메뉴 건너뛰기




Volumn 33, Issue 3, 2006, Pages 415-436

Local polynomial fitting and spatial price relationships: Price transmission in EU pork markets

Author keywords

Non parametric methods; Pork markets; Price transmission

Indexed keywords

SUS SCROFA;

EID: 33748808417     PISSN: 01651587     EISSN: 14643618     Source Type: Journal    
DOI: 10.1093/erae/jbl013     Document Type: Article
Times cited : (69)

References (50)
  • 1
    • 0034536802 scopus 로고    scopus 로고
    • Spatial price transmission and asymmetry in the Ghanaian maize market
    • Abdulai, A. (2000). Spatial price transmission and asymmetry in the Ghanaian maize market. Journal of Development Economics 63: 327-349.
    • (2000) Journal of Development Economics , vol.63 , pp. 327-349
    • Abdulai, A.1
  • 2
    • 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 71: 661-669.
    • (1989) American Journal of Agricultural Economics , vol.71 , pp. 661-669
    • Ardeni, P.G.1
  • 4
    • 0000600958 scopus 로고    scopus 로고
    • Market analysis methods: Are our enriched toolkits well-suited to enlivened markets?
    • Barrett, C. B. (1996). Market analysis methods: Are our enriched toolkits well-suited to enlivened markets? American Journal of Agricultural Economics 78: 825-829.
    • (1996) American Journal of Agricultural Economics , vol.78 , pp. 825-829
    • Barrett, C.B.1
  • 5
    • 0036250334 scopus 로고    scopus 로고
    • Distinguishing between equilibrium and integration in spatial price analysis
    • Barrett, C. B. and Li, J. R. (2002). Distinguishing between equilibrium and integration in spatial price analysis. American Journal of Agricultural Economics 84: 292-307.
    • (2002) American Journal of Agricultural Economics , vol.84 , pp. 292-307
    • Barrett, C.B.1    Li, J.R.2
  • 6
    • 0031411841 scopus 로고    scopus 로고
    • Transfer costs, spatial arbitrage, and testing for food market integration
    • Baulch, R. J. (1997). Transfer costs, spatial arbitrage, and testing for food market integration. American Journal of Agricultural Economics 79: 477-487.
    • (1997) American Journal of Agricultural Economics , vol.79 , pp. 477-487
    • Baulch, R.J.1
  • 7
    • 0000705602 scopus 로고
    • Inventories and sticky prices: More on microfoundations of macroeconomics
    • Blinder, A. S. (1982). Inventories and sticky prices: more on microfoundations of macroeconomics. American Economic Review 72: 365-400.
    • (1982) American Economic Review , vol.72 , pp. 365-400
    • Blinder, A.S.1
  • 9
  • 10
    • 45549110576 scopus 로고
    • Regression by local fitting: Methods, properties and computational algorithms
    • Cleveland, W. S., Devlin, S. J. and Grosse, E. (1988). Regression by local fitting: methods, properties and computational algorithms. Journal of Econometrics 37: 87-114.
    • (1988) Journal of Econometrics , vol.37 , pp. 87-114
    • Cleveland, W.S.1    Devlin, S.J.2    Grosse, E.3
  • 11
    • 0024997761 scopus 로고
    • Influence of trade policies on price integration in the world beef market
    • Dries, M. A. and Unnevehr, L. J. (1990). Influence of trade policies on price integration in the world beef market. Agricultural Economics 4: 73-89.
    • (1990) Agricultural Economics , vol.4 , pp. 73-89
    • Dries, M.A.1    Unnevehr, L.J.2
  • 14
    • 33748769106 scopus 로고    scopus 로고
    • European Commission (2005). Agricultural Markets-Prices. http://europa.eu.int/comm/agriculture/publi/prices/index_en.htm. Accessed 15 January 2005.
    • (2005) Agricultural Markets - Prices
  • 16
    • 70350090645 scopus 로고    scopus 로고
    • Spatial market integration
    • G. Rausser and B. Gardner (eds). Amsterdam, NL: Elsevier Publishing
    • Fackler, P. L. and Goodwin, B. K. (2001). Spatial market integration. In G. Rausser and B. Gardner (eds), Handbook of Agricultural Economics. Amsterdam, NL: Elsevier Publishing, 971-1024.
    • (2001) Handbook of Agricultural Economics , pp. 971-1024
    • Fackler, P.L.1    Goodwin, B.K.2
  • 19
    • 0000887734 scopus 로고
    • Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation
    • Fan, J. and Gijbels, I. (1995). Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation. Journal of the Royal Statistical Society. Series B(Methodological) 57: 371-394.
    • (1995) Journal of the Royal Statistical Society. Series B(Methodological) , vol.57 , pp. 371-394
    • Fan, J.1    Gijbels, I.2
  • 22
    • 0036211272 scopus 로고    scopus 로고
    • Mechanical refrigeration and the integration of perishable commodity markets
    • Goodwin, B. K., Grennes, T. and Craig, L. (2002). Mechanical refrigeration and the integration of perishable commodity markets. Explorations in Economic History 39: 154-182.
    • (2002) Explorations in Economic History , vol.39 , pp. 154-182
    • Goodwin, B.K.1    Grennes, T.2    Craig, L.3
  • 23
  • 24
    • 85008737535 scopus 로고
    • Cointegration tests and spatial market linkages in regional cattle markets
    • Goodwin, B. K. and Schroeder, T. C. (1991). Cointegration tests and spatial market 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
  • 27
  • 28
    • 0000204696 scopus 로고
    • Växelkursens grundval vid pappersmyntfot
    • Heckscher, E. F. (1916). Växelkursens grundval vid pappersmyntfot. Ekonomisk Tidskrift 18: 309-312.
    • (1916) Ekonomisk Tidskrift , vol.18 , pp. 309-312
    • Heckscher, E.F.1
  • 30
    • 0001354983 scopus 로고    scopus 로고
    • Smoothing parameter selection in non-parametric regression using an improved Akaike information criterion
    • Hurvich, C. M. and Simonoff, J. S. (1998). Smoothing parameter selection in non-parametric regression using an improved Akaike information criterion. Journal of the Royal Statistical Society, Series B, 60: 271-293.
    • (1998) Journal of the Royal Statistical Society, Series B , vol.60 , pp. 271-293
    • Hurvich, C.M.1    Simonoff, J.S.2
  • 32
    • 0001255105 scopus 로고
    • Asymmetry in farm-retail price transmission for major dairy products
    • Kinnucan, H. W. and Forker, O. D. (1987). Asymmetry in farm-retail price transmission for major dairy products. American Journal of Agricultural Economics 69: 307-328.
    • (1987) American Journal of Agricultural Economics , vol.69 , pp. 307-328
    • Kinnucan, H.W.1    Forker, O.D.2
  • 33
    • 0035604461 scopus 로고    scopus 로고
    • Threshold cointegration and non-linear adjustment to the law of one price
    • Lo, M. C. and Zivot, E. (2001). Threshold cointegration and non-linear adjustment to the law of one price. Macroeconomic Dynamics 5: 533-576.
    • (2001) Macroeconomic Dynamics , vol.5 , pp. 533-576
    • Lo, M.C.1    Zivot, E.2
  • 38
    • 0031541876 scopus 로고    scopus 로고
    • Non-linear aspects of goods-market arbitrage and adjustment: Heckscher's commodity points revisited
    • Obstfeld, M. and Taylor, A. M. (1997). Non-linear aspects of goods-market arbitrage and adjustment: Heckscher's commodity points revisited. Journal of the Japanese and International Economies 11: 441-479.
    • (1997) Journal of the Japanese and International Economies , vol.11 , pp. 441-479
    • Obstfeld, M.1    Taylor, A.M.2
  • 39
    • 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
  • 40
    • 0035122703 scopus 로고    scopus 로고
    • Price transmission analysis: A flexible methodological approach applied to European pork and lamb markets
    • Sanjuán, A. I. and Gil, J. M. (2001). Price transmission analysis: a flexible methodological approach applied to European pork and lamb markets. Applied Economics 33: 123-131.
    • (2001) Applied Economics , vol.33 , pp. 123-131
    • Sanjuán, A.I.1    Gil, J.M.2
  • 41
    • 2542422262 scopus 로고    scopus 로고
    • Regional integration of nineteenth century U.S. egg markets
    • Serra, T. and Goodwin, B. K. (2004). Regional integration of nineteenth century U.S. egg markets. Journal of Agricultural Economics 55: 59-74.
    • (2004) Journal of Agricultural Economics , vol.55 , pp. 59-74
    • Serra, T.1    Goodwin, B.K.2
  • 43
    • 84923053681 scopus 로고
    • Specification, estimation, and evaluation of smooth transition autoregressive models
    • Teräsvirta, T. (1994). Specification, estimation, and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association 89: 208-218.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 208-218
    • Teräsvirta, T.1
  • 44
    • 0035609646 scopus 로고    scopus 로고
    • Non-linear error correction and the UK demand for broad money, 1878-1993
    • Teräsvirta, T. and Eliasson, A. C. (2001). Non-linear error correction and the UK demand for broad money, 1878-1993. Journal of Applied Econometrics 16: 277-288.
    • (2001) Journal of Applied Econometrics , vol.16 , pp. 277-288
    • Teräsvirta, T.1    Eliasson, A.C.2
  • 46
    • 84950428199 scopus 로고
    • Testing and modeling threshold autoregressive processes
    • Tsay, R. (1989). Testing and modeling threshold autoregressive processes. Journal of the American Statistical Association 84: 231-240.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 231-240
    • Tsay, R.1
  • 47
    • 0027768477 scopus 로고
    • Testing for integration in European Community agricultural product markets
    • Zanias, G. P. (1993). Testing for integration in European Community agricultural product markets. Journal of Agricultural Economics 44: 418-427.
    • (1993) Journal of Agricultural Economics , vol.44 , pp. 418-427
    • Zanias, G.P.1
  • 48
    • 28444488750 scopus 로고
    • Further evidence on the great crash, the oil price shock and the unit root hypothesis
    • Zivot, E. and Andrews, D. W. K. (1992). Further evidence on the great crash, the oil price shock and the unit root hypothesis. Journal of Business and Economic Statistics 10: 251-270.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.W.K.2
  • 50
    • 0022169102 scopus 로고
    • Competitive storage, rational expectations, and short-run food price determination
    • Wohlgenant, M. K. (1985). Competitive storage, rational expectations, and short-run food price determination. American Journal of Agricultural Economics 67: 739-748.
    • (1985) American Journal of Agricultural Economics , vol.67 , pp. 739-748
    • Wohlgenant, M.K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.