Wheat market integration between Hungary and Germany

被引：7

作者：

Bakucs, Lajos Zoltan ^{[1
]}

Bruemmer, Bernhard ^{[2
]}

von Cramon-Taubadel, Stephan ^{[2
]}

Ferto, Imre ^{[1
,3
]}

机构：

[1] Hungarian Acad Sci, Inst Econ, H-1112 Budapest, Hungary

[2] Univ Gottingen, Dept Agr Econ & Rural Dev, Gottingen, Germany

[3] Corvinus Univ Budapest, H-1093 Budapest, Hungary

来源：

APPLIED ECONOMICS LETTERS | 2012年 / 19卷 / 08期

关键词：

spatial price transmission; wheat price transmission; Markov-Switching Vector Error Correction Model;

D O I：

10.1080/13504851.2011.603688

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aim of this article is to analyse the price transmission between German and Hungarian wheat producer prices using weekly prices. Markov-Switching Vector Error Correction Model (MS-VECM) with three regimes seems to appropriately capture the dynamics in the price relationship.

引用

页码：785 / 788

页数：4