Asymmetric Price Transmission and Non-linear Adjustment in the Iranian Mutton Market

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dc.creatorFalsafian, Azadeh
dc.creatorYazdani, Saeed
dc.creatorMoghaddasi, Reza
dc.date2017-04-01T13:47:19Z
dc.date.accessioned2026-07-09T05:44:33Z
dc.descriptionThis paper analyses the asymmetric price transmission and non-linear adjustment at the farm and retail levels in the Iran’s mutton market. We applied a multivariate threshold error correction mechanism for monthly price data. We tested the non-linear adjustment using sup-LR, sup-LM and sup-Wald tests. The results confirm the presence of non-linear cointegration relationship between the retail and farm prices. In short-run, the price transmission behavior reveals that reactions of both the retail and farm prices to positive and negative deviations from the long-run price spread are asymmetric. More specially, the retailers show more strong responses to the both positive and negative shocks imposed to the farmers.
dc.identifierdoi:10.22004/ag.econ.114363
dc.identifierhttps://ageconsearch.umn.edu/record/114363/files/Falsafian_Azadeh_305.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/114363
dc.identifier.urihttp://hdl.handle.net/123456789/567752
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/114363
dc.titleAsymmetric Price Transmission and Non-linear Adjustment in the Iranian Mutton Market
dc.typeText

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