IDEAS home Printed from https://ideas.repec.org/a/bla/agecon/v18y1998i1p53-62.html
   My bibliography  Save this article

Seasonality and unit roots: the demand for fruits

Author

Listed:
  • Carlos Arnade
  • Daniel Pick

Abstract

We apply seasonal unit root tests to apple and pear price and quality data. We then develop a method for testing shifts in amplitude and/or phase of the seasonal cycles. The results have implications to speifications of models which use short‐run data (quarterly, monthly).

Suggested Citation

  • Carlos Arnade & Daniel Pick, 1998. "Seasonality and unit roots: the demand for fruits," Agricultural Economics, International Association of Agricultural Economists, vol. 18(1), pages 53-62, January.
    • Handle: RePEc:bla:agecon:v:18:y:1998:i:1:p:53-62
    DOI: 10.1111/j.1574-0862.1998.tb00487.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1574-0862.1998.tb00487.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1574-0862.1998.tb00487.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
    2. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    3. Kunst, Robert M, 1993. "Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series," Empirical Economics, Springer, vol. 18(4), pages 761-776.
    4. Canova, Fabio & Hansen, Bruce E, 1995. "Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 237-252, July.
    5. Joseph Beaulieu, J. & Miron, Jeffrey A., 1993. "Seasonal unit roots in aggregate U.S. data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 305-328.
    6. Osborn, Denise R., 1993. "Seasonal cointegration," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 299-303.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Baldwin, Katherine L. & Jones, Keithly G., 2012. "U.S. Citrus Import Demand: Seasonality and Substitution," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119741, Southern Agricultural Economics Association.
    2. Hoffman, Linwood A. & Arnade, Carlos Anthony, 2018. "Price Relationships in a Changing International Corn Market," 2018 Annual Meeting, August 5-7, Washington, D.C. 273972, Agricultural and Applied Economics Association.
    3. D. Evans & E. Kula & H. Sezer, 2005. "Regional welfare weights for the UK: England, Scotland, Wales and Northern Ireland," Regional Studies, Taylor & Francis Journals, vol. 39(7), pages 923-937.
    4. Raper, Kellie Curry & Thornsbury, Suzanne & Aguilar, Cristobal, 2009. "Regional Wholesale Price Relationships in the Presence of Counter-Seasonal Imports," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(1), pages 1-20, April.
    5. Revoredo-Giha, Cesar & Dogbe, Wisdom, 2023. "An empirical analysis of the purchases of soft fruit in Scotland," 97th Annual Conference, March 27-29, 2023, Warwick University, Coventry, UK 334512, Agricultural Economics Society - AES.
    6. Nzaku, Kilungu & Houston, Jack E. & Fonsah, Esendugue Greg, 2010. "Analysis of U.S. Demand for Fresh Fruit and Vegetable Imports," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 28(2), pages 1-19.
    7. Carlos Arnade & Gary Vocke, 2016. "Seasonal Variation in the Price Discovery Process of International Wheat," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 16-32, January.
    8. Arnade, Carlos Anthony & Calvin, Linda & Kuchler, Fred, 2008. "Market Response to a Food Safety Shock: The 2006 Foodborne Illness Outbreak of E. coli O157:H7 Linked to Spinach," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6448, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Ji, Wen, 2000. "Changing Seasonal Patterns In The Poultry Market," 2000 Annual meeting, July 30-August 2, Tampa, FL 21860, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Mathews, Kenneth H., Jr. & Arnade, Carlos Anthony & Jones, Keithly G., 2008. "Derived Demand for Cattle Feeding Inputs," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 26(1), pages 1-20.
    11. Nzaku, Kilungu & Houston, Jack E., 2009. "Analysis of U.S. Demand for Fresh Tropical Fruit and Vegetable Imports," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46850, Southern Agricultural Economics Association.
    12. Evans, Edwardv A. & Ballen, Fredy H., 2015. "Competitive Behavior in the U.S. Green Skin Avocado Market," Journal of Food Distribution Research, Food Distribution Research Society, vol. 46(3), pages 1-12, November.
    13. Nzaku, Kilungu & Houston, Jack E. & Fonsah, Esendugue Greg, 2012. "A Dynamic Application of the AIDS Model to Import Demand for Tropical Fresh Fruits in the USA," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126721, International Association of Agricultural Economists.
    14. Evans Edward & H. Ballen Fredy, 2016. "Testing for Oligopsony Power in the US Green Skin Avocado Market," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 43-50, May.
    15. Walters, Lurleen M. & Jones, Keithly G., 2016. "Caribbean Food Import Demand: An Application of the CBS Differential Demand System," Journal of Food Distribution Research, Food Distribution Research Society, vol. 47(2), pages 1-19, July.
    16. Valenciano, Jaime de Pablo & Manso, José Ramos Pires & Battistuzzi, Miguel Ángel Giacinti, 2017. "Drivers of the International Pear Market: A Panel data Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 0(Issue 1), January.
    17. Falsafian, Azadeh, 2016. "Seasonality and Forecasting of Monthly Broiler Price in Iran," International Journal of Agricultural Management and Development (IJAMAD), Iranian Association of Agricultural Economics, vol. 6(2), June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
    2. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
    3. Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.
    4. Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008. "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636.
    5. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
    6. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114.
    7. Sheng-Hung Chen & Song-Zan Chiou-Wei & Zhen Zhu, 2022. "Stochastic seasonality in commodity prices: the case of US natural gas," Empirical Economics, Springer, vol. 62(5), pages 2263-2284, May.
    8. Gianluca Cubadda, 2001. "Complex Reduced Rank Models For Seasonally Cointegrated Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(4), pages 497-511, September.
    9. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
    10. Michael Reutter & Jakob Von Weizsacker & Frank Westermann, 2002. "SeptemBear - A seasonality puzzle in the German stock index DAX," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 765-769.
    11. Mendez Parra, Maximiliano, 2015. "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper 63831, University Library of Munich, Germany, revised 06 Apr 2015.
    12. Haldrup, Niels & Montanes, Antonio & Sanso, Andreu, 2005. "Measurement errors and outliers in seasonal unit root testing," Journal of Econometrics, Elsevier, vol. 127(1), pages 103-128, July.
    13. Paulo Rodrigues & Philip Hans Franses, 2005. "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 555-569.
    14. Hans Franses, Philip & Koehler, Anne B., 1998. "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, vol. 14(3), pages 405-414, September.
    15. Beenstock, Michael & Reingewertz, Yaniv & Paldor, Nathan, 2016. "Testing the historic tracking of climate models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1234-1246.
    16. Roberto Martínez-Espiñeira, 2007. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," Journal of Applied Economics, Taylor & Francis Journals, vol. 10(1), pages 161-184, May.
    17. Dulleck, Uwe & Kaufmann, Sylvia, 2004. "Do customer information programs reduce household electricity demand?--the Irish program," Energy Policy, Elsevier, vol. 32(8), pages 1025-1032, June.
    18. Antonio Aguirre & Andreu Sansó, 2002. "Using different null hypotheses to test for seasonal unit roots in economic time series," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
    19. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
    20. Evren Erdoğan Cosar, 2006. "Seasonal behaviour of the consumer price index of Turkey," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 449-455.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:agecon:v:18:y:1998:i:1:p:53-62. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/iaaeeea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.