Wheat market integration between Hungary and Germany
AbstractThe aim of this article is to analyse the price transmission between German and Hungarian wheat producer prices using weekly prices. Markov-Switching Vector Error Correction Model (MS-VECM) with three regimes seems to appropriately capture the dynamics in the price relationship.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 19 (2012)
Issue (Month): 8 (May)
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Other versions of this item:
- Bakucs, Lajos Zoltan & Brummer, Bernhard & von Cramon-Taubadel, Stephan & Ferto, Imre, 2008. "Wheat market integration between Hungary and Germany," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44171, European Association of Agricultural Economists.
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