메뉴 건너뛰기




Volumn 218, Issue 1-2, 1999, Pages 85-106

The Identification of Asymmetric Price Transmission Processes with Integrated Time Series;Identifikation asymmetrischer Preisanpassungsprozesse für integrierte Zeitreihen

Author keywords

Asymmetric price transmission; Integrated series; World wheat market

Indexed keywords


EID: 0347786510     PISSN: 00214027     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (23)

References (45)
  • 1
    • 0028116284 scopus 로고
    • Cointegration and Market Integration: An Application to the Indonesian Rice Market
    • Alexander, C., J. Wyeth (1994), Cointegration and Market Integration: An Application to the Indonesian Rice Market, The Journal of Development Studies, 30, 303-328.
    • (1994) The Journal of Development Studies , vol.30 , pp. 303-328
    • Alexander, C.1    Wyeth, J.2
  • 7
    • 0347447191 scopus 로고    scopus 로고
    • Estimating asymmetric price transmission with the error correction representation: An application to the German pork market
    • im Druck
    • v. Cramon-Taubadel, S. (1997), Estimating asymmetric price transmission with the error correction representation: An application to the German pork market. European Review of Agricultural Economics, im Druck.
    • (1997) European Review of Agricultural Economics
    • V. Cramon-Taubadel, S.1
  • 11
    • 0000013567 scopus 로고
    • Co-integration and Error Correction: Representation, Estimation and Testing
    • Engle, R. F., C. W. J. Granger (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
  • 12
    • 0000544220 scopus 로고
    • Cointegration, Exogeneity and Policy Analysis: An Overview
    • Ericsson, N. R. (1992), Cointegration, Exogeneity and Policy Analysis: An Overview. Journal of Policy Modelling, 14, 251-280.
    • (1992) Journal of Policy Modelling , vol.14 , pp. 251-280
    • Ericsson, N.R.1
  • 13
    • 85008737535 scopus 로고
    • Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets
    • Goodwin, B. K., T. C. Schroeder (1991), Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets, American Journal of Agricultural Economics, 73, 452-464.
    • (1991) American Journal of Agricultural Economics , vol.73 , pp. 452-464
    • Goodwin, B.K.1    Schroeder, T.C.2
  • 14
    • 84986349431 scopus 로고
    • Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-Symmetric Error Correction Models
    • Granger, C. W. J., T.-H. Lee (1989), Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-Symmetric Error Correction Models. Journal of Applied Econometrics, 4, 145-159.
    • (1989) Journal of Applied Econometrics , vol.4 , pp. 145-159
    • Granger, C.W.J.1    Lee, T.-H.2
  • 17
    • 38149146514 scopus 로고
    • Asymmetry in Beef, Lamb, and Pork Farm-Retail Price Transmission in Australia
    • Griffith, G. R., N. E. Piggott (1994), Asymmetry in Beef, Lamb, and Pork Farm-Retail Price Transmission in Australia. Agricultural Economics, 10, 307-316.
    • (1994) Agricultural Economics , vol.10 , pp. 307-316
    • Griffith, G.R.1    Piggott, N.E.2
  • 18
    • 0003630248 scopus 로고
    • Price Transmission Asymmetry in Pork and Beef Markets
    • Hahn, W. F. (1990), Price Transmission Asymmetry in Pork and Beef Markets, Agricultural Economics Research, 42, 2-30.
    • (1990) Agricultural Economics Research , vol.42 , pp. 2-30
    • Hahn, W.F.1
  • 19
  • 21
    • 0000137941 scopus 로고
    • An Approach to Specifying and Estimating Nonreversible Functions
    • Houck, P. J. (1977), An Approach to Specifying and Estimating Nonreversible Functions. American Journal of Agricultural Economics, 59, 570-572.
    • (1977) American Journal of Agricultural Economics , vol.59 , pp. 570-572
    • Houck, P.J.1
  • 22
    • 0004321628 scopus 로고    scopus 로고
    • wöchentlich, verschiedene Ausgaben
    • IWC, International Wheat Council. Grain Market Report, wöchentlich, verschiedene Ausgaben.
    • Grain Market Report
  • 25
  • 27
    • 34247480179 scopus 로고
    • Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root
    • Kwiatkowski, D., P. C. P. Phillips, P. Schmidt, Y. Shin (1992), Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root. Journal of Econometrics, 54, 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.P.2    Schmidt, P.3    Shin, Y.4
  • 28
    • 0010676283 scopus 로고
    • A Further Note on the Detection of Granger Instantaneous Causality
    • Layton, A. P. (1984), A Further Note on the Detection of Granger Instantaneous Causality, Journal of Time Series Analysis, 5, 15-18.
    • (1984) Journal of Time Series Analysis , vol.5 , pp. 15-18
    • Layton, A.P.1
  • 30
    • 0342449240 scopus 로고    scopus 로고
    • Spatial Food Market Integration in Russia
    • Institut für Ernährungswirtschaft und Verbrauchslehre der Christian-Albrechts-Universität zu Kiel
    • Loy, J.-P., P. Wehrheim (1996), Spatial Food Market Integration in Russia. Diskussionsbeitrag aus der Reihe "The Russian Food Economy in Transition", Institut für Ernährungswirtschaft und Verbrauchslehre der Christian-Albrechts-Universität zu Kiel.
    • (1996) Diskussionsbeitrag aus der Reihe "the Russian Food Economy in Transition"
    • Loy, J.-P.1    Wehrheim, P.2
  • 34
    • 84995266665 scopus 로고
    • Price Asymmetry and Marketing Margin Behavior: An Example for California-Arizona Citrus
    • Pick, D. H., J. Karrenbrock, H. F. Carman (1990), Price Asymmetry and Marketing Margin Behavior: An Example for California-Arizona Citrus, Agribusiness, 6, 75-84.
    • (1990) Agribusiness , vol.6 , pp. 75-84
    • Pick, D.H.1    Karrenbrock, J.2    Carman, H.F.3
  • 35
    • 0000308535 scopus 로고
    • Time Series Regression with a Unit Root
    • Phillips, P. C. B. (1987), Time Series Regression with a Unit Root, Econometrics, 55, 277-301.
    • (1987) Econometrics , vol.55 , pp. 277-301
    • Phillips, P.C.B.1
  • 36
    • 0010715406 scopus 로고
    • The Characterisations of Instantaneous Causality: A Correction
    • Price, J. M. (1979), The Characterisations of Instantaneous Causality: A Correction, Journal of Econometrics, 10, 253-256.
    • (1979) Journal of Econometrics , vol.10 , pp. 253-256
    • Price, J.M.1
  • 38
    • 0021865942 scopus 로고
    • Causality Tests and Functional Form Sensitivity
    • Roberts, D. L., S. Nord (1985), Causality Tests and Functional Form Sensitivity. Applied Economics, 17, 135-141.
    • (1985) Applied Economics , vol.17 , pp. 135-141
    • Roberts, D.L.1    Nord, S.2
  • 39
    • 0000031376 scopus 로고
    • Trends and Random Walks in Macroeconomic Time Series: A Reaximanition
    • Rudebush, G. D. (1992), Trends and Random Walks in Macroeconomic Time Series: A Reaximanition. International Economic Review, 33, 661-680.
    • (1992) International Economic Review , vol.33 , pp. 661-680
    • Rudebush, G.D.1
  • 40
    • 0001226337 scopus 로고    scopus 로고
    • Cointegration Tests with Conditional Heteroscedasticity
    • Tae-Hwy, L., Y. Tse (1996), Cointegration Tests with Conditional Heteroscedasticity. Journal of Econometrics, 73, 401-410.
    • (1996) Journal of Econometrics , vol.73 , pp. 401-410
    • Tae-Hwy, L.1    Tse, Y.2
  • 42
    • 84890181033 scopus 로고
    • Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables
    • Ward, R. W. (1982), Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables. American Journal of Agricultural Economics, 62, 205-212.
    • (1982) American Journal of Agricultural Economics , vol.62 , pp. 205-212
    • Ward, R.W.1
  • 43
    • 84959742156 scopus 로고
    • Positivistic Measures of Aggregate Supply Elasticities: Some New Approaches - Some Critical Notes
    • Wolffram, R. (1971), Positivistic Measures of Aggregate Supply Elasticities: Some New Approaches - Some Critical Notes. American Journal of Agricultural Economics, 53, 356-359.
    • (1971) American Journal of Agricultural Economics , vol.53 , pp. 356-359
    • Wolffram, R.1
  • 45
    • 84995256170 scopus 로고
    • Peanut Price Transmission Asymmetry in Peanut Butter
    • Zhang, P., S. M. Fletcher, D. H. Carley (1995), Peanut Price Transmission Asymmetry in Peanut Butter. Agribusiness, 11, 13-20.
    • (1995) Agribusiness , vol.11 , pp. 13-20
    • Zhang, P.1    Fletcher, S.M.2    Carley, D.H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.