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Browsing Scientific Published Papers by Subject "Food scare, BSE crisis, price transmission, regime-switching."

Browsing Scientific Published Papers by Subject "Food scare, BSE crisis, price transmission, regime-switching."

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  • Hassouneh, Islam; Serra, Teresa; María Gil Roig, José (2009)
    In this paper we show how regime-switching vector error correction models can be used to assess the effects of food scares on price transmission along the food marketing chain. Our empirical implementation focuses on the ...
  • Hassouneh, Islam; Serra, Teresa; M Gil, José (Blackwell Publishing Inc, 2010-01)
    A regime-switching vector error correction model is applied to monthly price data to assess the impact of BSE outbreaks on price relationships and patterns of transmission among farm and retail markets for bovine in ...

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