IDEAS home Printed from https://ideas.repec.org/p/ags/aese10/304701.html

Estimating Food Price Risk in Ethiopia: Which Commodity Matters?

Author

Listed:
  • Goshu, Degye

Abstract

No abstract is available for this item.

Suggested Citation

  • Goshu, Degye, 2010. "Estimating Food Price Risk in Ethiopia: Which Commodity Matters?," 2010 Thirteenth Annual Conference, September 23-25, 2010, Addis Ababa 304701, Agricultural Economics Society of Ethiopia.
    • Handle: RePEc:ags:aese10:304701
    DOI: 10.22004/ag.econ.304701
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/304701/files/AESE%202011%20Goshu.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.304701?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Granger, C.W.J. & Watson, Mark W., 1984. "Time series and spectral methods in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 17, pages 979-1022, Elsevier.
    2. Cuddy, John D A & Della Valle, P A, 1978. "Measuring the Instability of Time Series Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 40(1), pages 79-85, February.
    3. Raisuddin, Ahmed & Bernard, Andrew, 1989. "Rice Price Fluctuation and an Approach to Price Stabilization in Bangladesh," Research Reports 42170, CGIAR, International Food Policy Research Institute (IFPRI).
    4. Barrett, Christopher B. & Luseno, Winnie K., 2004. "Decomposing producer price risk: a policy analysis tool with an application to northern Kenyan livestock markets," Food Policy, Elsevier, vol. 29(4), pages 393-405, August.
    5. Gourieroux,Christian & Monfort,Alain, 1997. "Time Series and Dynamic Models," Cambridge Books, Cambridge University Press, number 9780521423083, January.
    6. Ghysels,Eric & Osborn,Denise R., 2001. "The Econometric Analysis of Seasonal Time Series," Cambridge Books, Cambridge University Press, number 9780521565882, January.
    7. Ahmed, Raisuddin & Bernard, Andrew, 1989. "Rice price fluctuation and an approach to price stabilization in Bangladesh," Research reports 72, International Food Policy Research Institute (IFPRI).
    8. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jeong-Ryeol Kurz-Kim, 2008. "Combining forecasts using optimal combination weight and generalized autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 419-432.
    2. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
    3. Dorosh, Paul A. & Hossain, Shahadat & Kabir, Razin & Minot, Nicholas & Rashid, Shahidur, 2024. "Assessing the impact of rice price stabilization policies in Bangladesh: Results from a stochastic spatial equilibrium model," IFPRI discussion papers 2252, International Food Policy Research Institute (IFPRI).
    4. Kherallah, Mylene & Lofgren, Hans & Gruhn, Peter & Reeder, Meyra, 2000. "Wheat Policy Reform In Egypt: Adjustment Of Local Markets And Options For Future Reforms," Research Reports 16525, CGIAR, International Food Policy Research Institute (IFPRI).
    5. S.M.Husnain Bokhari & Ishaque Ahmed Ansari, 2009. "Seasonal Adjustment Of Some Financial Indicators Of Pakistan," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 5(2), pages 107-123.
    6. S. M. Husnain Bokhari & Ishaque Ahmed Ansari, 2009. "Seasonal Adjustment Of Some Financial Indicators Of Pakistan," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 5(2), pages 5-3.
    7. Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2020. "Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 87-114, June.
    8. Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
    9. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
    10. Philipp Maier & Saskia Bezoen, 2002. "Central bank bashing: The case of the European Central Bank," Macroeconomics 0209001, University Library of Munich, Germany.
    11. David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages 32-61, March.
    12. Campos, Eduardo Lima & Cysne, Rubens Penha, 2017. "A time-varying fiscal reaction function for Brazil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 795, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    13. Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
    14. Xilong Chen & Eric Ghysels, 2011. "News--Good or Bad--and Its Impact on Volatility Predictions over Multiple Horizons," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 46-81, October.
    15. Rodrigo Hakim das Neves, 2020. "Bitcoin pricing: impact of attractiveness variables," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-18, December.
    16. Franses, Philip Hans, 2013. "Data revisions and periodic properties of macroeconomic data," Economics Letters, Elsevier, vol. 120(2), pages 139-141.
    17. Asghar, Zahid & Abid, Irum, 2007. "Performance of lag length selection criteria in three different situations," MPRA Paper 40042, University Library of Munich, Germany.
    18. Kathryn M. Dominguez, 1991. "Do Exchange Auctions Work? An Examination of the Bolivian Experience," NBER Working Papers 3683, National Bureau of Economic Research, Inc.
    19. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014. "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 360-388, June.
    20. Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert, 2014. "Testing for seasonal unit roots by frequency domain regression," Journal of Econometrics, Elsevier, vol. 178(P2), pages 243-258.

    More about this item

    Keywords

    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:aese10:304701. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://www.aese.org.et/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.