Spatial price dynamics and integration in russian food markets

References

• Alderman , H. 1993 . Intercommodity Price Transmittal: Analysis of Food Markets in Ghana . Oxford Bulletin of Economics and Statistics , 55 : 43 – 64 .
   Web of Science ®Google Scholar
• Alexander , C. and Wyeth , J. 1994 . Cointegration and Market Integration: An Application to the Indonesian Rice Market . Journal of Development Studies , 30 : 303 – 28 .
   Web of Science ®Google Scholar
• Baillie , R. T. and Bollerslev , T. 1989 . Common Stochastic Trends in a System of Exchange Rates . Journal of Finance , 44 : 167 – 81 .
   Web of Science ®Google Scholar
• Berkowitz D. D. DeJong Husted S. Transition in Russia: It's Happening Univ. of Pittsburgh February 1997 Unpublished manuscript, (Working Paper #33), Economics Department
   Google Scholar
• Blyn , G. 1973 . Price Series Correlation as a Measure of Market Integration . Indian Journal of Agricultural Economics , 28 : 56 – 59 .
   Google Scholar
• Dickey , D. A. , Jansen , D. W. and Thornton , D. L. 1991 . “ A Primer on Cointegration with an Application to Money and Income ” . In Review , Vol. 73 , 58 – 78 . Federal Reserve Bank of St. Louis .
   Google Scholar
• De Masi , P. and Koen , V. 1996 . Relative Price Convergence in Russia . International Monetary Fund Staff Papers , 43 : 97 – 122 .
   Google Scholar
• Dolado , J. J. and Lütkepohl , H. May 22 1995 . “ Making Wald Tests Work for Cointegrated VAR Systems ” . May 22 , Berlin : Humboldt University . Unpublished manuscript
   Google Scholar
• Engel C. Rogers J. H. How Wide is the Border? August 1994 NBER Working Paper No. 4829
   Google Scholar
• Froot K. Kim M. Rogoff K. The Law of One Price Over 700 Years May 1995 NBER Working Paper No. 5132
   Google Scholar
• Gardner , B. L. and Brooks , K. M. 1994 . Food Prices and Market Integration in Russia: 1992-93 . American Journal of Agricultural Economics , 76 : 641 – 46 .
   Web of Science ®Google Scholar
• Goodwin , B. K. 1992 . Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets . Review of Agricultural Economics , 14 : 117 – 24 .
   Google Scholar
• Goodwin , B. K. and Schroeder , T. C. 1991 . Cointegration Tests and Spatial Linkages in Regional Cattle Markets . American Journal of Agricultural Economics , 73 : 452 – 64 .
   Web of Science ®Google Scholar
• Goodwin , B. K. , Grennes , T. J. and Wohlgenant , M. K. 1990 . Testing the Law of One Price When Trade Takes Time . Journal of International Money and Finance , 9 : 21 – 40 .
   Web of Science ®Google Scholar
• Granger , C. W. 1988 . Some Recent Developments in the Concept of Causality . Journal of Econometrics , 39 : 199 – 211 .
   Web of Science ®Google Scholar
• Granger , C. W. and Elliott , C. 1967 . A Fresh Look at Wheat Prices and Markets in the Eighteenth Century . Economic History Review , 20 : 257 – 65 .
   Google Scholar
• Gregory , P. 1994 . Before Command , Princeton : Princeton University Press .
   Google Scholar
• Gupta , S. and Mueller , R. 1982 . Analysing the Pricing Efficiency in Spatial Markets; Concept and Application . European Review of Agricultural Economics , 9 : 24 – 40 .
   Google Scholar
• Harris , B. 1979 . Is There Method in My Madness, Or Is it Vice Versa? Measuring Agricultural Market Performance . Food Research Institute Studies , 17 : 197 – 218 .
   Google Scholar
• Horowitz , I. 1981 . Market Definition in Anti-Trust Analysis: A Regression Based Approach . Southern Journal of Agricultural Economics , 48 : 1 – 16 .
   Web of Science ®Google Scholar
• Johansen , S. 1988 . Statistical analysis of Cointegration Vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
   Web of Science ®Google Scholar
• Johansen , S. and Juselius , K. 1990 . The Full Information Likelihood Procedure for Inference on Cointegration - With Applications to the Demand for Money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
   Web of Science ®Google Scholar
• Koen , V. and Phillips , S. June 1993 . “ Price Liberalization in Russia: Behavior of Prices, Household Incomes, and Consumption During the First Year ” . June , Washington, D.C. International Monetary Fund, Occasional Paper
   Google Scholar
• Lütkepohl , H. 1990 . Asymptotic Distribution of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models . Review of Economics and Statistics , 72 : 116 – 25 .
   Web of Science ®Google Scholar
• Lütkepohl , H. and Reimers , H. E. 1992 . Impulse Response Analysis of Cointegrated Systems . Journal of Economics Dynamics and Control , 16 : 53 – 78 .
   Web of Science ®Google Scholar
• Lütkepohl , H. and Reimers , H. E. 1992 . Granger Causality in Cointegrated VAR Processes . Economic Letters , 40 : 263 – 68 .
   Web of Science ®Google Scholar
• Miller , S. M. and Russek , F. S. 1990 . Cointegration and Error Correction Models: The Temporal Causality Between Government Taxes and Spending . Southern Economic Journal , 57 : 221 – 29 .
   Web of Science ®Google Scholar
• OECD . 1995 . Agricultural Policies, Markets and Trade in the Central and Eastern European Countries, Selected New Independent States, Mongolia and China , Paris : Centre for Cooperation with the Economies in Transition .
   Google Scholar
• Osterwald-Lenum , M. 1992 . A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Test Statistics . Oxford Bulletin of Economics and Statistics , 54 : 461 – 71 .
   Web of Science ®Google Scholar
• Park , J. Y. and Sung , J. 1994 . Testing for Unit Roots in Models with Structural Change . Econometric Theory , 10 : 917 – 36 .
   Google Scholar
• Ravallion , M. 1986 . Testing Market Integration . American Journal of Agricultural Economics , 68 : 102 – 109 .
   Web of Science ®Google Scholar
• Richardson , D. J. 1978 . Some Empirical Evidence on Commodity Arbitrage and the Law of One Price . Journal of International Economics , 8 : 341 – 51 .
   Web of Science ®Google Scholar
• Serova , E. V. 1997 . Trade and Market Policy in Russia's Agriculture: 1992-1996 . Paper presented at the International Agricultural Trade Research Consortium Symposium on Economic Transition in Central and East Europe and the Former Soviet Union . June 12-14 1997 , Berlin, Germany.
   Google Scholar
• Sexton , R. , Kling , C. and Carman , H. 1991 . Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and an Application to U.S. Celery . American Journal of Agricultural Economics , 7 : 568 – 80 .
   Google Scholar
• Thornton , J. 1995 . Roundtable Discussion on Russia as an Economic Power in the Pacific . Economics of Transition , 3 : 378 – 82 .
   Google Scholar
• Toda , H. and Phillips , P. 1993 . The Spurious Effect of Unit Roots on Vector Autoregressions: An Analytical Study . Journal of Econometrics , 59 : 229 – 256 .
   Web of Science ®Google Scholar
• Tomek , W. G. 1980 . Price Behavior in a Declining Terminal Market . American Journal of Agricultural Economics , 62 : 434 – 44 .
   Web of Science ®Google Scholar
• Uri , N. , Howell , J. and Rifkin , E. 1985 . On Defining Geographic Markets . Applied Economics , 17 : 959 – 97 .
   Web of Science ®Google Scholar