Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/90500 
Erscheinungsjahr: 
2010
Schriftenreihe/Nr.: 
Discussion Papers No. 54
Verlag: 
Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG), Göttingen
Zusammenfassung: 
Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which correspond to major maize production or consumption areas. We propose a novel method for the analysis. The semiparametric vector error-correction model allows the partial impact of the past deviations from price equilibria on current price changes to be potentially nonlinear. The nonparametric estimates of these partial influences suggest that they can be adequately modeled by linear functions.
Schlagwörter: 
cointegration
maize
nonlinear time series model
price transmission
semiparametric model
Tanzania
JEL: 
C32
Q11
Q13
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
405.28 kB





Publikationen in EconStor sind urheberrechtlich geschützt.