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| Registros recuperados: 77 | |
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| 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 |
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| Amikuzuno, Joseph. |
| Cross-border trade in food commodities within sub-regional economic blocks in Sub-Sahara Africa (SSA) is believed to be faster, cheaper, more convenient and welfare-enhancing than overseas trade between SSA countries and the USA, EU and the BRIC countries. The difficulty of commodity arbitrage across international borders SSA is however a fundamental constraint to price transmission, market integration and the realisation of the welfare-enhancing role of cross-border trade in Africa. This study examines the impact of border and distance on price transmission between tomato markets in Ghana and Burkina-Faso. The analysis applies a regime-switching vector error correction model to estimate semi-weekly, wholesale prices of tomato in four tomato markets in... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Price Transmission; Border; Tomato; Ghana; Burkina-Faso; Agribusiness; C32; Q11; Q13; Q17; Q18. |
| Ano: 2011 |
URL: http://purl.umn.edu/115519 |
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| Amikuzuno, Joseph. |
| Cross-border trade in food commodities within sub-regional economic blocks in Sub-Sahara Africa (SSA) is believed to be faster, cheaper, more convenient and welfare-enhancing than trade between SSA countries and the USA or EU. The difficulty of commodity arbitrage across borders in SSA is however a fundamental impediment to price transmission, market integration and the realisation of the welfare-enhancing role of cross-border trade. This study examines the impact of border and distance on price transmission between tomato in Ghana and Burkina-Faso. The analysis applies a linear and a regime-switching vector error correction model to estimate wholesale prices of tomato in four tomato markets in Ghana and a producer market in Burkina-Faso. The estimated... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Price Transmission; Border; Tomato; Ghana; Burkina-Faso; International Relations/Trade; C32; Q11; Q13; Q17; Q18. |
| Ano: 2011 |
URL: http://purl.umn.edu/108943 |
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| Herrera Hernandez, Jorge. |
| In this document I apply a recently developed econometric technique to prove the existence of common movements between time series. Said methodology is used to test and measure the existence of common cycles between the economies of Mexico and the United States for the 1993-2001 period. It is found that both economies share a common trend and a common cycle. Also, given the existence of one common cycle between these economies, it is found that transitory shocks affecting Mexico’s GDP are more important than when a conventional trend-cycle decomposition methodology is applied. Finally, it is shown that there are efficiency gains in forecasting by considering the common cycle restriction in a bivariate vector error correction model that includes the Mexican... |
| Tipo: Journal Article |
Palavras-chave: Time series models; U.S. GDP; Mexican GDP; C32; O51; O54. |
| Ano: 2004 |
URL: http://purl.umn.edu/43550 |
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| Herrera Hernandez, Jorge. |
| In this document I apply a recently developed econometric technique to prove the existence of common movements between time series. Said methodology is used to test and measure the existence of common cycles between the economies of Mexico and the United States for the 1993-2001 period. It is found that both economies share a common trend and a common cycle. Also, given the existence of one common cycle between these economies, it is found that transitory shocks affecting Mexico’s GDP are more important than when a conventional trend-cycle decomposition methodology is applied. Finally, it is shown that there are efficiency gains in forecasting by considering the common cycle restriction in a bivariate vector error correction model that includes the Mexican... |
| Tipo: Journal Article |
Palavras-chave: Time series models; U.S. GDP; Mexican GDP; C32; O51; O54. |
| Ano: 2004 |
URL: http://purl.umn.edu/43546 |
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| Abitante, Kleber Giovelli. |
| One of the measures of future markets’ efficiency is its linkage with the spot market. The objective of this paper is to verify the existence of a statistical linkage between spot market and the Brazilian Mercantile & Future Exchange (BM&F) live cattle future market and between spot market and the BM&F and Chicago Board of Trade (CBOT) soybean future market. In addition, an efficiency indicator for the BM&F live cattle future market was estimated. With regard to live cattle, the daily time series used was price of the future contracts with maturity month between January/05 and November/05 and for soybean, the price of the future contracts used was with maturity between March 2005 until September 2005 and November 2005. Concerning live... |
| Tipo: Journal Article |
Palavras-chave: Cointegration; Futures markets; Soybean; Live cattle.; Agribusiness; C32; Q1; Q11. |
| Ano: 2008 |
URL: http://purl.umn.edu/61272 |
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| Mallory, Mindy L.; Lence, Sergio H.. |
| This study highlights some problems with using the Johansen cointegration statistics on data containing a negative moving average (NMA) in the error term of the data generating process. We use a Monte Carlo experiment to demonstrate that the asymptotic distribution of the Johansen cointegration statistics is sensitive to the NMA parameters and that using the stated 5% critical values results in severe size distortion. In our experiment, using the asymptotic critical values resulted in empirical size of 76% in the worst case. To date a NMA in the error term was known to cause poor small sample performance of the Johansen cointegration statistics; however our study demonstrates that problems associated with a NMA in the error term do not improve as sample... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Cointegration; Johansen cointegration test; Moving average; Agricultural Finance; Financial Economics; C32; C15. |
| Ano: 2010 |
URL: http://purl.umn.edu/61721 |
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| Ihle, Rico; von Cramon-Taubadel, Stephan; Zorya, Sergiy. |
| This study uses a rich dataset of 85 market pairs between January 2000 and October 2008 for Kenya, Tanzanian and Uganda, the three largest member countries of the East Africa Community, to analyze the factors determining national and cross-national maize price transmission. Although the three countries are members of the community’s customs union and they each claim to pursue maize trade without borders, their agricultural trade policies still differ, thus affecting prices and trade flows to different extents. This analysis extends the existing border effects literature in three ways. First, it assesses the magnitude of price transmission, instead of analyzing trade flows or price variability. Second, distance is shown to have a significant impact on price... |
| Tipo: Journal Article |
Palavras-chave: Border effect; Spatial market integration; Cointegration; Semi-parametric regression; Partially linear model; Eastern Africa; Maize; Demand and Price Analysis; C32; Q11; Q13; Q17; Q18. |
| Ano: 2010 |
URL: http://purl.umn.edu/96184 |
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| Asad Falsafi Zadeh, Neda; Sabouhi Sabouni, Mahmood. |
| In current study, an irrigation examination and acquisition of environmental water in Kor River fields, that is dominated from Doroudzan dam to Bakhtegan Lake, was done by an integrated economy-environmental model. The model was considered by economic, hydrologic and agronomic components. In the economic component, an optimal harvesting of water was done using non-linear programming in two scenarios; with and without environmental water constraint. Solutions from simulation of environmental data in the hydrologic component, was used as initial data in the economic component. In the agronomic component, actual crop yield in wet, normal and dry years was determined using the relationship between crop yield and irrigation water amount. Results showed that,... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Expected Net Income; Hydrology; Non-Linear Programming Model; Deficit Irrigation; Consumer/Household Economics; Environmental Economics and Policy; Farm Management; Food Consumption/Nutrition/Food Safety; Production Economics; Risk and Uncertainty; C32; C61; D42; D61. |
| Ano: 2009 |
URL: http://purl.umn.edu/50258 |
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| Kinnucan, Henry W.. |
| A recent study of Miljkovic, Marsh, and Brester estimates that reductions in the Japanese tariff-rate quota between 1993 and 2001 increased U.S. beef prices by $1.03 per cwt and yen depreciation between 1995 and 1998 reduced U.S. hog prices by $0.99 per cwt. Relaxing the assumption that U.S. beef and hog supplies are fixed cuts the total elasticities underlying these estimates by 50% or more. The upshot is that shocks in the Japanese market have little effect on U.S. beef and pork prices. Hence, producers may be better off focusing on domestic issues such as dietary concerns over red meat consumption. |
| Tipo: Journal Article |
Palavras-chave: Elasticities; Exchange rates; Import demand; Income; Supply response; Tariffs; Q17; F14; C32. |
| Ano: 2004 |
URL: http://purl.umn.edu/43432 |
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| Registros recuperados: 77 | |
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