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Seasonality and unit roots: the demand for fruits

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  • Arnade, Carlos
  • Pick, Daniel

Abstract

We apply seasonal unit root tests to apple and pear price and quantity data. We then develop a method for testing shifts in amplitude andjor phase of the seasonal cycles. The results have implications to econometric specifications of models which use short-run data (quarterly, monthly).

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Bibliographic Info

Article provided by Blackwell in its journal Agricultural Economics.

Volume (Year): 18 (1998)
Issue (Month): 1 (January)
Pages: 53-62

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Handle: RePEc:eee:agecon:v:18:y:1998:i:1:p:53-62

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  1. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
  2. Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
  3. Hylleberg, Svend & Jorgensen, Clara & Sorensen, Nils Karl, 1993. "Seasonality in Macroeconomic Time Series," Empirical Economics, Springer, vol. 18(2), pages 321-35.
  4. Canova, Fabio & Hansen, Bruce E, 1995. "Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 237-52, July.
  5. Osborn, Denise R., 1993. "Seasonal cointegration," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 299-303.
  6. Franses, Philip Hans & Paap, Richard, 1995. "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Empirical Economics, Springer, vol. 20(1), pages 109-32.
  7. Boswijk, H Peter & Franses, Philip Hans, 1995. "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, vol. 77(3), pages 436-54, August.
  8. Joseph Beaulieu, J. & Miron, Jeffrey A., 1993. "Seasonal unit roots in aggregate U.S. data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 305-328.
  9. Kunst, Robert M, 1993. "Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series," Empirical Economics, Springer, vol. 18(4), pages 761-76.
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Citations

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Cited by:
  1. Arnade, Carlos A. & Mathews, Kenneth H., Jr. & Jones, Keithly G., 2005. "Derived Demand for Cattle Feeding Inputs," 2005 Annual meeting, July 24-27, Providence, RI 19454, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  2. D. Evans & E. Kula & H. Sezer, 2005. "Regional welfare weights for the UK: England, Scotland, Wales and Northern Ireland," Regional Studies, Taylor & Francis Journals, vol. 39(7), pages 923-937.
  3. Nzaku, Kilungu & Houston, Jack E. & Fonsah, Esendugue Greg, . "Analysis of U.S. Demand for Fresh Fruit and Vegetable Imports," Journal of Agribusiness, Agricultural Economics Association of Georgia.
  4. Nzaku, Kilungu & Houston, Jack E. & Fonsah, Esendugue Greg, 2012. "A Dynamic Application of the AIDS Model to Import Demand for Tropical Fresh Fruits in the USA," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126721, International Association of Agricultural Economists.
  5. Raper, Kellie Curry & Thornsbury, Suzanne & Aguilar, Cristobal, 2009. "Regional Wholesale Price Relationships in the Presence of Counter-Seasonal Imports," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), April.
  6. Nzaku, Kilungu & Houston, Jack E., 2009. "Analysis of U.S. Demand for Fresh Tropical Fruit and Vegetable Imports," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46850, Southern Agricultural Economics Association.
  7. Arnade, Carlos A. & Calvin, Linda & Kuchler, Fred, 2008. "Market Response to a Food Safety Shock: The 2006 Foodborne Illness Outbreak of E. coli O157:H7 Linked to Spinach," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6448, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  8. Baldwin, Katherine L. & Jones, Keithly G., 2012. "U.S. Citrus Import Demand: Seasonality and Substitution," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119741, Southern Agricultural Economics Association.
  9. Ji, Wen, 2000. "Changing Seasonal Patterns In The Poultry Market," 2000 Annual meeting, July 30-August 2, Tampa, FL 21860, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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