Does asymmetry in price transmission exist in the rice market in Sri Lanka?

Gedara P. M. Korale; Ratnasiri S.; Bandara J. S.

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Does asymmetry in price transmission exist in the rice market in Sri Lanka?

机译：斯里兰卡的大米市场是否存在价格传递不对称的现象？

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This study analyses asymmetry in price transmission between wholesale and retail rice markets in Sri Lanka, using the threshold autoregressive model. We found that the wholesale and the retail rice markets in Sri Lanka are integrated, with price changes moving from the wholesale to the retail market. However, the price transmission process is asymmetric. In particular, price increases at the wholesale market transmit immediately to the retail market while price decreases transmit more slowly. Parameter stability test and follow-up analysis indicated that the price transmission process is asymmetric only during periods of price surges, suggesting that the rice market is not efficient during these periods.

机译：本研究使用阈值自回归模型分析了斯里兰卡大米和批发大米市场之间价格传递的不对称性。我们发现斯里兰卡的批发和零售大米市场是整合的，价格变化从批发市场转向零售市场。但是，价格传递过程是不对称的。特别是，批发市场的价格上涨立即传导到零售市场，而价格下降的传导则更慢。参数稳定性测试和后续分析表明，仅在价格上涨期间，价格传递过程才是不对称的，这表明在此期间大米市场效率不高。

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来源
《Applied Economics》 |2016年第27期|2491-2505|共15页
作者
Gedara P. M. Korale; Ratnasiri S.; Bandara J. S.;
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作者单位

Griffith Univ, Dept Accounting Finance & Econ, Gold Coast Campus, Nathan, Qld 4111, Australia;

Griffith Univ, Dept Accounting Finance & Econ, Gold Coast Campus, Nathan, Qld 4111, Australia;

Griffith Univ, Dept Accounting Finance & Econ, Nathan Campus, Nathan, Qld 4111, Australia;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Asymmetry; market integration; rice market; Sri Lanka; government intervention;

机译：不对称;市场整合;大米市场;斯里兰卡;政府干预;

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Does asymmetry in price transmission exist in the rice market in Sri Lanka?

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