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| Falsafian, Azadeh; Yazdani, Saeed; Moghaddasi, Reza. |
| This paper analyses the asymmetric price transmission and non-linear adjustment at the farm and retail levels in the Iran’s mutton market. We applied a multivariate threshold error correction mechanism for monthly price data. We tested the non-linear adjustment using sup-LR, sup-LM and sup-Wald tests. The results confirm the presence of non-linear cointegration relationship between the retail and farm prices. In short-run, the price transmission behavior reveals that reactions of both the retail and farm prices to positive and negative deviations from the long-run price spread are asymmetric. More specially, the retailers show more strong responses to the both positive and negative shocks imposed to the farmers. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Threshold Cointegration; Non-linearity; Mutton; Price; Iran; Livestock Production/Industries. |
| Ano: 2011 |
URL: http://purl.umn.edu/114363 |
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| Moghaddasi, Reza. |
| This study concentrates on identifying the main influential factors on Iran's share in world pistachios and raisins,as two main agricultural export products,markets.To do so different econometric models are estimated using panel data for the period 1980-2002.The main findings indicate that relative prices (domestic to world) and exchange rate explain the majority of Iran's market share variations.Also volatility of prices has negative effect on market share implying that importer countries are sensitive to price variations. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: International Relations/Trade. |
| Ano: 2007 |
URL: http://purl.umn.edu/7881 |
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