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Underlying Trends and International Price Transmission of Agricultural Commodities

Underlying Trends and International Price Transmission of Agricultural Commodities

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This paper conducts an empirical analysis of commodity prices. The aim of this paper is twofold: to study the underlying trends for selected international agricultural commodity prices, and to test for international price transmission employing the cointegration method in the presence of asymmetric error correction.
This paper conducts an empirical analysis of commodity prices. The aim of this paper is twofold: to study the underlying trends for selected international agricultural commodity prices, and to test for international price transmission employing the cointegration method in the presence of asymmetric error correction.

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Published by: Asian Development Bank on Aug 31, 2013
Copyright:Attribution Non-commercial

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09/07/2013

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 ADB Economics Working Paper Series
Underlying Trends and InternationalPrice Transmissionof Agricultural Commodities
Atanu GhoshrayNo. 257 | May 2011
 
ADB Economics Working Paper Series No. 257
Underlying Trends and InternationalPrice Transmission o AgriculturalCommodities
Atanu Ghoshray
May 2011
Atanu Ghoshray is a Lecturer in Economics at the University o Bath. The author thanks M.S. Gochoco-Bautista,S. Jha, and E. San Andres or insightul comments on an earlier version o the drat, and P. Quising or providingthe data. This paper represents the views o the author, who accepts responsibility or any errors in the paper.

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