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Testing for Food Market Integration: A Study of the Vietnamese Paddy Market

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Author Info
Trung, Le Dang
Tam, Tran Ngo Minh
Baulch, Bob
Hansen, Henrik

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Abstract

This study examines whether there is spatial integration between and within paddy markets in the North and South of Vietnam. The empirical model developed uses estimates of transfer costs to generalize Ravallion’s model of spatial market integration to allow for threshold effects. A sequential testing strategy is used to test for market segmentation, the number of thresholds, long-run integration, informational efficiency, and the ‘Law’ of One Price within an error-correction framework. We find no threshold effects and weak evidence of paddy market integration between northern and southern Vietnam. There is, however, evidence of both threshold effects and stronger market integration within the Red and Mekong River deltas. Whenever price spreads exceeds their thresholds at least 60% percent of price changes are transmitted between regional markets within a month. Nonetheless, the instantaneous version of the ‘Law’ of One Price only holds for a few regimes and market pairs. These results suggest that national level policies cannot be relied upon to stabilize or support paddy prices in Vietnam. Instead, policies need to be designed with the specific production, consumption and marketing characteristics of northern and southern Vietnam in mind.

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Paper provided by Agricultural Economics Society in its series 81st Annual Conference, April 2-4, 2007, Reading University with number 7974.

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Date of creation: 2007
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Handle: RePEc:ags:aes007:7974

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Keywords: Marketing;

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  1. Minot, Nicholas & Goletti, Francesco, 2000. "Rice market liberalization and poverty in Viet Nam:," Research reports 114, International Food Policy Research Institute (IFPRI). [Downloadable!]
  2. Meyer, Jochen, 2004. "Measuring market integration in the presence of transaction costs--a threshold vector error correction approach," Agricultural Economics, Blackwell, vol. 31(2-3), pages 327-334, December. [Downloadable!] (restricted)
  3. P. J. Dawson & P. K. Dey, 2002. "Testing for the law of one price: rice market integration in Bangladesh," Journal of International Development, John Wiley & Sons, Ltd., vol. 14(4), pages 473-484. [Downloadable!]
  4. Dwayne Benjamin & Loren Brandt, 2002. "Agriculture and Income Distribution in Rural Vietnam under Economic Reforms: A Tale of Two Regions," Working Papers benjamin-02-01, University of Toronto, Department of Economics. [Downloadable!]
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  5. Richardson, J. David, 1978. "Some empirical evidence on commodity arbitrage and the law of one price," Journal of International Economics, Elsevier, vol. 8(2), pages 341-351, May. [Downloadable!] (restricted)
  6. Christopher F Baum & Richard Sperling, 2000. "DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test," Statistical Software Components S410001, Boston College Department of Economics, revised 16 Dec 2001. [Downloadable!]
  7. Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February. [Downloadable!] (restricted)
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  8. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July. [Downloadable!] (restricted)
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