STRUCTURAL BREAKS IN FARM AND RETAIL PRICES OF BEEF MEAT IN POLAND

• Authors: Mariusz Hamulczuk
• Languages of publication: EN

Abstracts

EN

The aim of this study was to analyze the dynamics of monthly prices in the beef marketing chain in Poland in the years 1997-2012. The study showed that in the time series of farm and retail prices of beef meat in Poland structural break points occurred. They are mainly associated with appearance of BSE disease and the Polish accession to the European Union. The farm and retail price series are non-stationary and farm prices Granger-cause retail prices. The estimates of the long-run parameters depend on the assumptions about deterministic variables existence in the Engel-Granger cointegration equation, including structural breaks among them.

Keywords

EN

food chain; beef prices; structural break; price transmission; cointegration

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2013
• Volume: 14
• Issue: 1
• Pages: 160-169

Dates

published

2013

Contributors

author

Mariusz Hamulczuk

• Department of Agricultural Economics and International Economic Relations Warsaw University of Life Sciences – SGGW

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