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Multivariate Cointegration Tests and the Law of one Price: A Clarification and Correction

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  • Barry K. Goodwin

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  • Barry K. Goodwin, 1992. "Multivariate Cointegration Tests and the Law of one Price: A Clarification and Correction," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 14(2), pages 337-338.
    • Handle: RePEc:oup:revage:v:14:y:1992:i:2:p:337-338.
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    File URL: http://hdl.handle.net/10.2307/1349513
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    Cited by:

    1. Sriwena Saleerut & Chalermpon Jatuporn & Vasu Suvanvihok & Apinya Wanaset, 2020. "Price adjustment of oil palm and palm oil in Thailand to the world price of the palm oil market," Asian Journal of Agriculture and rural Development, Asian Economic and Social Society, vol. 10(2), pages 690-697, December.
    2. Pippenger, John, 2022. "The Law Of One Price, Borders And Purchasing Power Parity," University of California at Santa Barbara, Economics Working Paper Series qt5b17d1dr, Department of Economics, UC Santa Barbara.
    3. Kapil Gupta & Balwinder Singh, 2009. "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 191-250, May.
    4. James O. Bukenya & Walter C. Labys, 2005. "Price Convergence on World Commodity Markets: Fact or Fiction?," International Regional Science Review, , vol. 28(3), pages 302-329, July.
    5. Saleerut, Sriwena & Jatuporn, Chalermpon & Suvanvihok, Vasu & Wanaset, Apinya, 2020. "Price Adjustment of Oil Palm and Palm Oil in Thailand to the World Price of the Palm Oil Market," Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society (AESS), vol. 10(02), January.
    6. Sami Khedhiri, 2023. "The impact of COVID‐19 on agricultural market integration in Eastern Canada," Regional Science Policy & Practice, Wiley Blackwell, vol. 15(2), pages 371-386, April.
    7. Suharno, S., 2018. "Spatial Market Integration and Price Transmission of Meat in Indonesia," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277371, International Association of Agricultural Economists.
    8. Pippenger, John, 2020. "The Law Of One Price, Purchasing Power Parity And Exchange Rates: Setting The Record Straight," University of California at Santa Barbara, Economics Working Paper Series qt2n8899rp, Department of Economics, UC Santa Barbara.
    9. Gil, Jose M. & Montañés, Antonio & Vásquez-González, Bernardo, 2023. "Are prices converging in the global sawnwood market?," Forest Policy and Economics, Elsevier, vol. 155(C).
    10. Svetlana Kresova & Sebastian Hess, 2022. "Identifying the Determinants of Regional Raw Milk Prices in Russia Using Machine Learning," Agriculture, MDPI, vol. 12(7), pages 1-18, July.
    11. Alisher Tleubayev & Tinoush Jamali Jaghdani & Linde Gotz & Miranda Svanidze, 2021. "The relationship between trade policies and macroeconomic adjustments in the Russian cheese market integration," Journal of New Economy, Ural State University of Economics, vol. 22(3), pages 44-68, October.
    12. Mittal, S & Hariharan, VK & Subash, SP, 2018. "Price volatility trends and price transmission for major staples in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 31(1).
    13. Maximilian Heigermoser & Linde Götz & Miranda Svanidze, 2021. "Price formation within Egypt's wheat tender market: Implications for Black Sea exporters," Agricultural Economics, International Association of Agricultural Economists, vol. 52(5), pages 819-831, September.
    14. Ana I. Sanjuán & Jose M. Gil, 2001. "A Note on Tests for Market Integration in a Multivariate Non‐Stationary Framework," Journal of Agricultural Economics, Wiley Blackwell, vol. 52(2), pages 113-121, May.
    15. Ana I. Sanjuan & Jose M. Gil, 1998. "Price transmission analysis: A flexible methodological approach applied to European hog markets," ERSA conference papers ersa98p180, European Regional Science Association.
    16. Pippenger, John, 2015. "Arbitrage and the Law of One Price: Setting the Record Straight," University of California at Santa Barbara, Economics Working Paper Series qt27t4q265, Department of Economics, UC Santa Barbara.
    17. Tleubayev, Alisher & Jamali Jaghdani, Tinoush & Götz, Linde & Svanidze, Miranda, 2021. "The relationship between trade policies and macroeconomic adjustments in the Russian cheese market integration," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 22(3), pages 44-68.
    18. Fabiosa, Jacinto F., 2000. "Impact Of Gatt In The Functioning Of Agricultural Markets: An Examination Of Market Integration And Efficiency In The World Beef And Wheat Market Under The Pre-Gatt And Post-Gatt Regimes," 2000 Annual meeting, July 30-August 2, Tampa, FL 21868, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    19. Yu JIANG & Yu WANG, 2013. "Is China's domestic agricultural market influenced by price fluctuations of the world agricultural commodities in the short-run?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 59(12), pages 578-589.

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