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Mandatory Versus Voluntary Price Reporting: An Empirical Investigation Of The Market Transparency Controversy

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Author Info
Fausti, S.W.
Keimig, R.
Diersen, M.
Kim, H.
Santos, J.

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Abstract

The ability of the former voluntary price reporting system to generate market transparency in U.S. livestock markets was called into question by producer groups and academic research prior to the new federal system of mandatory price reporting being implemented. The market transpareny issue is investigated by comparing price data collected from the former AMS voluntary price reporting system to mandatory price reporting data for live slaughter steers collected by the State of South Dakota before the advent of the new federal system. The relationship between a set of public price report series and the South Dakota mandatory price series is analyzed using cointegration techniques. The empirical findings indicate a strong long-run and short-run integrated relationship between the mandatory price series and a majority of the selected public price reports. We conclude that in the cash market for live steers in South Dakota, the former voluntary price reporting system did foster market transparency and aided in the price discovery process.

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Publisher Info
Paper provided by Southern Agricultural Economics Association in its series 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama with number 35139.

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Date of creation: 2003
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Handle: RePEc:ags:saeatm:35139

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Keywords: Marketing;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June. [Downloadable!] (restricted)
  2. Savin, N Eugene & White, Kenneth J, 1978. "Testing for Autocorrelation with Missing Observations," Econometrica, Econometric Society, vol. 46(1), pages 59-67, January. [Downloadable!] (restricted)
  3. Bastian, Chris T. & Koontz, Stephen R. & Menkhaus, Dale J., 2001. "Will Mandatory Price Reporting Improve Pricing And Production Efficiency In An Experimental Market For Fed Cattle?," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18969, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  4. Anderson, John D. & Ward, Clement E. & Koontz, Stephen R. & Peel, Derrell S. & Trapp, James N., 1998. "Experimental Simulation Of Public Information Impacts On Price Discovery And Marketing Efficiency In The Fed Cattle Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(01), July. [Downloadable!]
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