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Spatial Integration and Asymmetric Price Transmission in Selected Iranian Chicken Markets

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  • Falsafian, Azadeh
  • Moghaddasi, Reza

Abstract

This study evaluates pattern of price adjustments in selected spatially separated chicken markets in Iran using weekly price data from 1998:17 to 2006:41 including 441 observations in total. The results of Tsay’s test suggest that threshold behavior characterize spatial price linkages among the selected markets that imply on using the threshold models. We use the multi-dimensional (two and three regime) threshold cointegration of TAR and M-TAR models. Our results confirm the different speed of adjustment in response to positive and negative shocks in every case. We also utilize impulse response function to investigate dynamic patterns of adjustments in response to shocks.

Suggested Citation

  • Falsafian, Azadeh & Moghaddasi, Reza, 2008. "Spatial Integration and Asymmetric Price Transmission in Selected Iranian Chicken Markets," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44163, European Association of Agricultural Economists.
  • Handle: RePEc:ags:eaae08:44163
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    File URL: http://purl.umn.edu/44163
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    Cited by:

    1. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.

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    Keywords

    Spatial Integration; Price Transmission; Threshold Autoregression; Chicken; International Relations/Trade; Marketing;

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