Blar i NHH Brage på forfatter "Cannon, Edmund"
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Integration in the English wheat market 1770-1820
Brunt, Liam; Cannon, Edmund (Discussion paper;12/2013, Working paper, 2013-06)Cointegration analysis has been used widely to quantify market integration through price arbitrage. We show that total price variability can be decomposed into: (i) magnitude of price shocks; (ii) correlation of price ... -
The truth, the whole truth, and nothing but the truth : the English Corn Returns as a data source in economic history, 1770-1914.
Brunt, Liam; Cannon, Edmund (Discussion paper;9/2013, Working paper, 2013-04)From 1770 to 1914, the British Government collected weekly price and quantity data for all types of grain traded in many market towns; these ‘Corn Returns’ were published in the London Gazette. We computerised the data ... -
Variations in the price and quality of English grain, 1750-1914: quantitative evidence and empirical implications.
Brunt, Liam; Cannon, Edmund (Discussion paper;06/15, Working paper, 2015-03)Interpretation of historic grain price data may be hazardous owing to systematic grain quality variation – both cross sectionally and over varying time horizons (intra-year, inter-year, long run). We use the English wheat ...