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associazioneAlessandroBartola TESTING INTERNATIONAL PRICE TRANSMISSION UNDER POLICY INTERVENTION. AN APPLICATION TO THE SOFT WHEAT MARKET Giulia Listorti Università Politecnica delle Marche Dipartimento di Economia PhD Studies 6
Associazione “Alessandro Bartola” Studi e ricerche di economia e di politica agraria Department of Economics Università Politecnica delle Marche Piazzale Martelli, 8 60121 Ancona, Italy PhD Studies Series: Volume 6, 2009
Page 1: TESTING INTERNATIONAL PRICE TRANSMI
Page 6 and 7: Index 1 INTRODUCTION ..............
Page 8 and 9: 1 INTRODUCTION The notion of “pri
Page 10 and 11: Introduction These recent phenomena
Page 12: Introduction Whereas the Common Agr
Page 15 and 16: Price Transmission and the Law of O
Page 24 and 25: 3 EMPIRICAL TESTS FOR SPATIAL PRICE
Page 26 and 27: Empirical Tests for Spatial Price A
Page 32 and 33: = β 2 i0 Empirical Tests for Spati
Page 48 and 49: ∆p + t ∑ ⎡β⎤ ' ⎡ p t =
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Empirical Tests for Spatial Price A
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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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250 200 150 100 50 1978:12 Internat
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5 EMPIRICAL ANALYSIS: COINTEGRATION
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Empirical Analysis: Cointegration M
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α LM test ARCH(13) Empirical Analy
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6 EMPIRICAL ANALYSIS: COINTEGRATION
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Concluding Remarks These models rep
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REFERENCES Alderman, H., 1992. Inte
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References agricultural policies: s
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References Isard, P., 1977. How far
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References Thompson, S. R., Sul, D.
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Annexes 124 Annex A - Empirical ana
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Annexes METHODOLOGY DATA USED MAJOR
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Annexes Variable swfr 138 Annex B -
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Annexes Variable swfr 140 Table B.3
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Annexes 142 Table B.7 - Unit root t
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Annexes 144 Table C.5 - Cointegrati
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Annexes 146 Table D.4 - Unit root t
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Annexes 148 Annex E - Unit root tes
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Annexes Table E.5 - Unit root tests
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The notion of “price transmission
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