ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS

The aim of the paper was an assessment of possible asymmetry in price transmission between Polish and German feed wheat prices. TAR and M-TAR procedures were employed for testing price symmetry, as well as ECM framework. The results obtained indicate the existence of the long-run relationship betwee...

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Bibliographic Details
Main Author: Mariusz Hamulczuk
Format: Article
Language:English
Published: University of Life Sciences in Poznań 2015-03-01
Series:Journal of Agribusiness and Rural Development
Subjects:
TAR
ECM
Online Access:http://www.jard.edu.pl/tom35/zeszyt1/art_6.pdf