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Cointegration, Causality and Impulse Response Analysis in Major Apple Markets of India

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  • Beag, F.A.
  • Singla, N.

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  • Beag, F.A. & Singla, N., 2014. "Cointegration, Causality and Impulse Response Analysis in Major Apple Markets of India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 27(2).
    • Handle: RePEc:ags:aerrae:196988
    DOI: 10.22004/ag.econ.196988
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    1. Madhusudan Ghosh, 2011. "Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 36(2), pages 15-37, June.
    2. Erik Hjalmarsson & Pär Österholm, 2010. "Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies," Empirical Economics, Springer, vol. 39(1), pages 51-76, August.
    3. Pavel Vavra & Barry K. Goodwin, 2005. "Analysis of Price Transmission Along the Food Chain," OECD Food, Agriculture and Fisheries Papers 3, OECD Publishing.
    4. Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
    5. Sekhar, C.S.C., 2012. "Agricultural market integration in India: An analysis of select commodities," Food Policy, Elsevier, vol. 37(3), pages 309-322.
    6. Madhusudan Ghosh, 2003. "Spatial Integration of Wheat Markets in India: Evidence from Cointegration Tests," Oxford Development Studies, Taylor & Francis Journals, vol. 31(2), pages 159-171.
    7. Varela, Gonzalo & Aldaz-Carroll, Enrique & Iacovone, Leonardo, 2012. "Determinants of market integration and price transmission in Indonesia," Policy Research Working Paper Series 6098, The World Bank.
    8. Mohammad Mafizur Rahman & Muhammad Shahbaz, 2013. "Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 14(1), pages 59-81, March.
    9. Jayasuriya, Sisira & Kim, Jae H. & Kumar, Parmod, 2007. "International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market," 106th Seminar, October 25-27, 2007, Montpellier, France 7935, European Association of Agricultural Economists.
    10. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    11. Tahir MUKHTAR & Muhammad Tariq JAVED, 2008. "Market Integration In Wholesale Maize Markets In Pakistan," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 8(2), pages 85-98.
    12. Raghbendra Jha & K. V. Bhanu Murthy & Anurag Sharma, 2008. "Market Integration in Wholesale Rice Markets in India," Palgrave Macmillan Books, in: Raghbendra Jha (ed.), The Indian Economy Sixty Years After Independence, chapter 13, pages 233-246, Palgrave Macmillan.
    13. Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September.
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    Cited by:

    1. Julio César Alonso Cifuentes & María Fernanda Bonilla López, 2018. "Integración espacial en el mercado de la guayaba pera en el Valle del Cauca," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 471-494, July.
    2. Everisto Mugocha & Haroon Bhorat, "undated". "Import tariff pass-through effect and the spatial distribution of domestic consumer goods prices: Zimbabwe (2009-2014)," Working Papers 879, Economic Research Southern Africa.
    3. Mahniya Zafar & Naved Hamid & Fatima Arshad, 2020. "Are Agricultural Markets in the Punjab Technically Efficient?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 25(1), pages 89-138, Jan-June.
    4. Bhattacharya, Rudrani & Chowdhury, Sabarni, 2021. "How effective is e-NAM in integrating food commodity prices in India? Evidence from Onion Market," Working Papers 21/336, National Institute of Public Finance and Policy.
    5. Harshana, P.V.S. & Ratnasiri, Shyama, 2023. "Asymmetric price transmission along the supply chain of perishable agricultural commodities: A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).

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    Agricultural and Food Policy;

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