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Seasonality and unit roots: the demand for fruits

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  • Arnade, Carlos
  • Pick, Daniel

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).
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  • Arnade, Carlos & Pick, Daniel, 1998. "Seasonality and unit roots: the demand for fruits," Agricultural Economics, Blackwell, vol. 18(1), pages 53-62, January.
    • Handle: RePEc:eee:agecon:v:18:y:1998:i:1:p:53-62
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    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. Kunst, Robert M, 1993. "Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series," Empirical Economics, Springer, vol. 18(4), pages 761-776.
    3. 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.
    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.
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    Cited by:

    1. 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, Cambridge University Press, vol. 41(1), pages 271-290, April.
    2. 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).
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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).
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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.

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