Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach
| dc.creator | Pede, Valerien O. | |
| dc.creator | Valera, Harold Glenn A. | |
| dc.creator | Alam, Mohammad Jahangir | |
| dc.creator | McKenzie, Andrew M. | |
| dc.date | 2017-04-01T20:06:21Z | |
| dc.date.accessioned | 2026-07-09T07:09:58Z | |
| dc.description | This paper investigates nonlinear dynamics in monthly rice prices of 16 regions in the Philippines at three levels: farm gate, wholesale and retail, over the period of January 1990 to December 2012. We used a series of tests to investigate whether the regional prices are characterized by linear processes or non-linear smooth transition autoregressive (STAR)-type dynamics. Results indicate that STAR-type nonlinearity exists in several regions, and particularly for farm gate prices. The most common process is a logistic STAR dynamic characterizing an asymmetric price behavior determined by two regimes and a smooth switching process. | |
| dc.identifier | doi:10.22004/ag.econ.150246 | |
| dc.identifier | https://ageconsearch.umn.edu/record/150246/files/Pede%20et%20al%20AAEA%202013.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/150246 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/585213 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/150246 | |
| dc.title | Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach | |
| dc.type | Text |