- Author
- Hamulczuk Mariusz (Szkoła Główna Gospodarstwa Wiejskiego w Warszawie)
- Title
- Asymetria w transmisji cen pszenicy paszowej między rynkiem polskim i niemieckim
Asymmetric Price Transmission Between Polish and German Feed wheat Markets - Source
- Journal of Agribusiness and Rural Development, 2015, z. 1 (35), s. 57-65, rys., tab., bibliogr. 23 poz.
- Keyword
- Ceny, Zboża, Ceny produktów rolnych, Model korekty błędem
Prices, Corn, Agricultural prices, ECM model (Error-Correction Model) - Note
- streszcz., summ.
- Abstract
- Celem opracowania była ocena występowania potencjalnych asymetrii w transmisji poziomej między cenami pszenicy paszowej w Polsce i w Niemczech. W badaniach empirycznych wykorzystano procedurę testowania asymetrii na postawie modeli TAR i M-TAR oraz modele ECM. Wyniki badań potwierdziły występowanie długookresowej zależności między cenami w Polsce i Niemczech oraz asymetryczne dostosowania cen pszenicy do równowagi długookresowej. (abstrakt oryginalny)
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 between Polish and German wheat prices, as well as asymmetric adjustment of prices to the long-run equilibrium relationship. (original abstract) - Full text
- Show
- Bibliography
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- Cited by
- ISSN
- 1899-5241
- Language
- pol
- URI / DOI
- http://dx.doi.org/10.17306/JARD.2015.6