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	Provedor de dados AgEcon (8) Autor Li, Xianghong (2) Xia, Tian (2) Amikuzuno, Joseph (1) Araujo-Enciso, Sergio Rene (1) Blayney, Donald P. (1) Goodwin, Barry K. (1) Hahn, William F. (1) Harper, Daniel C. (1) Ihle, Rico (1) Nakajima, Toru (1) Stewart, Hayden (1) Mais... Palavra-chave Asymmetric price transmission (8) Demand and Price Analysis (6) Industrial Organization (3) Research Methods/ Statistical Methods (3) C32 (2) Cointegration (2) Livestock Production/Industries (2) Q11 (2) Q13 (2) Agricultural and Food Policy (1) Beef (1) C30 (1) Co-integration (1) Consumption inertia (1) Crop Production/Industries (1) Dairy prices (1) Demand characteristics (1) Error correction term (1) Error correction (1) Error correction models (1) Mais... Tipo do documento Conference Paper or Presentation (5) Journal Article (3) Ano 2011 (2) 2010 (3) 2009 (2) 2000 (1) País United States (8) Idioma Inglês (8)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 8 Primeira ... 1 ... Última Asymmetric Price Transmission and Demand Characteristics AgEcon Xia, Tian; Li, Xianghong. Through analyzing the effect of a demand characteristic, this paper investigates the reasons for the market phenomenon that farm and/or wholesale price changes are transmitted asymmetrically to retail markets. Tipo: Conference Paper or Presentation Palavras-chave: Asymmetric price transmission; Demand characteristics; Industrial Organization. Ano: 2009 URL: http://purl.umn.edu/49400 Consumption Inertia and Asymmetric Price Transmission AgEcon Xia, Tian; Li, Xianghong. We propose consumption inertia as a new explanation for asymmetric price transmission. Inertia in consumer demand enlarges retailers’ gains in gross profits from raising prices in response to higher wholesale prices and reduces gains from decreasing prices in response to lower wholesale prices. Thus, consumption inertia can cause asymmetries in price transmission whereby retailers are more willing to change their prices, and change them more quickly, in response to wholesale price increases as opposed to wholesale price decreases. Tipo: Journal Article Palavras-chave: Asymmetric price transmission; Consumption inertia; Market power; Retail pricing; Demand and Price Analysis. Ano: 2010 URL: http://purl.umn.edu/93210 Dynamic and Asymmetric Adjustment in Beef and Pork Prices AgEcon Hahn, William F.. Beef and pork prices at farm, wholesale and retail are examined for evidence of a dynamic and asymmetric price transmission using an endogenous switching model. Dynamic adjustment means that it take time for prices to adjust to changes in the market. Price transmission is asymmetric if the speed or completeness of price adjustment depends on the direction that the price or a related price is moving. Some of the previous research on price transmission in agricultural markets attempts to use market power abuses as an explanation of price-transmission asymmetry. Other research shows that price transmission asymmetry can arise in competitive markets and that competitive and anti-competitive issues can make prices adjust faster upwards or downwards. By... Tipo: Conference Paper or Presentation Palavras-chave: Asymmetric price transmission; Beef; Pork; Demand and Price Analysis; Industrial Organization; Research Methods/ Statistical Methods; C30. Ano: 2010 URL: http://purl.umn.edu/61135 Estimation of Asymmetric Price Adjustment in the U.S. Soybean Trade Using Rolling TAR: The Relation with Market Structure AgEcon Nakajima, Toru. The threshold autoregressive (TAR) model by Enders and Granger (1998) and Enders and Siklos (2001) is a popular econometric model that estimates asymmetric price transmission (APT) with non-stationary time series data. However, empirical studies have not considered much the arbitrariness of sample period selection and possible temporal variation of parameters or asymmetry. The purpose of this study is to estimate the APT from the U.S. domestic soybean prices to the export prices using the TAR model, and to trace the changes of APT using rolling woindow methodology of TAR. Another purpose is to analyze the relation between the APT and the market structure in the world soybean trade. The hypothesis is that the APT was positive, which means that the U.S.... Tipo: Conference Paper or Presentation Palavras-chave: Asymmetric price transmission; TAR model; Rolling window; U.S. soybeans; Market structure; Demand and Price Analysis; Industrial Organization; International Relations/Trade; Marketing; Research Methods/ Statistical Methods. Ano: 2011 URL: http://purl.umn.edu/103403 Evidence of non-linear price transmission between maize markets in Mexico and the US AgEcon Araujo-Enciso, Sergio Rene. The present work provides evidence that non linear co-integration between Mexico and the US maize prices exists, at country and regional level. The models suggest that Mexican prices adjust at changes in US prices. Despite asymmetry was statistically rejected, it is likely that it might occur for thriving parameters different that zero in the error correction term. The results suggest on which way the research might be improved in order to assess such co-integration relationship accurately. Tipo: Conference Paper or Presentation Palavras-chave: Co-integration; Asymmetric price transmission; Vector error correction model; Error correction term; Loading parameter; Mexico; US; Maize; Agricultural and Food Policy; Food Security and Poverty; Research Methods/ Statistical Methods; C32; Q11; Q13. Ano: 2009 URL: http://purl.umn.edu/51366 PRICE TRANSMISSION, THRESHOLD BEHAVIOR, AND ASYMMETRIC ADJUSTMENT IN THE U.S. PORK SECTOR AgEcon Goodwin, Barry K.; Harper, Daniel C.. The US pork sector has experienced many significant structural changes in recent years. Such changes may have influenced price dynamics and transmission of shocks through marketing channels. We investigate linkages among farm, wholesale, and retail markets using weekly price data for the period covering 1987 through 1998. Our analysis uses a threshold cointegration model that permits asymmetric adjustment to positive and negative price shocks. Our results reveal important asymmetries. Our results are consistent with existing literature which has determined that price adjustment patterns are unidirectional and that information tends to flow from farm, to wholesale, to retail markets. Tipo: Journal Article Palavras-chave: Asymmetric price transmission; Vertical price transmission; Error correction; Thresholds; Pork markets; Demand and Price Analysis; Livestock Production/Industries. Ano: 2000 URL: http://purl.umn.edu/15308 Retail Dairy Prices Fluctuate with the Farm Value of Milk AgEcon Stewart, Hayden; Blayney, Donald P.. Farm milk prices tend to be volatile. Dairy farmers, industry pundits, and policymakers further tend to react to price volatility with alarm. One point of concern is the response of retail prices. This study investigates farm-to-retail price transmission in the 2000s for whole milk and cheddar cheese. Results show that price shocks at the farm gate are transmitted with delay and asymmetry to retail. Differences in the nature of price transmission for whole milk and cheddar cheese prices are also identified. Tipo: Journal Article Palavras-chave: Asymmetric price transmission; Cointegration; Dairy prices; Error correction models; Demand and Price Analysis; Livestock Production/Industries. Ano: 2011 URL: http://purl.umn.edu/117772 Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method AgEcon Amikuzuno, Joseph; Ihle, Rico. We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by studying Ghanaian tomato markets which are characterized by pronounced seasonality in production and trade flows. We analyse the tomato markets of Ghana by simultaneously regarding its five most important markets, Navrongo, Techiman, Kumasi, Tamale and Accra, in a multivariate asymmetric price transmission framework. The estimation of the model is based on a unique dataset and on a modified version of the Johansen estimation procedure which is suitable for estimating such multivariate models. We estimate the price transmission parameters for four regimes which are a combination of the seasonal patterns in trade flows and asymmetries in the... Tipo: Conference Paper or Presentation Palavras-chave: Asymmetric price transmission; Cointegration; Ghana; Regime-dependent model; Seasonality; Tomato; Vector error-correction model; Crop Production/Industries; Demand and Price Analysis; C32; Q11; Q13; F14; F15. Ano: 2010 URL: http://purl.umn.edu/96814 Registros recuperados: 8 Primeira ... 1 ... Última

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