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	Provedor de dados 31 (4) Autor Ghoshray, Atanu (4) Kejriwal, Mohitosh (1) Lloyd, Tim A. (1) Wohar, Mark E. (1) Palavra-chave International Relations/Trade (3) Cointegration (2) Demand and Price Analysis (2) 013 (1) C22 (1) Crop Production/Industries (1) Irreducible cointegration vectors (1) Maize (1) Market segmentation (1) Marketing (1) Prebisch- Singer Hypothesis (1) Price dynamics (1) Price leadership (1) Price linkages (1) Primary commodity prices (1) Research Methods/ Statistical Methods (1) Structural breaks (1) Threshold adjustment (1) Trend functions (1) Unit roots (1) Mais... Tipo do documento Journal Article (2) Conference Paper or Presentation (1) Presentation (1) Ano 2011 (1) 2006 (2) 2003 (1) País United States (4) Idioma Inglês (4)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation 31 Ghoshray, Atanu; Kejriwal, Mohitosh; Wohar, Mark E.. This paper examines the Prebisch-Singer Hypothesis employing new time se- ries procedures that are robust to the nature of persistence in the commodity price shocks, thereby obviating the need for unit root pretesting. Speci cally, the proce- dures allow consistent estimation of the number of structural breaks in the trend function as well as facilitate the distinction between trend breaks and pure level shifts. In comparison with past studies, we nd fewer cases of commodities that display negative trends thereby weakening the case for the Prebisch-Singer Hypoth- esis. Finally, a new set of powerful unit root tests allowing for structural breaks under both the null and alternative hypotheses is applied to determine whether the underlying commodity price... Tipo: Presentation Palavras-chave: Primary commodity prices; Structural breaks; Trend functions; Prebisch- Singer Hypothesis; Unit roots; Demand and Price Analysis; Marketing; Research Methods/ Statistical Methods; 013; C22. Ano: 2011 URL: http://purl.umn.edu/120387 Long-Run Relationship of U.S. and Argentine Maize Prices 31 Ghoshray, Atanu. This paper examines the relationship between the maize export prices of the United States and Argentina. The results suggest an asymmetric nature of price adjustment. This could be due to the fact that the maize market is characterized by significant concentration. The larger market share of exports by the United States reflects the influences on export price dynamics. The structure of maize trade is such that U.S. markets are largely insulated from influences flowing from Argentina, while Argentine maize prices are not insulated from U.S. influences. Tipo: Journal Article Palavras-chave: Cointegration; Maize; Price dynamics; Threshold adjustment; Demand and Price Analysis; International Relations/Trade. Ano: 2006 URL: http://purl.umn.edu/57701 Market Delineation and Price Leadership in the World Wheat Market: A Cointegration Analysis 31 Ghoshray, Atanu. Wheat types may be classified according to strength, a baking characteristic. Since the demand for wheat is derived demand, the baking characteristic is directly related to end use. Accordingly, the wheat classes that are used in this study are divided into sub-groups according to strength, that is, strong, medium, and weak wheats. Time-series methods are employed to determine how the different classes of wheats are related within each sub-group. The different wheats under the different sub-groups are found to be substitutes to various degrees, but form a robust cointegrating relationship, implying that the wheat prices in these markets are bound together by a long-term equilibrium relationship. Within each of the sub-groups, the U.S. wheats were found to... Tipo: Journal Article Palavras-chave: Cointegration; Wheat; Price leadership; Market segmentation; International Relations/Trade. Ano: 2006 URL: http://purl.umn.edu/10209 PRICE LINKAGES IN THE INTERNATIONAL WHEAT MARKET 31 Ghoshray, Atanu; Lloyd, Tim A.. This paper brings time series techniques to bear on the relationships between the prices of the principal types of wheat traded internationally. In all, the relationships between eleven wheat prices (categorised by wheat quality, harvest date and port of despatch) are scrutinised to uncover the structure of the wheat market implicit in the behaviour its prices reveal. The statistical evidence supports the notion of a highly integrated market that is segmented according to wheat strength-the principal determinant of end-use. Three segments are identified: a market for 'strong' (bread-making) wheat, another for 'weak' (confectionary products-making) wheat and a third for medium strength wheat suitable for unleavened breads and noodles. Whilst... Tipo: Conference Paper or Presentation Palavras-chave: Wheat market; Price linkages; Irreducible cointegration vectors; Crop Production/Industries; International Relations/Trade. Ano: 2003 URL: http://purl.umn.edu/25852 Registros recuperados: 4 Primeira ... 1 ... Última

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