농업경제연구

Korean Agricultural Economics Association

제목 육계 및 계란 유통단계별 가격의 비대칭적 전이과정 분석
저자 황선웅, 박문수
발행정보 54권 3(국문)호 (2013년 9월) 페이지 45~70
키워드
초록 Earlier attempts to test for asymmetric price transmission for agricultural market did not consider the chance of a short-run and long-run nonlinearities in cointegrating relationship. To overcome the weakness of previous studies, we employ nonlinear ARDL model which has a flexible nonlinear dynamic framework capable of simultaneously and coherently modelling price asymmetries both in the underlying long-run relationship and in the patterns of dynamic adjustment. The results suggest the following findings: In the chicken market, farm-to-wholesale marketing chanel shows a symmetric price transmission in both short-run and long-run, while wholesale-to-retail marketing channel demonstrates a asymmetric price transmission in both short-run and long-run. On the contrary, asymmetric price transmission in the egg market is found on farm-to-wholesale marketing channel in both short-run and long-run.
논문파일 농업경제연구-2013(54권제3호)-국문-03.pdf