Taiwan's retail and farm prices were examined for unit roots at various seasonal frequencies. The results show that no unit roots exist at any seasonal frequency. Additionally, a unit root exists at the zero frequency in marketing margins, reflecting that retail and farm prices are not co-integrated at the long-run frequency.
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Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 1998 Annual meeting, August 2-5, Salt Lake City, UT with number
20982.
Length: Date of creation: 1998 Date of revision: Handle: RePEc:ags:aaea98:20982
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