Cointegration, causality and the transmission of shocks across wheat market in Pakistan
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DOI: 10.1007/s11135-007-9107-1
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References listed on IDEAS
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Cited by:
- Mohamed Abdouli & Sami Hammami, 2020. "Economic Growth, Environment, FDI Inflows, and Financial Development in Middle East Countries: Fresh Evidence from Simultaneous Equation Models," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 11(2), pages 479-511, June.
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More about this item
Keywords
Transmission of shocks; Causality; Generalized impulse response function; Cointegration; C22; Q13; Q18;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
- Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy; Animal Welfare Policy
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