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Price transmission between products at different stages of manufacturing in forest industries

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  • Zhou, Mo
  • Buongiorno, Joseph

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  • Zhou, Mo & Buongiorno, Joseph, 2005. "Price transmission between products at different stages of manufacturing in forest industries," Journal of Forest Economics, Elsevier, vol. 11(1), pages 5-19, June.
    • Handle: RePEc:eee:foreco:v:11:y:2005:i:1:p:5-19
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    References listed on IDEAS

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    1. Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-442, October.
    2. Courtland L. Washburn & Clark S. Binkley, 1993. "Informational Efficiency of Markets for Stumpage: Reply," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(1), pages 239-242.
    3. Rapach, David E., 2002. "The long-run relationship between inflation and real stock prices," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 331-351, September.
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    5. Brorsen, B Wade & Chavas, Jean-Paul & Grant, Warren R, 1985. "A Dynamic Analysis of Prices in the U.S. Rice Marketing Channel," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 362-369, October.
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    7. Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May.
    8. Mittnik, Stefan & Zadrozny, Peter A, 1993. "Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models," Econometrica, Econometric Society, vol. 61(4), pages 857-870, July.
    9. Azzeddine M. Azzam, 1999. "Asymmetry and Rigidity in Farm-Retail Price Transmission," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 525-533.
    10. Bettendorf, L & Verboven, F, 2000. "Incomplete Transmission of Coffee Bean Prices: Evidence from the Netherlands," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 27(1), pages 1-16, March.
    11. repec:nys:sunysb:93-01 is not listed on IDEAS
    12. Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454-454, October.
    13. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    14. Dhrymes, Phoebus J, 1973. "Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency," Econometrica, Econometric Society, vol. 41(1), pages 119-134, January.
    15. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
    16. Lars Hultkrantz, 1993. "Informational Efficiency of Markets for Stumpage: Comment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(1), pages 234-238.
    17. Rakhal Sarker, 1993. "A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 41(1), pages 97-110, March.
    18. Courtland L. Washburn & Clark S. Binkley, 1990. "Informational Efficiency of Markets for Stumpage," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(2), pages 394-405.
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    Citations

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    Cited by:

    1. Ahn, Byeong-Il & Lee, Hyunok, 2013. "Asymmetric transmission between factory and wholesale prices in fiberboard market in Korea," Journal of Forest Economics, Elsevier, vol. 19(1), pages 1-14.
    2. Manfredo, Mark R. & Sanders, Dwight R., 2008. "Price discovery in a private cash forward market for lumber," Journal of Forest Economics, Elsevier, vol. 14(1), pages 73-89, January.
    3. Kanieski da Silva, Bruno & Schons, Stella Z. & Cubbage, Frederick W. & Parajuli, Rajan, 2020. "Spatial and cross-product price linkages in the Brazilian pine timber markets," Forest Policy and Economics, Elsevier, vol. 117(C).
    4. Ning, Zhuo & Sun, Changyou, 2014. "Vertical price transmission in timber and lumber markets," Journal of Forest Economics, Elsevier, vol. 20(1), pages 17-32.
    5. Crentsil Kofi Agyekum & Haifeng Huang & Jianshu Chen, 2017. "The impact of the Chinese cornstarch futures on spot market and corn futures market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1405580-140, January.
    6. Koutroumanidis, Theodoros & Zafeiriou, Eleni & Arabatzis, Garyfallos, 2009. "Asymmetry in price transmission between the producer and the consumer prices in the wood sector and the role of imports: The case of Greece," Forest Policy and Economics, Elsevier, vol. 11(1), pages 56-64, January.
    7. Mehrotra, Shiv N. & Kant, Shashi, 2009. "Use of composite forest commodity price indices for cointegration analysis," Journal of Forest Economics, Elsevier, vol. 15(4), pages 237-260, December.

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