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A Multivariate Quantile Approach for Testing Asymmetric Price Transmission in a Joint Production Process

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  • Yang, Yao
  • Karali, Berna

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  • Yang, Yao & Karali, Berna, 2024. "A Multivariate Quantile Approach for Testing Asymmetric Price Transmission in a Joint Production Process," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Preprint), January.
    • Handle: RePEc:ags:jlaare:338995
    DOI: 10.22004/ag.econ.338995
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    References listed on IDEAS

    as
    1. Jean‐Paul Chavas & Fanghui Pan, 2020. "The Dynamics and Volatility of Prices in a Vertical Sector," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 353-369, January.
    2. Robert J. Barro, 1972. "A Theory of Monopolistic Price Adjustment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 39(1), pages 17-26.
    3. Severin Borenstein & A. Colin Cameron & Richard Gilbert, 1997. "Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(1), pages 305-339.
    4. Bulutay, Muhammed & Hales, David & Julius, Patrick & Tasch, Weiwei, 2021. "Imperfect tacit collusion and asymmetric price transmission," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 584-599.
    5. Céline Bonnet & Sofia B. Villas-Boas, 2016. "An analysis of asymmetric consumer price responses and asymmetric cost pass-through in the French coffee market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(5), pages 781-804.
    6. Boswijk, H. Peter, 1995. "Efficient inference on cointegration parameters in structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 133-158, September.
    7. Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
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