Threshold vector error correction model and transaction cost variation

PC Machado, C Chung, JN Ng'ombe - Applied Economics, 2024 - Taylor & Francis
Our study assesses the performance of a threshold vector error correction model (TVECM)
for the analysis of spatial price transmission. We specifically determine how inference about …

An analysis of spatial market integration: a case of Zambian dry bean markets connected by informal trade to Tanzania and the Democratic Republic of Congo

C Sunga - 2017 - scholar.sun.ac.za
Abstract ENGLISH SUMMARY: Intra regional trade has the potential to contribute to food
supply balance between surplus and deficit countries. However, this critical role can only be …

Law of one price and nonlinear adjustment of prices for broiler market in north west provinces of Iran

SF FARYADI, M GHAHREMANZADEH, G DASHTI - 2015 - sid.ir
In present study validity of LAW OF ONE PRICE (LOP) was tested in the broiler market using
daily retail price from 2006 to 2014 among North West provinces of Iran. Recently, in many …

Testing the Law of One Price Under Nonlinearity: An Application to Iranian Broiler and Egg Markets

M Ghahremanzadeh, F Faryadi, G Dashti - Sustainable Agriculture and …, 2019 - Springer
This study tests the validity of the law of one price (LOP) in Iranian broiler and egg markets. It
uses daily retail prices in West Azerbaijan, East Azerbaijan, Ardebil, Tehran, and Zanjan …

Analysis of Integration of Sorghum Markets in Kenya

LB Omondi - 2019 - erepository.uonbi.ac.ke
This study evaluated the integration of sorghum markets in Kenya using a cointegration
approach. Bimonthly wholesale prices for sorghum for five major markets; Kalundu Market …

Modelling non-linear Spatial Market Integration and Equilibrium Processes in Hidden Markov Framework

I Abunyuwah, HDG Acquah - Journal of Economics and …, 2013 - ojs.amhinternational.com
Along the basic rationale of the Enke-Samuelson-Takajama-Judge spatial equilibrium
theory and the dynamic conceptualizations made from arbitrage processes, the study …