메뉴 건너뛰기




Volumn 9, Issue 1, 2003, Pages 69-78

Mean spillover effects in agricultural prices: Evidence from changes in policy regimes

Author keywords

[No Author keywords available]

Indexed keywords


EID: 76449109106     PISSN: 10830898     EISSN: 1573966X     Source Type: Journal    
DOI: 10.1007/BF02295303     Document Type: Article
Times cited : (2)

References (20)
  • 3
    • 33846324290 scopus 로고    scopus 로고
    • Incomplete transmission of coffee bean prices: Evidence from the Netherlands
    • Bettendorf, L.; Verboven, F. "Incomplete Transmission of Coffee Bean Prices: Evidence from The Netherlands," European Review of Agricultural Economics, 27, 2000, pp. 1-16.
    • (2000) European Review of Agricultural Economics , vol.27 , pp. 1-16
    • Bettendorf, L.1    Verboven, F.2
  • 5
    • 84991182460 scopus 로고
    • The impact of inflation on prices received and paid by greek farmers
    • Daouli, J.; Demousis, M. "The Impact of Inflation on Prices Received and Paid by Greek Farmers," Journal of Agricultural Economics, 40, 1989, pp. 232-9.
    • (1989) Journal of Agricultural Economics , vol.40 , pp. 232-239
    • Daouli, J.1    Demousis, M.2
  • 6
    • 0038799293 scopus 로고
    • Relative prices and money: Further results for the United States
    • Devadoss, S.; Meyers, W. H. "Relative Prices and Money: Further Results for the United States," American Journal of Agricultural Economics, 69, 1987, pp. 838-42.
    • (1987) American Journal of Agricultural Economics , vol.69 , pp. 838-842
    • Devadoss, S.1    Meyers, W.H.2
  • 7
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with unit root
    • Dickey, D. A.; Fuller, W. A. "Likelihood Ratio Statistics for Autoregressive Time Series with Unit Root," Econometrica, 49, 1981, pp. 1057-72.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 8
    • 0000129772 scopus 로고
    • Testing price equations for stability across spectral frequency bands
    • Engle, R. F. "Testing Price Equations for Stability Across Spectral Frequency Bands," Economertica, 46, 1978, pp. 869-81.
    • (1978) Economertica , vol.46 , pp. 869-881
    • Engle, R.F.1
  • 9
    • 77950065073 scopus 로고    scopus 로고
    • European Commission IP/98/258, Strasbourg/Brussels, March 18
    • European Commission. Agenia 2000: The Legislative Proposals, IP/98/258, Strasbourg/Brussels, March 18, 1998.
    • (1998) Agenia 2000: The Legislative Proposals
  • 10
    • 0032696934 scopus 로고    scopus 로고
    • Price transmission and asymmetric adjustment in the U.S. beef sector
    • Goodwin, B. K.; Holt, M. T. "Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector," American Journal of Agricultural Economics, 81, 1999, pp. 630-7.
    • (1999) American Journal of Agricultural Economics , vol.81 , pp. 630-637
    • Goodwin, B.K.1    Holt, M.T.2
  • 11
    • 0346208190 scopus 로고
    • Wholesale and retail process: Bivariate time- series modeling with forecastable error variances
    • in Belsley and Kuhn, eds., Cambridge, MA: MIT Press
    • Granger, C. W.; Robbins, R. P.; Engle, R. F. "Wholesale and Retail Process: Bivariate Time- Series Modeling with Forecastable Error Variances," in Belsley and Kuhn, eds., Model Reliability, Cambridge, MA: MIT Press, 1986.
    • (1986) Model Reliability
    • Granger, C.W.1    Robbins, R.P.2    Engle, R.F.3
  • 12
    • 0009969096 scopus 로고
    • The relationship between wholesale and consumer prices
    • Guthrie, R. S. "The Relationship Between Wholesale and Consumer Prices," Southern Economic Journal, 47, 1981, pp. 1046-55.
    • (1981) Southern Economic Journal , vol.47 , pp. 1046-1055
    • Guthrie, R.S.1
  • 13
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on comtegration with applications to the demand for money
    • Johansen, S.; Juselius, K. "Maximum Likelihood Estimation and Inference on Comtegration with Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, 52, 1990, pp. 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 14
    • 84985668678 scopus 로고
    • Farm input, farm output and retail food prices: A cointegration analysis
    • Larue, B, "Farm Input, Farm Output and Retail Food Prices: A Cointegration Analysis," Canadian Journal of Agricultural Economics, 39, 1991, pp. 335-53.
    • (1991) Canadian Journal of Agricultural Economics , vol.39 , pp. 335-353
    • Larue, B.1
  • 15
    • 84991113763 scopus 로고
    • Statistical analysis of price transmission in the European Union
    • Palaskas, T. B. "Statistical Analysis of Price Transmission in the European Union," Journal of Agricultural Economics, 46, 1995, pp. 61-9.
    • (1995) Journal of Agricultural Economics , vol.46 , pp. 61-69
    • Palaskas, T.B.1
  • 16
    • 0009970841 scopus 로고
    • The lag relationship between wholesale and consumer prices
    • Silver, J. L.; Wallace, T. D. "The Lag Relationship Between Wholesale and Consumer Prices," Journal of Econometrics, 12, 1980, pp. 375-87.
    • (1980) Journal of Econometrics , vol.12 , pp. 375-387
    • Silver, J.L.1    Wallace, T.D.2
  • 17
    • 0013223421 scopus 로고
    • On the interactions between the variances of money supply, agricultural prices and industrial prices
    • Varangis, P. N. "On the Interactions Between the Variances of Money Supply, Agricultural Prices and Industrial Prices," Greek Economic Review, 14, 1992, pp. 129-49.
    • (1992) Greek Economic Review , vol.14 , pp. 129-149
    • Varangis, P.N.1
  • 18
    • 0032372237 scopus 로고    scopus 로고
    • Estimating asymmetric price transmission with error correction representation: An application to the german pork market
    • von Cramon-Taubadel, S. "Estimating Asymmetric Price Transmission with Error Correction Representation: An Application to the German Pork Market," European Review of Agricultural Economics, 25, 1998, pp. 1-18.
    • (1998) European Review of Agricultural Economics , vol.25 , pp. 1-18
    • Von Cramon-Taubadel, S.1
  • 19
    • 0032390891 scopus 로고    scopus 로고
    • Inflation, agricultural prices and economic convergence in Greece
    • Zanias, G. P. "Inflation, Agricultural Prices and Economic Convergence in Greece," European Review of Agricultural Economics, 25, 1998, pp. 19-29.
    • (1998) European Review of Agricultural Economics , vol.25 , pp. 19-29
    • Zanias, G.P.1
  • 20
    • 28444488750 scopus 로고
    • Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
    • Zivot, E.; Andrews, D. W. K. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business and Economic Statistics, 10, 1992, pp. 251-70.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.W.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.