Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (2) Autor Goetz, Linde (2) Grethe, Harald (1) von Cramon-Taubadel, Stephan (1) Palavra-chave Spatial price transmission (2) Threshold cointegration (2) Vector error correction model (2) Agricultural and Food Policy (1) Demand and Price Analysis (1) Marketing (1) Mais... Tipo do documento Conference Paper or Presentation (2) Ano 2008 (2) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market AgEcon Goetz, Linde; von Cramon-Taubadel, Stephan. We propose a three-step procedure to estimate a regime-dependent vector error correction model (VECM). In this model, not only the short-run adjustment process towards equilibrium is non-linear, as in threshold VECM and Markov switching VECM frameworks, but the long-run equilibrium relationship itself can also display threshold-type non-linearity. The proposed approach is unique in explicitly testing the null hypothesis of linear cointegration against the alternative of threshold cointegration based on the Gonzalo AND PITARAKIS (2006) test. The model is applied to apple price data on wholesale markets in Hamburg and Munich, using the share of domestic apples in total wholesale trade as the threshold variable. We identify four price transmission regimes... Tipo: Conference Paper or Presentation Palavras-chave: Threshold cointegration; Spatial price transmission; Vector error correction model; Marketing. Ano: 2008 URL: http://purl.umn.edu/44247 How effective is the EU Entry Price System for Fresh Fruits and Vegetables? AgEcon Goetz, Linde; Grethe, Harald. The EU protects EU growers of 15 kinds of fresh fruits and vegetables against international competition not only by the means of ad valorem tariffs of up to 20%, but also by the EU entry-price system (EPS), which is designed to restrict imports below the product-specific, politically designated entry price level. This study investigates the influence of the EPS on import prices of fruits and vegetables per product and country of origin. We utilise a unique data set comprising about 60,000 observations of daily synthetic import prices. We develop two indicators for the effectiveness of the EPS, which serve as variables in a cluster analysis identifying four classes differing in the relevance of the EPS. Results suggest that the relevance of the EPS is... Tipo: Conference Paper or Presentation Palavras-chave: Threshold cointegration; Spatial price transmission; Vector error correction model; Agricultural and Food Policy; Demand and Price Analysis. Ano: 2008 URL: http://purl.umn.edu/44063 Registros recuperados: 2 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco