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Threshold effects and asymmetric price adjustments in the Ghanaian plantain market

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dc.contributor.author Acquah, Henry de-Graft
dc.date.accessioned 2020-12-16T10:22:28Z
dc.date.available 2020-12-16T10:22:28Z
dc.date.issued 2012-10
dc.identifier.issn 23105496
dc.identifier.uri http://hdl.handle.net/123456789/4371
dc.description 7p:, ill. en_US
dc.description.abstract This study investigates if there is an asymmetric relationship between Ghanaian retail and wholesale plantain prices. Using the Consistent Threshold Autoregressive Model(C-TAR), this study finds that the retail and wholesale plantain prices are threshold co integrated. The study also finds that the retail and wholesale plantain prices adjust asymmetrically for deviation from the long run equilibrium. The findings of this study further indicate that 63.2% of the positive deviations and 24.9% of the negative deviations persist to the next period. These results suggest that any price movement that squeezes the margins is transmitted more rapidly than an equivalent that stretches the margin. en_US
dc.language.iso en en_US
dc.publisher University of Cape Coast en_US
dc.subject Asymmetric price transmission en_US
dc.subject Threshold adjustment en_US
dc.subject Co integration en_US
dc.subject AIC en_US
dc.subject BIC en_US
dc.title Threshold effects and asymmetric price adjustments in the Ghanaian plantain market en_US
dc.type Article en_US


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