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Incorporating Seasonality, Product Volume, And Shiller Lags Into A Price Linkage Model

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  • Parrott, Scott D.
  • Eastwood, David B.

Abstract

The price transmission model is extended by incorporating seasonality and Shiller lags. Symmetry is evaluated for the length of the adjustment as well as the amount. Retail/shipping point tomato prices are used to test the model. Transmission elasticities are estimated. Results suggest this market is efficient.

Suggested Citation

  • Parrott, Scott D. & Eastwood, David B., 1998. "Incorporating Seasonality, Product Volume, And Shiller Lags Into A Price Linkage Model," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20837, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea98:20837
    DOI: 10.22004/ag.econ.20837
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    References listed on IDEAS

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