TESTING INTERNATIONAL PRICE TRANSMISSION UNDER ...

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REFERENCES Alderman, H., 1992. Intercommodity price transmittal. Analysis of food markets in Ghana. The World Bank, WPS 884, April 1992. AGMEMOD Partnership, 2007a. Impact analysis of the CAP reform on main agricultural commodities. Final Report. European Commission Directorate General JRC – IPTS (Institute for Prospective Technological Studies). AGMEMOD Partnership, 2007b. European Union 2007 Agricultural Outlook. Rennes: AGMEMOD Partnership, March 2007. Anania, G., 2007a. Negoziati commerciali multilaterali, accordi preferenziali e politiche agricole dell’Unione Europea, QA- Rivista dell’Associazione Rossi- Doria (3), 75-122. Anania, G., 2007b. Multilateral trade negotiations, preferential agreements and the CAP. What’s ahead? 51 st Annual Conference of the Australian Agricultural and Resource Economics Society (AARES), 13-16 February 2007, Queenstown, New Zealand. Ardeni, P.G., 1989. Does the Law of One Price really hold for commodity prices? American Journal of Agricultural Economics, 71 (August 1989), 661-669. Asche, F., Bremnes, H. and Wessels C. R., 1999. Product aggregation, market integration and relationships between prices: an application to world salmon markets. American Journal of Agricultural Economics, 81 (August 1999), 568- 581. Baek, J. and Woo, W. K., 2005. Price dynamics in the north American wheat market. American Agricultural Economics Association’s annual meeting, July 24- 27, 2005, Providence, Rhode Island. Baffes, J. 1991. Some further evidence on the Law of One Price: the Law of One Price still holds. American Journal of Agricultural Economics, 73 (November 1991), 1264-1273. Balcombe, K., Bailey, A. and Brooks, J., 2007. Threshold effects in price transmission: the case of Brazilian wheat, maize and soya prices. American Journal of Agricultural Economics, 89 (May 2007), 308-323.
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TESTING INTERNATIONAL PRICE TRANSMI
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Associazione “Alessandro Bartola
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Index 1 INTRODUCTION ..............
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1 INTRODUCTION The notion of “pri
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Introduction These recent phenomena
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Introduction Whereas the Common Agr
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Price Transmission and the Law of O
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3 EMPIRICAL TESTS FOR SPATIAL PRICE
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Empirical Tests for Spatial Price A
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= β 2 i0 Empirical Tests for Spati
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∆p + t ∑ ⎡β⎤ ' ⎡ p t =
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4 INTERNATIONAL SOFT WHEAT MARKETS
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International Soft Wheat Markets Un
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30.000 20.000 10.000 0 1961 1963 19
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Page 64 and 65: International Soft Wheat Markets Un
Page 70 and 71: 250 200 150 100 50 1978:12 Internat
Page 76 and 77: 5 EMPIRICAL ANALYSIS: COINTEGRATION
Page 78 and 79: Empirical Analysis: Cointegration M
Page 82 and 83: α LM test ARCH(13) Empirical Analy
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Page 110: Empirical Analysis: Cointegration M
Page 113 and 114: Concluding Remarks These models rep
Page 118 and 119: References agricultural policies: s
Page 120 and 121: References Isard, P., 1977. How far
Page 122: References Thompson, S. R., Sul, D.
Page 125 and 126: Annexes 124 Annex A - Empirical ana
Page 127 and 128: Annexes METHODOLOGY DATA USED MAJOR
Page 139 and 140: Annexes Variable swfr 138 Annex B -
Page 141 and 142: Annexes Variable swfr 140 Table B.3
Page 143 and 144: Annexes 142 Table B.7 - Unit root t
Page 145 and 146: Annexes 144 Table C.5 - Cointegrati
Page 147 and 148: Annexes 146 Table D.4 - Unit root t
Page 149 and 150: Annexes 148 Annex E - Unit root tes
Page 151 and 152: Annexes Table E.5 - Unit root tests
Page 153: The notion of “price transmission
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