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Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?

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  • Jean-Philippe Gervais
  • Naceur Khraief

Abstract

The impact of lags in the production and marketing of agricultural products on the degree of exchange rate pass-through in export prices is investigated. The predictions of the theoretical model are tested by investigating Canadian pork export prices in the United States and Japan. The empirical methodology accounts for unit root and cointegration using the dynamic seemingly unrelated regression framework and a minimum distance estimator. Predetermined hog supplies have a statistically significant impact on export prices of two out of three Canadian provinces. The degree of misspecification involved with standard pass-through models that do not account for production lags is also illustrated. Copyright 2007, Oxford University Press.

Suggested Citation

  • Jean-Philippe Gervais & Naceur Khraief, 2007. "Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(4), pages 1058-1072.
    • Handle: RePEc:oup:ajagec:v:89:y:2007:i:4:p:1058-1072
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    File URL: http://hdl.handle.net/10.1111/j.1467-8276.2007.01030.x
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    Cited by:

    1. Gervais, Jean-Philippe & Khraief, Naceur, 2007. "AJAE Appendix: Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 89(4), pages 1-12, November.
    2. Yugay, Stanislav & Götz, Linde & Svanidze, Miranda, 2020. "Exchange Rate Pass-through and Wheat Prices in Russia," 60th Annual Conference, Halle/ Saale, Germany, September 23-25, 2020 305595, German Association of Agricultural Economists (GEWISOLA).
    3. Jean‐Philippe Gervais & Bruno Larue, 2009. "A joint test of market power, menu costs, and currency invoicing," Agricultural Economics, International Association of Agricultural Economists, vol. 40(1), pages 29-41, January.
    4. Zeng, Wendy S. & Johnson, William A., 2023. "Inflation and Trade Deficits in Agriculture and the General Economy: The Role (or Lack Thereof) of Exchange Rate Fluctuations," 2023 Annual Meeting, July 23-25, Washington D.C. 335683, Agricultural and Applied Economics Association.

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