文章基本信息

标题：PRICE TRANSMISSION IN DOMESTIC AGRICULTURAL MARKETS: EVIDENCE FROM SELECTED CASSAVA MARKETS IN GHANA
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作者：Henry De-Graft Acquah ; John Andoh Micah ; Rebecca Owusu 等
期刊名称：The Journal of Sustainable Development in Africa (JSDA)
电子版ISSN：1520-5509
出版年度：2012
卷号：14
期号：5
出版社：Institute of Sustainable Development in Africa
摘要：This study analyses market integration and price transmission in selected agricultural markets in Ghana. The Johansen co-integration procedure, Granger Causality test and autoregressive distributed lag model were applied to analyse the data. The results revealed that the price series were integrated of order one, however, we did not find evidence of co- integration of the price series. Moreover, the market studied did not Granger Cause one another. Conclusively, the results suggest the existence of poor price transmission and poorly integrated cassava markets. We therefore suggest that policy makers take a critical look at the factors that influence spatial price transmission
关键词：Market integration; Johansen’s multiple co integration; Price transmission; Granger causality; Autoregressive distributed lag