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Examining Export Volatility, Structural Breaks in Price Volatility and Linkages between Domestic and Export Prices of Onion in India

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  • Paul, R.K.
  • Saxena, R.
  • Chaurasia, S.
  • Zeeshan
  • Rana, S.

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  • Paul, R.K. & Saxena, R. & Chaurasia, S. & Zeeshan & Rana, S., 2015. "Examining Export Volatility, Structural Breaks in Price Volatility and Linkages between Domestic and Export Prices of Onion in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 28(Conferenc).
    • Handle: RePEc:ags:aerrae:229311
    DOI: 10.22004/ag.econ.229311
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    References listed on IDEAS

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    1. Granger, C. W. J., 1988. "Causality, cointegration, and control," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 551-559.
    2. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
    3. Nelson, Daniel B & Cao, Charles Q, 1992. "Inequality Constraints in the Univariate GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 229-235, April.
    4. Pavel Vavra & Barry K. Goodwin, 2005. "Analysis of Price Transmission Along the Food Chain," OECD Food, Agriculture and Fisheries Papers 3, OECD Publishing.
    5. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    6. Abdul Ghafoor & Khalid Mustafa & Khalid Mushtaq & Abedullah, 2009. "Cointegration and Causality: An Application to Major Mango Markets in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(1), pages 85-113, Jan-Jun.
    7. Varela, Gonzalo & Aldaz-Carroll, Enrique & Iacovone, Leonardo, 2012. "Determinants of market integration and price transmission in Indonesia," Policy Research Working Paper Series 6098, The World Bank.
    8. P. B. R. Hazell & M. Jaramillo & A. Williamson, 1990. "The Relationship Between World Price Instability And The Prices Farmers Receive In Developing Countries," Journal of Agricultural Economics, Wiley Blackwell, vol. 41(2), pages 227-241, May.
    9. Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521634809.
    10. Mohammad Mafizur Rahman & Muhammad Shahbaz, 2013. "Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 14(1), pages 59-81, March.
    11. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    12. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    13. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
    14. Ang, Andrew & Bekaert, Geert, 2002. "Regime Switches in Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 163-182, April.
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    Cited by:

    1. Dan, Bin & Lei, Ting & Zhang, Xumei & Liu, Molin & Ma, Songxuan, 2023. "Modeling of the subsidy policy in fresh produce wholesale markets under yield uncertainty," Economic Modelling, Elsevier, vol. 126(C).
    2. Ranjit Kumar Paul & Tanmoy Karak, 2022. "Asymmetric Price Transmission: A Case of Wheat in India," Agriculture, MDPI, vol. 12(3), pages 1-17, March.
    3. Paul, R.K. & Saxena, R. & Bhat, S.A., 2016. "How Price Signals in Pulses are Transmitted across Regions and Value Chain? Examining Horizontal and Vertical Market Price Integration for Major Pulses in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 29(Conferenc).

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    Agricultural and Food Policy;

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