Time series properties and their influence on the results of price transmission ? case study of the Czech pork market

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F12%3A56813" target="_blank" >RIV/60460709:41110/12:56813 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Time series properties and their influence on the results of price transmission ? case study of the Czech pork market

Popis výsledku v původním jazyce

This paper deals with an examination of the selected time series and an examination of price transmission in the selected agri-food chain. The analysis is connected with the working question of whether the selection of time series influences the resultsof price transmission. The analysis is focused on the pork agri-food chain in the Czech Republic; the time series of farm-gate price, wholesale price and consumer price is examined. First of all, the main properties of the selected time series are examined; subsequently, price transmissions based on time series of different frequency and in different periods are analyzed. The price transmission analysis is based on multivariate time series analysis; to be precise, the Vector error correction model and co-integration analysis are employed. The analysis shows that the choice of time series of different frequency should not significantly influence the results of price transmission, whereas the choice of time period might be crucial.

Název v anglickém jazyce

Time series properties and their influence on the results of price transmission ? case study of the Czech pork market

Popis výsledku anglicky

This paper deals with an examination of the selected time series and an examination of price transmission in the selected agri-food chain. The analysis is connected with the working question of whether the selection of time series influences the resultsof price transmission. The analysis is focused on the pork agri-food chain in the Czech Republic; the time series of farm-gate price, wholesale price and consumer price is examined. First of all, the main properties of the selected time series are examined; subsequently, price transmissions based on time series of different frequency and in different periods are analyzed. The price transmission analysis is based on multivariate time series analysis; to be precise, the Vector error correction model and co-integration analysis are employed. The analysis shows that the choice of time series of different frequency should not significantly influence the results of price transmission, whereas the choice of time period might be crucial.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

GA - Zemědělská ekonomie

OECD FORD obor

—

Projekt

<a href="/cs/project/GPP402%2F11%2FP591" target="_blank" >GPP402/11/P591: Modelování asymetrických cenových přenosů v zemědělsko-potravinářských vertikálách a jejich teoreticko-empirické implikace</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

AGRIS on-line Papers in Economics and Informatics

ISSN

1804-1930

e-ISSN

—

Svazek periodika

IV

Číslo periodika v rámci svazku

4-Special

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

13

Strana od-do

81-93

Kód UT WoS článku

—

EID výsledku v databázi Scopus

—