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A Note on Tests for Market Integration in a Multivariate Non-Stationary Framework

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  • Ana I. Sanjuán
  • Jose M. Gil

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  • Ana I. Sanjuán & Jose M. Gil, 2001. "A Note on Tests for Market Integration in a Multivariate Non-Stationary Framework," Journal of Agricultural Economics, Wiley Blackwell, vol. 52(2), pages 113-121.
  • Handle: RePEc:bla:jageco:v:52:y:2001:i:2:p:113-121
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    References listed on IDEAS

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    1. Gary W. Brester & Barry K. Goodwin, 1993. "Vertical and Horizontal Price Linkages and Market Concentration in the U.S. Wheat Milling Industry," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 15(3), pages 507-519.
    2. John Baffes, 1991. "Some Further Evidence on the Law of One Price: The Law of One Price Still Holds," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(4), pages 1264-1273.
    3. Barry K. Goodwin, 1992. "Multivariate Cointegration Tests and the Law of one Price: A Clarification and Correction," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 14(2), pages 337-338.
    4. Schroeder, Ted C. & Goodwin, Barry K., 1990. "Regional Fed Cattle Price Dynamics," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(01), July.
    5. Barry K. Goodwin & Ted C. Schroeder, 1991. "Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 452-464.
    6. Pier Giorgio Ardeni, 1989. "Does the Law of One Price Really Hold for Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(3), pages 661-669.
    7. G. P. Zanias, 1993. "Testing For Integration In European Community Agricultural Product Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(3), pages 418-427.
    8. Johansen, Soren & Juselius, Katarina, 1994. "Identification of the long-run and the short-run structure an application to the ISLM model," Journal of Econometrics, Elsevier, vol. 63(1), pages 7-36, July.
    9. Barry K. Goodwin, 1992. "Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 14(1), pages 117-124.
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    Cited by:

    1. Liu, Qinghua & Wang, H. Holly, 2003. "Market Integration Test For Pacific Egg Markets," 2003 Annual meeting, July 27-30, Montreal, Canada 21934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Nga, Nguyen Thi Duong & Lantican, Flordeliza A., 1. "Spatial Integration of Rice Markets in Vietnam," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 6(1).
    3. Javier Escobal & Arturo Vásquez, 2005. "Market integration for agricultural output markets in Peru: the role of public infrastructure," Urban/Regional 0507003, EconWPA.
    4. Harvey, David R., 2004. "European Perspective On Market Integration," North American Agrifood Integration: Situation and Perspectives, May 2004, Cancun, Mexico 16734, Farm Foundation.
    5. Escobal, Javier, 2005. "The Role of Public Infraestructure in Market Development in Rural Peru," MPRA Paper 727, University Library of Munich, Germany.
    6. Araujo-Encisco, Sergio, 2011. "Analisis de transmision de precios entre los mercados de maiz mexicanos y el mercado estadounidense: metodos lineales y no lineales," Revista Española de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 229.

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