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Structural Change and Long-run Relationships between US and EU Wheat Export Prices

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  • M. R. Barassi
  • A. Ghoshray

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  • M. R. Barassi & A. Ghoshray, 2007. "Structural Change and Long-run Relationships between US and EU Wheat Export Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 58(1), pages 76-90, February.
    • Handle: RePEc:bla:jageco:v:58:y:2007:i:1:p:76-90
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    File URL: http://hdl.handle.net/10.1111/j.1477-9552.2007.00081.x
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    References listed on IDEAS

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    1. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
    2. Jacinto F. Fabiosa, 1999. "Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime," Center for Agricultural and Rural Development (CARD) Publications 99-wp218, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    3. Jacinto F. Fabiosa, 1999. "Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 99-wp218, Center for Agricultural and Rural Development (CARD) at Iowa State University.
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    Cited by:

    1. Listorti, Giulia & Esposti, Roberto, 2008. "Making the world market price endogenous within the AGMEMOD modelling framework: an econometric solution," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6659, European Association of Agricultural Economists.
    2. Giulia LISTORTI, 2008. "Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets," Working Papers 318, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. Goetz, Linde & von Cramon-Taubadel, Stephan, 2008. "Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44247, European Association of Agricultural Economists.
    4. Götz, Linde & Glauben, Thomas & Brümmer, Bernhard, 2013. "Wheat export restrictions and domestic market effects in Russia and Ukraine during the food crisis," Food Policy, Elsevier, vol. 38(C), pages 214-226.
    5. Balcilar, Mehmet & Hammoudeh, Shawkat & Asaba, Nwin-Anefo Fru, 2015. "A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 72-89.
    6. Listorti, Giulia & Esposti, Roberto, 2012. "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(1), pages 1-28, April.
    7. A Ghoshray, 2009. "Nonlinear Price Transmission in Wheat Export Prices," Department of Economics Working Papers 11/09, University of Bath, Department of Economics.
    8. Feng, Siyi J. & Patton, Myles, 2013. "Evolvement of Market Integration between EU and World Agricultural Markets," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK 158862, Agricultural Economics Society.
    9. Dragan Miljkovic & William Wilson, 2011. "The impact of emergence of Chinese international corn markets on Chinese and US corn prices," Applied Economics Letters, Taylor & Francis Journals, vol. 18(5), pages 449-454.
    10. Goetz, Linde & Glauben, Thomas & Brümmer, Bernhard, 2010. "How Did Policy Interventions In Wheat Export Markets In Russia And Ukraine During The Food Crisis 2007/2008 Influence World Market Price Transmission?," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93952, German Association of Agricultural Economists (GEWISOLA).
    11. Yang, Guolei & Huang, Jikun & Kalkuhl, Matthias & von Braun, Joachim & Hu, Jiliang, 2015. "Spatial price transmission under different policy regimes: the case of Chinese soy and maize market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205665, Agricultural and Applied Economics Association.
    12. Goetz, Linde & Glauben, Thomas & Brümmer, Bernhard, 2010. "Impacts of Export Controls On Wheat Markets During the Food Crisis 2007/2008 in Russia and Ukraine," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61626, Agricultural and Applied Economics Association.
    13. Ghoshray, Atanu, 2010. "Smooth transition effects in price transmission: The case of international wheat export prices," Economics Letters, Elsevier, vol. 106(3), pages 169-171, March.
    14. Götz, Linde & von Cramon-Taubadel, Stephan & Kachel, Yael, 2014. "Vertical Price Transmission in the International Fresh Fruit and Vegetable Supply Chain: Israeli Grapefruit Exports to the EU after Export Liberalisation," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 53(2), pages 1-22, May.

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