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Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework

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Author Info
Surajit Deb (Ram Lal Anand College (Evening), University of Delhi, Benite Zuarez Road, New Delhi 110021, India)
Abstract

This paper examines the presence of stochastic trend in various domestic terms of trade (TOT) series in India. Results suggest that underlying data generating processes of TOT are non-stationary. Subsequently, we investigate the presence of long-run relationship(s) in the agricultural supply response model through cointegration analysis. The error correction estimates suggest that short-run output adjustments in agriculture are not related to TOT changes in a causal manner. However, short-run deviations in TOT create error-correction in the long-term output adjustments through changes in technology (irrigation). This may imply that agricultural growth can respond better if price incentives are combined with investments in irrigation.

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Publisher Info
Article provided by Department of Economics, Delhi School of Economics in its journal Indian Economic Review.

Volume (Year): 40 (2005)
Issue (Month): 1 (January)
Pages: 65-92
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Handle: RePEc:dse:indecr:v:40:y:2005:i:1:p:65-92

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Related research
Keywords: Domestic terms of trade; Agricultural supply response; Unit root; Cointegration;

Find related papers by JEL classification:
Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions

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