Seasonal Cointegration and Seasonal Error Correction Model: Application for Analyzing Seasonal Behavior of Egg Market in North-West Provinces

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

GHAHREMANZADEH MOHAMMAD; PISHBAHAR ESMAEIL; SALEHNIA MINA

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Iranian Journal of Agricultural Economics and Development Research Year:2018 | Volume:49 | Issue:1 Page(s): 1-11

Download Full-Text

Persian Verion

View:

632

Download:

Cites:

Information Journal Paper

Title

Seasonal Cointegration and Seasonal Error Correction Model: Application for Analyzing Seasonal Behavior of Egg Market in North-West Provinces

Author(s)

GHAHREMANZADEH MOHAMMAD | PISHBAHAR ESMAEIL | SALEHNIA MINA | Issue Writer Certificate

Keywords

EGHLseasonal cointegration testQ1

Egg marketQ1

Seasonal behaviorQ2

Seasonal error correction modelQ1

Abstract

The Seasonal behavior of agricultural prices is generally a main feature of the market. In recent decades, there has been significant interest for modeling non-adjusted seasonal time series and this issue was seen as an important field in econometrics. Therefore, this study aims to analyze Seasonal behavior of Egg market in north-west provinces, using quarterly retail prices for the period from 1381 to 89. The EGHL-type seasonal cointegration test and Seasonal error correction model (SECM) were applied. Results confirmed the existence of Seasonal behavior at all frequencies. There were evidences of some cointegrating relationships at the long run frequencies between five egg price pairs of West Azerbaijan-East Azerbaijan, Ardabil-Zanjan, Zanjan-Ardabil provinces and in the annual frequencies between Ardabil-East Azerbaijan and Kordestan-Zanjan provinces. According to the estimated adjusted speeds parameters in SECM, the egg prices adjust to equilibrium after a shock. According to the results of price seasonal cointegration between regions, it is recommended that the egg price stabilization policy in a province be made in coordination with other province.

Cites

No record.

References

No record.

Cite

APA: Copy

GHAHREMANZADEH, MOHAMMAD, PISHBAHAR, ESMAEIL, & SALEHNIA, MINA. (2018). Seasonal Cointegration and Seasonal Error Correction Model: Application for Analyzing Seasonal Behavior of Egg Market in North-West Provinces. IRANIAN JOURNAL OF AGRICUTURAL ECONOMICS AND DEVELOPMENT RESEARCH, 49(1 ), 1-11. SID. https://sid.ir/paper/146549/en

Vancouver: Copy

GHAHREMANZADEH MOHAMMAD, PISHBAHAR ESMAEIL, SALEHNIA MINA. Seasonal Cointegration and Seasonal Error Correction Model: Application for Analyzing Seasonal Behavior of Egg Market in North-West Provinces. IRANIAN JOURNAL OF AGRICUTURAL ECONOMICS AND DEVELOPMENT RESEARCH[Internet]. 2018;49(1 ):1-11. Available from: https://sid.ir/paper/146549/en

IEEE: Copy

MOHAMMAD GHAHREMANZADEH, ESMAEIL PISHBAHAR, and MINA SALEHNIA, “Seasonal Cointegration and Seasonal Error Correction Model: Application for Analyzing Seasonal Behavior of Egg Market in North-West Provinces,” IRANIAN JOURNAL OF AGRICUTURAL ECONOMICS AND DEVELOPMENT RESEARCH, vol. 49, no. 1 , pp. 1–11, 2018, [Online]. Available: https://sid.ir/paper/146549/en

Related Journal Papers