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Export Restrictions and Smooth Transition Cointegration: Export Quotas for Wheat in Ukraine

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  • Linde Götz
  • Feng Qiu
  • Jean-Philippe Gervais
  • Thomas Glauben

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  • Linde Götz & Feng Qiu & Jean-Philippe Gervais & Thomas Glauben, 2016. "Export Restrictions and Smooth Transition Cointegration: Export Quotas for Wheat in Ukraine," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 398-419, June.
    • Handle: RePEc:bla:jageco:v:67:y:2016:i:2:p:398-419
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    1. John Baffes & Varun Kshirsagar & Donald Mitchell, 2019. "What Drives Local Food Prices? Evidence from the Tanzanian Maize Market," The World Bank Economic Review, World Bank, vol. 33(1), pages 160-184.
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    4. Ivan Djuric & Linde Götz & Thomas Glauben, 2015. "Are Export Restrictions an Effective Instrument to Insulate Domestic Prices Against Skyrocketing World Market Prices? The Wheat Export Ban in Serbia," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 215-228, April.
    5. Will Martin & Kym Anderson, 2012. "Export Restrictions and Price Insulation During Commodity Price Booms," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(2), pages 422-427.
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    7. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2006. "Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models," Econometric Theory, Cambridge University Press, vol. 22(2), pages 279-303, April.
    8. Emma C. Stephens & Edward Mabaya & Stephan von Cramon-Taubadel & Christopher B. Barrett, 2012. "Spatial Price Adjustment with and without Trade," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 453-469, June.
    9. Jesús Gonzalo & Jean‐Yves Pitarakis, 2006. "Threshold Effects in Cointegrating Relationships," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 813-833, December.
    10. Jean-Philippe Gervais, 2011. "Disentangling nonlinearities in the long- and short-run price relationships: an application to the US hog/pork supply chain," Applied Economics, Taylor & Francis Journals, vol. 43(12), pages 1497-1510.
    11. Goetz, Linde & von Cramon-Taubadel, Stephan, 2008. "Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44247, European Association of Agricultural Economists.
    12. Diao, Xinshen & Kennedy, Adam & Mabiso, Athur & Pradesha, Angga, 2013. "Economywide impact of maize export bans on agricultural growth and household welfare in Tanzania: A Dynamic Computable General Equilibrium Model Analysis:," IFPRI discussion papers 1287, International Food Policy Research Institute (IFPRI).
    13. Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
    14. Ghoshray, Atanu, 2010. "Smooth transition effects in price transmission: The case of international wheat export prices," Economics Letters, Elsevier, vol. 106(3), pages 169-171, March.
    15. Saikkonen, Pentti, 1991. "Asymptotically Efficient Estimation of Cointegration Regressions," Econometric Theory, Cambridge University Press, vol. 7(1), pages 1-21, March.
    16. Rico Ihle & Stephan von Cramon-Taubadel & Sergiy Zorya, 2009. "Markov-Switching Estimation of Spatial Maize Price Transmission Processes between Tanzania and Kenya," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1432-1439.
    17. Djuric, Ivan & Gotz, Linde & Glauben, Thomas, 2012. "Export Restrictions On Wheat Markets In Serbia During Global Commodity Price Peaks – Did Consumers Really Benefit?," 2012: New Rules of Trade? December 2012, San Diego, California 143178, International Agricultural Trade Research Consortium.
    18. Serebrennikov, Dmytro & Götz, Linde, 2015. "Bayesian threshold adjustment in spatially integrated wheat markets in Russia," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205742, Agricultural and Applied Economics Association.
    19. Kym Anderson & Signe Nelgen, 2012. "Agricultural trade distortions during the global financial crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(2), pages 235-260, SUMMER.
    20. Saikkonen, Pentti & Choi, In, 2004. "Cointegrating Smooth Transition Regressions," Econometric Theory, Cambridge University Press, vol. 20(2), pages 301-340, April.
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    Cited by:

    1. An, Henry & Qiu, Feng & Zheng, Yanan, 2016. "How do export controls affect price transmission and volatility spillovers in the Ukrainian wheat and flour markets?," Food Policy, Elsevier, vol. 62(C), pages 142-150.
    2. Tleubayev, Alisher & Jamali Jaghdani, Tinoush & Götz, Linde & Svanidze, Miranda, 2021. "The relationship between trade policies and macroeconomic adjustments in the Russian cheese market integration," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 22(3), pages 44-68.
    3. Miranda Svanidze & Linde Götz & Dmytro Serebrennikov, 2022. "The influence of Russia's 2010/2011 wheat export ban on spatial market integration and transaction costs of grain markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 44(2), pages 1083-1099, June.
    4. Hamulczuk, Mariusz & Makarchuk, Oksana & Sica, Edgardo, 2019. "Searching for market integration: Evidence from Ukrainian and European Union rapeseed markets," Land Use Policy, Elsevier, vol. 87(C).
    5. Götz, Linde & Heigermoser, Maximilian & Jamali Jaghdani, Tinoush, 2022. "Russia's food security and impact on agri-food trade," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 115-137.
    6. Götz, Linde & Djuric, Ivan & Nivievskyi, Oleg, 2016. "Regional wheat price effects of extreme weather events and wheat export controls in Russia and Ukraine [Regionale Weizenpreiseffekte von Wetterextremen und Weizenexportkontrollen in Russland und de," IAMO Discussion Papers 154, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    7. Thomas Glauben & Miranda Svanidze & Linde Götz & Sören Prehn & Tinoush Jamali Jaghdani & Ivan Đurić & Lena Kuhn, 2022. "The War in Ukraine, Agricultural Trade and Risks to Global Food Security," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(3), pages 157-163, May.
    8. repec:zbw:iamodp:235157 is not listed on IDEAS
    9. Luca Cattivelli & Federico Antonioli, 2023. "When cointegration is interrupted: Price transmission analysis in the Italian dairy‐feed industry," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 744-761, July.
    10. Chemerys, Vasyl & Dushka, Vitalii & Dorosh, Mariana & Maksym, Volodymyr, 2020. "Export potential of the livestock breeding industry of Ukraine," Agricultural and Resource Economics: International Scientific E-Journal, Agricultural and Resource Economics: International Scientific E-Journal, vol. 6(3), September.
    11. Fan, Jiaping & Anders, Sven & Qiu, Feng, 2022. "Vertical Price Transmission in the Canadian Beef Industry: Does the Canada-US Exchange Rate Matter?," Estey Centre Journal of International Law and Trade Policy, Estey Centre for Law and Economics in International Trade, vol. 23(1), June.
    12. Svanidze, Miranda & Đurić, Ivan, 2021. "Global wheat market dynamics: What is the role of the EU and the Black Sea wheat exporters?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(8).
    13. Zheng, Xuyun & Pan, Zheng, 2022. "Responding to import surges: Price transmission from international to local soybean markets," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 584-597.
    14. Alisher Tleubayev & Tinoush Jamali Jaghdani & Linde Gotz & Miranda Svanidze, 2021. "The relationship between trade policies and macroeconomic adjustments in the Russian cheese market integration," Journal of New Economy, Ural State University of Economics, vol. 22(3), pages 44-68, October.
    15. Miranda Svanidze & Ivan Đurić, 2021. "Global Wheat Market Dynamics: What Is the Role of the EU and the Black Sea Wheat Exporters?," Agriculture, MDPI, vol. 11(8), pages 1-13, August.

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