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dc.contributor.authorAsche, Frank
dc.contributor.authorMenezes, Rui
dc.contributor.authorDias, Joaõ Ferreira
dc.date.accessioned2006-07-18T12:03:05Z
dc.date.available2006-07-18T12:03:05Z
dc.date.issued2003-01
dc.identifier.issn1503-2140
dc.identifier.urihttp://hdl.handle.net/11250/165764
dc.description.abstractThe 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. In this paper a multivariate system that allow us to test different hypothesis with respect to the value chain is specified. This include tests of whether there is a link between the different stages in the value chain, whether the exchange rate pass through is complete and whether price signals are fully transmitted. Different exogeneity assumptions are testable hypothesis, and one can avoid the simultaneity problem associated with the common single equation specifications. Moreover, one can also test whether the exchange rate is determined outside the system, as well as testing for price leadership. An application is provided for the value chain for cod between Norway and Portugal.en
dc.format.extent138569 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoengen
dc.publisherSNF/Centre for Fisheries Economicsen
dc.relation.ispartofseriesWorking paperen
dc.relation.ispartofseries2002:54en
dc.relation.ispartofseriesDiscussion Paperen
dc.relation.ispartofseries2002:14en
dc.subjectvalue chainen
dc.subjectexchange ratesen
dc.subjectprice transmissionen
dc.subjectcointegrationen
dc.titlePrice transmission in cross boundary value chainsen
dc.typeWorking paperen
dc.typeWorking paperen


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