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Original Articles

Broiler price transmission results and data periodicity

Pages 221-224 | Published online: 05 Oct 2010
 

Abstract

This letter examines, by example, variations in results of typical empirical tests when data sets of different periodicity are compared. The example involves an investigation of the price transmission process in the US broiler industry utilizing separate monthly and weekly data sets. Differing test conclusions were reached dependent on the data set. The bulk of this letter analyses and attempts to reconcile these conflicting conclusions.

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