About: Time series properties and their influence on the results of price transmission

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About: Time series properties and their influence on the results of price transmission – case study of the Czech pork market Goto Sponge NotDistinct Permalink

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper deals with an examination of the selected time series and an examination of price transmission in the selected agri-food chain. The analysis is connected with the working question of whether the selection of time series influences the results of price transmission. The analysis is focused on the pork agri-food chain in the Czech Republic; the time series of farm-gate price, wholesale price and consumer price is examined. First of all, the main properties of the selected time series are examined; subsequently, price transmissions based on time series of different frequency and in different periods are analyzed. The price transmission analysis is based on multivariate time series analysis; to be precise, the Vector error correction model and co-integration analysis are employed. The analysis shows that the choice of time series of different frequency should not significantly influence the results of price transmission, whereas the choice of time period might be crucial. This paper deals with an examination of the selected time series and an examination of price transmission in the selected agri-food chain. The analysis is connected with the working question of whether the selection of time series influences the results of price transmission. The analysis is focused on the pork agri-food chain in the Czech Republic; the time series of farm-gate price, wholesale price and consumer price is examined. First of all, the main properties of the selected time series are examined; subsequently, price transmissions based on time series of different frequency and in different periods are analyzed. The price transmission analysis is based on multivariate time series analysis; to be precise, the Vector error correction model and co-integration analysis are employed. The analysis shows that the choice of time series of different frequency should not significantly influence the results of price transmission, whereas the choice of time period might be crucial. (en)
Title	Time series properties and their influence on the results of price transmission – case study of the Czech pork market Time series properties and their influence on the results of price transmission – case study of the Czech pork market (en)
skos:prefLabel	Time series properties and their influence on the results of price transmission – case study of the Czech pork market Time series properties and their influence on the results of price transmission – case study of the Czech pork market (en)
skos:notation	RIV/60460709:41110/12:56813!RIV14-GA0-41110___
http://linked.open...avai/predkladatel	Provozně ekonomická fakulta
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GPP402/11/P591)
http://linked.open...iv/cisloPeriodika	4-Special
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Rumánková, Lenka
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Česká zemědělská univerzita v Praze / Provozně ekonomická fakulta
http://linked.open...dnocenehoVysledku	174465
http://linked.open...ai/riv/idVysledku	RIV/60460709:41110/12:56813
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Time series, price transmission, pork meat, co-integration analysis, Vector error correction model. (en)
http://linked.open.../riv/klicoveSlovo	Vector error correction model. pork meat Time series price transmission co-integration analysis
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[234BC730AC37]
http://linked.open...i/riv/nazevZdroje	AGRIS on-line Papers in Economics and Informatics
http://linked.open...in/vavai/riv/obor	GA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Modelling of Price Transmission Asymmetry in Agri-Food Chain - Theoretical-Empirical Implications
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	IV
http://linked.open...iv/tvurceVysledku	Rumánková, Lenka
http://linked.open...ain/vavai/riv/wos	0
issn	1804-1930
number of pages	13 (xsd:int)
http://localhost/t...ganizacniJednotka	41110

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