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	Provedor de dados AgEcon (5) ArchiMer (1) Autor Ben Kaabia, Monia (3) Gil, Jose Maria (2) Ailliot, Pierre (1) Boshnjaku, L. (1) Caporale, Guglielmo Maria (1) Gil Roig, Jose Maria (1) Gil-Alana, Luis A. (1) Huettel, Silke (1) Margarian, Anne (1) Prevosto, Marc (1) Raillard, Nicolas (1) von Schlippenbach, Vanessa (1) Mais... Palavra-chave Asymmetries (6) Demand and Price Analysis (3) C32 (2) Lamb (2) Price transmission (2) Spain (2) Agricultural and Food Policy (1) Asimetrías (1) Capacity allocation (1) Cointegración por umbrales (1) E32 (1) FIR estimation (1) Farm Management (1) Fractional Integration (1) High-order spectrum (1) L11 (1) L12 (1) Labor and Human Capital (1) Land Economics/Use (1) Land market (1) Mais... Tipo do documento Conference Paper or Presentation (3) Journal Article (1) Text (1) Working or Discussion Paper (1) Ano 2015 (1) 2010 (1) 2008 (1) 2005 (1) 2004 (1) 2002 (1) Mais... País United States (5) France (1) Idioma Inglês (5) Espanhol (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 6 Primeira ... 1 ... Última Modeling process asymmetries with Laplace moving average ArchiMer Raillard, Nicolas; Prevosto, Marc; Ailliot, Pierre. Many records in environmental science exhibit asymmetries: for example in shallow water and with variable bathymetry, the sea wave time series shows front–back asymmetries and different shapes for crests and troughs. In such situation, numerical models are available but their computational cost and complexity are high. A stochastic process aimed at modeling such asymmetries has recently been proposed, the Laplace moving average process, which consists in applying a linear filter on a non-Gaussian noise built using the generalized Laplace distribution. The objective is to propose a new non-parametric estimator for the kernel involved in the definition of this process. Results based on a comprehensive numerical study will be shown in order to evaluate the... Tipo: Text Palavras-chave: Laplace moving average; Non-linear time series; FIR estimation; Splines; High-order spectrum; Asymmetries. Ano: 2015 URL: http://archimer.ifremer.fr/doc/00201/31189/29588.pdf Asymetric Price Transmission in the Spanish Lamb Sector AgEcon Ben Kaabia, Monia; Gil, Jose Maria. This paper aims to investigate the non-linear adjustments of prices between farm and retail prices in the lamb sector in Spain. The methodology used is based on the multivariate approach to specify and estimate a three-regime Threshold Autoregressive Model. Results indicate that in the long-run price transmission is perfect and any supply or demand shocks are fully transmitted along the marketing chain. In the short-run, price adjustments between the farm and the retail levels are asymmetric and are representative of a demand-pull transmission mechanism. On the other hand, retailers benefit from any shock, whether positive or negative, that affects supply or demand conditions. Tipo: Conference Paper or Presentation Palavras-chave: Asymmetries; Lamb; Spain; Price transmission; Demand and Price Analysis; Livestock Production/Industries. Ano: 2005 URL: http://purl.umn.edu/24631 Asimetrías en la transmisión de precios en el sector del tomate en España AgEcon Ben Kaabia, Monia; Gil Roig, Jose Maria. RESUMEN: El objetivo de este trabajo consiste en analizar el proceso de transmisión de precios a lo largo de la cadena comercial en el sector del tomate en España. Para ello se han considerado el precio percibido por el productor y el pagado por el consumidor. El enfoque metodológico adoptado se basa en la estimación de un Vector de Corrección del Error con umbrales. Los resultados indican que, a largo plazo, los dos precios son homogéneos. Sin embargo, en el corto plazo las reacciones de precios, tanto en velocidad como en magnitud, son asimétricas. Es más, los resultados indican que los detallistas se benefician (en el sentido de que son capaces de aumentar el margen comercial) de cualquier shock, ya sea positivo o negativo, que afecte tanto a las... Tipo: Journal Article Palavras-chave: Asimetrías; Cointegración por umbrales; Precios; Tomate; Threshold cointegration; Prices; Tomato; Asymmetries; Demand and Price Analysis; Research Methods/ Statistical Methods; C32; Q13. Ano: 2008 URL: http://purl.umn.edu/37189 Non-Linearities and Fractional Integration in the US Unemployment Rate AgEcon Caporale, Guglielmo Maria; Gil-Alana, Luis A.. This paper proposes a model of the US unemployment rate which accounts for both its asymmetry and its long memory. Our approach, based on the tests of Robinson (1994), introduces fractional integration and nonlinearities simultaneously into the same framework (unlike earlier studies employing a sequential procedure), using a Lagrange Multiplier procedure with a standard limit distribution. The empirical results suggest that the US unemployment rate can be specified in terms of a fractionally integrated process, which interacts with some non-linear functions of the labour demand variables (real oil prices and real interest rates). We also find evidence of a long-memory component. Our results are consistent with a hysteresis model with path dependency rather... Tipo: Working or Discussion Paper Palavras-chave: Unemployment; Asymmetries; Nonlinearities; Fractional Integration; Persistence; Long Memory; Labor and Human Capital; C32; E32. Ano: 2004 URL: http://purl.umn.edu/26232 Price Transmission Asymmetries in the Spanish Lamb Sector AgEcon Ben Kaabia, Monia; Gil, Jose Maria; Boshnjaku, L.. The analysis of asymmetries in the price transmission mechanism at different levels of the marketing chain provides some interesting information about the degree of competition in vertical related markets. The objective of this paper is to investigate the non-linear adjustments of prices along the lamb sector in Spain. The methodology used is based on the multivariate approach to specify and estimate a Threshold Autoregressive Model. Price relationships at farm, wholesale and retail levels are considered. Results indicate that in the long-run price transmission is perfect and any supply or demand shocks are fully transmitted to all prices in the system. In the shortrun, analyses suggest that the high degree of horizontal concentration among retailers allow... Tipo: Conference Paper or Presentation Palavras-chave: Price transmission; Asymmetries; TAR models; Lamb; Spain; Demand and Price Analysis. Ano: 2002 URL: http://purl.umn.edu/24908 Regional asymmetries in farm size AgEcon Huettel, Silke; Margarian, Anne; von Schlippenbach, Vanessa. This paper explores how the initial farm size structure affects the exit decision of farms inducing free land capacities, and the allocation of the newly available land resources to the remaining farms in a particular region. We model an agricultural market where large and small firms first decide whether to leave the market or not; in case of continuing in production the farms compete for getting access to additional land resources in a Vickrey auction. We find that larger farms allocate more additional quantity than small farms; the latter are more likely to leave the market. An empirical illustration gives further support and reveals the relation between farm size structure, farm exits and growth of the large. Tipo: Conference Paper or Presentation Palavras-chave: Asymmetries; Land market; Capacity allocation; Vickrey auction; Agricultural and Food Policy; Farm Management; Land Economics/Use; L11; L12; Q12. Ano: 2010 URL: http://purl.umn.edu/62046 Registros recuperados: 6 Primeira ... 1 ... Última

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