Threshold cointegration and spatial price transmission when expectations matter
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- Sergio H. Lence & GianCarlo Moschini & Fabio Gaetano Santeramo, 2018. "Threshold cointegration and spatial price transmission when expectations matter," Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 25-39, January.
References listed on IDEAS
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- Yizao Liu & Xuan Chen & Adam N. Rabinowitz, 2019. "The role of retail market power and state regulations in the heterogeneity of farm‐retail price transmission of private label and branded products," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 91-99, January.
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- Beghin, John C. & Schweizer, Heidi, 2020. "Agricultural Trade Costs," Staff Papers 304761, University of Nebraska-Lincoln, Department of Agricultural Economics.
- John C. Beghin & Heidi Schweizer, 2020. "Agricultural Trade Costs," Center for Agricultural and Rural Development (CARD) Publications 20-wp608, Center for Agricultural and Rural Development (CARD) at Iowa State University.
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More about this item
Keywords
Band-TVECM; market integration; price transmission; threshold cointegration; transfer costs;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
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