IDEAS home Printed from https://ideas.repec.org/a/oup/ajagec/v89y2007i4p1058-1072.html
   My bibliography  Save this article

Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?

Author

Listed:
  • Jean-Philippe Gervais
  • Naceur Khraief

Abstract

The impact of lags in the production and marketing of agricultural products on the degree of exchange rate pass-through in export prices is investigated. The predictions of the theoretical model are tested by investigating Canadian pork export prices in the United States and Japan. The empirical methodology accounts for unit root and cointegration using the dynamic seemingly unrelated regression framework and a minimum distance estimator. Predetermined hog supplies have a statistically significant impact on export prices of two out of three Canadian provinces. The degree of misspecification involved with standard pass-through models that do not account for production lags is also illustrated. Copyright 2007, Oxford University Press.

Suggested Citation

  • Jean-Philippe Gervais & Naceur Khraief, 2007. "Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(4), pages 1058-1072.
    • Handle: RePEc:oup:ajagec:v:89:y:2007:i:4:p:1058-1072
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/j.1467-8276.2007.01030.x
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

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


    Cited by:

    1. Gervais, Jean-Philippe & Khraief, Naceur, 2007. "AJAE Appendix: Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 89(4), pages 1-12, November.
    2. Yugay, Stanislav & Götz, Linde & Svanidze, Miranda, 2020. "Exchange Rate Pass-through and Wheat Prices in Russia," 60th Annual Conference, Halle/ Saale, Germany, September 23-25, 2020 305595, German Association of Agricultural Economists (GEWISOLA).
    3. Jean‐Philippe Gervais & Bruno Larue, 2009. "A joint test of market power, menu costs, and currency invoicing," Agricultural Economics, International Association of Agricultural Economists, vol. 40(1), pages 29-41, January.
    4. repec:ags:aaea22:335683 is not listed on IDEAS

    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:oup:ajagec:v:89:y:2007:i:4:p:1058-1072. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Oxford University Press (email available below). General contact details of provider: https://edirc.repec.org/data/aaeaaea.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.