Using threshold co-integration to estimate asymmetric price transmission in the Turkish milk market
We investigate the price dynamics between retail milk price and raw milk price in the Turkish fluid milk market. The study uses monthly fluid milk prices for 14 years between January 2003 and December 2016. We analyze the price adjustment in the fluid milk market through an asymmetric error correcti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Bononia University Press
2021-04-01
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| Series: | New Medit |
| Subjects: | |
| Online Access: | https://newmedit.iamb.it/2021/04/06/using-threshold-co-integration-to-estimate-asymmetric-price-transmission-in-the-turkish-milk-market/ |