PRICE TRANSMISSION, THRESHOLD BEHAVIOR AND ASYMMETRIC ADJUSTMENT IN IRANIAN POULTRY MARKET

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KAVOOSI KALASHAMI M.; KHALIGH KHIAVI P.; ALLAHYARI M.S.

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Paper Information

Journal: IRANIAN JOURNAL OF APPLIED ANIMAL SCIENCE Year:2015 | Volume:5 | Issue:2 Page(s): 447-452

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Title

PRICE TRANSMISSION, THRESHOLD BEHAVIOR AND ASYMMETRIC ADJUSTMENT IN IRANIAN POULTRY MARKET

Author(s)

KAVOOSI KALASHAMI M. | KHALIGH KHIAVI P. | ALLAHYARI M.S. | Issue Writer Certificate

Keywords

ASYMMETRIC PRICE TRANSMISSIONQ2

POULTRY MARKETSQ2

SPATIAL PRICE TRANSMISSIONQ2

THRESHOLD VECTOR ERROR CORRECTION MODELQ2

Abstract

The Iranian poultry sector has experienced many significant structural changes in recent years. Such changes may have influenced price dynamics and transmission of shocks through marketing channels especially on retail markets. This paper investigate price transmission, threshold behavior and asymmetric adjustment in poultry sector of Ardebil (AR), east Azerbaijan (EA) and west Azerbaijan (WA) provinces using weekly price data for the period covering 1998 through 2012. Our analysis uses a threshold cointegration model that permits asymmetric adjustment to positive and negative price shocks. R software is used for data analyzing. Main findings reveal existence of asymmetry in price transmission for all markets. Based on minimizing of the sum of squared error (SSR) criterion the estimated threshold for EA-AR, WA-AR and EA-WA markets are (0.38, 1.217), (1.61, 0.211), (0.38, 1.95), respectively. As another try the thresholds are estimated using TVECM methodology and the same results are found.

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APA: Copy

KAVOOSI KALASHAMI, M., KHALIGH KHIAVI, P., & ALLAHYARI, M.S.. (2015). PRICE TRANSMISSION, THRESHOLD BEHAVIOR AND ASYMMETRIC ADJUSTMENT IN IRANIAN POULTRY MARKET. IRANIAN JOURNAL OF APPLIED ANIMAL SCIENCE, 5(2), 447-452. SID. https://sid.ir/paper/249857/en

Vancouver: Copy

KAVOOSI KALASHAMI M., KHALIGH KHIAVI P., ALLAHYARI M.S.. PRICE TRANSMISSION, THRESHOLD BEHAVIOR AND ASYMMETRIC ADJUSTMENT IN IRANIAN POULTRY MARKET. IRANIAN JOURNAL OF APPLIED ANIMAL SCIENCE[Internet]. 2015;5(2):447-452. Available from: https://sid.ir/paper/249857/en

IEEE: Copy

M. KAVOOSI KALASHAMI, P. KHALIGH KHIAVI, and M.S. ALLAHYARI, “PRICE TRANSMISSION, THRESHOLD BEHAVIOR AND ASYMMETRIC ADJUSTMENT IN IRANIAN POULTRY MARKET,” IRANIAN JOURNAL OF APPLIED ANIMAL SCIENCE, vol. 5, no. 2, pp. 447–452, 2015, [Online]. Available: https://sid.ir/paper/249857/en

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