Blar i Working papers (SNF) på emneord "cointegration"

Viser treff 1-2 av 2

    • Demand equations with some nonstationary variables : the demand for farmed and wild salmon in Japan 

      Asche, Frank; Wessells, Cathy Roheim (Working Paper, Working paper; Working paper, 2002-06)
      There seems to be substantial evidence in favor of treating price series as nonstationary. There are also strong arguments for treating expenditure shares as stationary. With this structure in the data, it is generally not ...

    • Price transmission in cross boundary value chains 

      Asche, Frank; Menezes, Rui; Dias, Joaõ Ferreira (Working paper, Working paper; Working paper, 2003-01)
      The extent to which demand and supply shocks are transmitted in the value chain is an important topic. As many value chains cross international borders exchange rate pass through is an important element in this context. ...