Price transmission in selected agricultural markets

dc.date2024-08-15T17:06:23Z
dc.date2024-08-15T17:06:23Z
dc.date2004
dc.date2018-01-15T20:10:02Z
dc.date.accessioned2026-06-27T20:44:06Z
dc.descriptionThe paper is aimed at providing evidence on price transmission in a number of agricultural markets, both per se and in support of analytical efforts in the area of agricultural trade policy analysis. Work is based on a price database collected from various sources in sixteen countries Argentina, Brazil, Chile, Costa Rica, Egypt, Ethiopia, Ghana, India, Indonesia, Mexico, Pakistan, Senegal, Thailand, Turkey, Uganda, and Uruguay primarily for basic food commodities. Both spatial and vertical p rice relations are considered, as the database includes prices at the producer, wholesale and retail levels. These are supplemented with information from FAOSTAT. Data are analyzed with an econometric framework based on the estimation of Autoregressive Distributed Lag models, and of the corresponding Error Correction specification. Tests for Granger causality and for asymmetric transmission are also performed. Results indicate that the African markets included in the sample are characterized by more incomplete transmission compared to Latin American and Asian markets.
dc.format90
dc.formatapplication/pdf
dc.formattext/html
dc.identifierhttps://openknowledge.fao.org/handle/20.500.14283/j2730e
dc.identifierhttp://www.fao.org/3/a-j2730e.pdf
dc.identifier.urihttp://hdl.handle.net/123456789/202888
dc.languageEnglish
dc.relationFAO Commodity and Trade Policy Research Working Paper
dc.rightsFAO
dc.titlePrice transmission in selected agricultural markets
dc.typeBook (stand-alone)

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