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Price transmission along the food supply chain in Slovakia

Author

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  • Jan Pokrivcak
  • Miroslava Rajcaniova
Abstract
This article examines the price relationship along the food supply chain in Slovakia. We analyse a long-run relationship between farm and retail level in the vertical chain of milk, beef, pork, chicken, potatoes and apples. A cointegration approach is used to study the long-run relationship. We test for the existence of a structural break in the time series data (Gregory Hansen test) in the period observed and allow for the existence of a non-linear relationship between prices at various levels of the vertical chain by using threshold autoregressive models. We find evidence of asymmetry in price transmission along the food supply chain.

Suggested Citation

  • Jan Pokrivcak & Miroslava Rajcaniova, 2014. "Price transmission along the food supply chain in Slovakia," Post-Communist Economies, Taylor & Francis Journals, vol. 26(4), pages 555-568, December.
  • Handle: RePEc:taf:pocoec:v:26:y:2014:i:4:p:555-568
    DOI: 10.1080/14631377.2014.937111
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    References listed on IDEAS

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    1. Bakucs, Lajos Zoltan & Ferto, Imre, 2006. "Marketing and pricing dynamics in the presence of structural breaks - the Hungarian pork market," 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece 10031, European Association of Agricultural Economists.
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    Cited by:

    1. Sobczak, Wioleta & Kanetkar, Vinay, 2022. "Price Dependence in the Supply Chain on the Mushroom Market in Canada," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 13(01), January.
    2. Rachel Rose & Dimitrios Paparas, 2023. "Price Transmission: The Case of the UK Dairy Market," Commodities, MDPI, vol. 2(1), pages 1-21, March.
    3. Drabik, Dušan & Ciaian, Pavel & Pokrivčák, Ján, 2016. "The effect of ethanol policies on the vertical price transmission in corn and food markets," Energy Economics, Elsevier, vol. 55(C), pages 189-199.

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