Results 21 to 30 of about 5,122 (298)

TRANSMISI HARGA KOPI ANTARA PASAR INDONESIA DENGAN PASAR TUJUAN EKSPOR UTAMA

open access: yesJurnal Manajemen & Agribisnis, 2016
Indonesia is the world’s fourth biggest coffee exporter with a market share of 9.7 %. This study examined the asymmetric price transmission in the coffee market between the importing countries (United State, German, and Japan) and Indonesia.
Khumaira Khumaira   +2 more
doaj   +1 more source

Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach

open access: yesFinancial Innovation, 2020
This paper examines the long- and short-run dynamics of asymmetric adjustment between the nominal exchange rate and commodity prices, namely oil, palm oil, rubber, and natural gas prices, in Malaysia using monthly data from January 1994 to December 2017.
Shamaila Butt   +3 more
doaj   +1 more source

La rigidità dei prezzi in Italia (Price Stickiness in Italy)

open access: yesMoneta e Credito, 2012
The presence of price stickiness implies that in the short term adjustment to demand or supply shocks takes place through quantities. This paper approaches the issue of nominal price stickiness in Italy by analysing the cross-sectional distributions of ...
Silvia Fabiani   +2 more
doaj   +1 more source

Asymmetric Price Adjustments in Airlines [PDF]

open access: yesSSRN Electronic Journal, 2012
This paper uses a unique daily time series data set to investigate the asymmetric response of airline prices to capacity costs driven by demand fluctuations. We use a Markov regime‐switching model with time‐varying transition probabilities to capture the time variation in the response.
openaire   +1 more source

PRICE SETTING IN LITHUANIA: MORE EVIDENCE FROM THE SURVEY OF FIRMS

open access: yesEkonomika, 2011
The article examines price setting in Lithuania, based on the ad hoc survey “On Price and Wage Setting” of the Bank of Lithuania. The study extends the survey data analysis presented in Virbickas (2009).
Ernestas Virbickas
doaj   +1 more source

An Application of the Two-Regime Threshold Vector Error Correction Model to Analyze Asymmetric Price Transmission of Milk in Zanjan Province of Iran [PDF]

open access: yesInternational Journal of Agricultural Management and Development, 2015
I n this paper asymmetric price transmission mechanism and nonlinear adjustment between producer and retail prices of milk were examined in Zanjan Province of Iran. For this purpose, a Two-Regime Threshold Vector Error Correction Model (TVECM) and a
Moharram Ainollahi   +1 more
doaj   +1 more source

Asymmetric price transmission in the fuel market of Bosnia and Herzegovina: An analysis of petrol and diesel price responses to oil price changes [PDF]

open access: yesEkonomski Anali
The paper explores the phenomenon of asymmetric price adjustments of petroleum products to changes in oil prices on the Bosnian and Herzegovinian market.
Amidžić Nikola   +2 more
doaj   +1 more source

Asymmetric price adjustment and the effects of structural reforms and low demand in the gasoline market: the case of Greece

open access: yesJournal of Applied Economics, 2021
The pricing mechanism in the gasoline market has often been the subject of public debate in Greece during the crisis years. Inefficient pricing could imply oligopolistic practices and losses to consumers’ welfare.
Z. Bragoudakis, D. Sideris
doaj   +1 more source

A THRESHOLD COINTEGRATION ANALYSIS OF ASYMMETRIC ADJUSTMENTS IN THE GHANAIAN MAIZE MARKETS [PDF]

open access: yesRussian Journal of Agricultural and Socio-Economic Sciences, 2012
This paper analyzes the long-run equilibrium relationship between retail and wholesale Ghanaian maize prices with cointegration test assuming asymmetric adjustment.
H. de-Graft Acquah
doaj  

On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models

open access: yesEconometrics, 2019
This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding
Karl-Heinz Schild, Karsten Schweikert
doaj   +1 more source

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