and the unit root hypothesis
    • Perron, P. (1989). The great crash, the oil price shock and the unit root hypothesis. Econometrica 57: 1361-1401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 34
    • 0001561726 scopus 로고    scopus 로고
    • Further evidence on breaking trend functions in macroeconomic variables
    • Perron, P. (1997). Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics 80: 355-385.
    • (1997) Journal of Econometrics , vol.80 , pp. 355-385
    • Perron, P.1
  • 35
    • 19044371729 scopus 로고
    • Testing for unit roots in autoregressive-moving average models of unknown order
    • Said, S. E. and Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrica 71: 599-607.
    • (1984) Biometrica , vol.71 , pp. 599-607
    • Said, S.E.1    Dickey, D.A.2
  • 36
    • 0033892708 scopus 로고    scopus 로고
    • Structural breaks, cointegration and the farm-retail price spread for lamb
    • Tiffin, R. and Dawson, P. J. (2000). Structural breaks, cointegration and the farm-retail price spread for lamb. Applied Economics 32: 1281-1286.
    • (2000) Applied Economics , vol.32 , pp. 1281-1286
    • Tiffin, R.1    Dawson, P.J.2
  • 37
    • 0032372237 scopus 로고    scopus 로고
    • Estimating asymmetric price transmission with error correction representation: An application to the German pork market
    • von Cramon-Taubadel, S. (1998). Estimating asymmetric price transmission with error correction representation: an application to the German pork market. European Review of Agricultural Economics 25: 1-18.
    • (1998) European Review of Agricultural Economics , vol.25 , pp. 1-18
    • Von Cramon-Taubadel, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.