Tests On Seasonal Unit Roots In Taiwan'S Vegetable Prices
Taiwan's retail and farm prices were examined for unit roots at various seasonal frequencies. The results show that no unit roots exist at any seasonal frequency. Additionally, a unit root exists at the zero frequency in marketing margins, reflecting that retail and farm prices are not co-integrated at the long-run frequency.
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- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal, Integration And Cointegration,"
6-88-2, Pennsylvania State - Department of Economics.
- Joseph Beaulieu, J. & Miron, Jeffrey A., 1993.
"Seasonal unit roots in aggregate U.S. data,"
Journal of Econometrics,
Elsevier, vol. 55(1-2), pages 305-328.
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