文章基本信息

标题：Asymmetry in Price Transmission Mechanism: The Case of Slovak Potato Market
本地全文：下载
作者：Rajcaniova, Miroslava ; Pokrivcak, Jan
期刊名称：Journal of Agribusiness
印刷版ISSN：0738-8950
出版年度：2013
页码：16-23
出版社：Journal of Agribusiness
摘要：This paper examines price transmission mechanism between farm and retail levels in vertical chain of potatoes. Time series analysis starting with cointegration approach is used to study price linkages between producer and consumer prices in potato market in Slovakia. We test for an existence of structural break in time series data (Gregory - Hansen test) in the observed period and allow for an existence of non-linear relationship between prices at various levels of vertical chain by using threshold autoregressive models. We found an evidence of structural break and existence of asymmetry in price transmission along the potato supply chain.