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Vertical price transmission in wheat and flour markets in Bangladesh: an application of asymmetric threshold model

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dc.contributor.authorAlam, Mohammad Jahangir
dc.contributor.authorJha, Raghbendra
dc.date.accessioned2023-08-28T04:22:33Z
dc.date.issued2020
dc.date.updated2022-07-24T08:20:39Z
dc.description.abstractThe analysis of price transmission in vertical markets is challenged by fuzzy policy environments in the case of developing countries. This paper employs threshold cointegration that takes into account the asymmetric adjustment towards a long-run equilibrium and short-run price transmission in vertical markets of wheat and flour in Bangladesh. We find evidence of threshold effects. The speed of adjustment towards the long-run equilibrium is different when the price deviations exceed the threshold value from when price deviations are below the threshold. We find evidence of short-run price asymmetries implying that downstream price responds faster when upstream price increases than when the latter fallsen_AU
dc.format.mimetypeapplication/pdfen_AU
dc.identifier.issn1354-7860en_AU
dc.identifier.urihttp://hdl.handle.net/1885/296919
dc.language.isoen_AUen_AU
dc.publisherRoutledge, Taylor & Francis Groupen_AU
dc.rights© 2020 The authorsen_AU
dc.sourceJournal of the Asia Pacific Economyen_AU
dc.subjectPrice transmissionen_AU
dc.subjectvertical marketsen_AU
dc.subjectwheat and flouren_AU
dc.subjectcointegrationen_AU
dc.subjectasymmetry threshold error correction modelen_AU
dc.titleVertical price transmission in wheat and flour markets in Bangladesh: an application of asymmetric threshold modelen_AU
dc.typeJournal articleen_AU
local.bibliographicCitation.lastpage24en_AU
local.bibliographicCitation.startpage1en_AU
local.contributor.affiliationAlam, Mohammad Jahangir, College of Asia and the Pacific, ANUen_AU
local.contributor.affiliationJha, Raghbendra, College of Asia and the Pacific, ANUen_AU
local.contributor.authoruidAlam, Mohammad Jahangir, t2015en_AU
local.contributor.authoruidJha, Raghbendra, u4018750en_AU
local.description.embargo2099-12-31
local.description.notesImported from ARIESen_AU
local.identifier.absfor380101 - Agricultural economicsen_AU
local.identifier.ariespublicationu1074828xPUB14en_AU
local.identifier.doi10.1080/13547860.2020.1790146en_AU
local.publisher.urlhttps://www.tandfonline.com/en_AU
local.type.statusPublished Versionen_AU

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