Are black pepper and white pepper markets co-integrateda non-parametric approach
The objective of this study is to determine the linkages between Black Pepper and White Pepper markets in Malaysia. For a spatially integrated market, two products are considered to compete in the same market. Using a sample of 138 monthly data on Black Pepper and White Pepper prices series for the...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
Universiti Putra Malaysia
1994
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| Online Access: | http://psasir.upm.edu.my/id/eprint/47432/1/Are%20black%20pepper%20and%20white%20pepper%20markets%20co-integrateda%20non-parametric%20approach.pdf http://psasir.upm.edu.my/id/eprint/47432/ |
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| Institution: | Universiti Putra Malaysia |
| Language: | English |
| Summary: | The objective of this study is to determine the linkages between Black Pepper and White Pepper markets in Malaysia. For a spatially integrated market, two products are considered
to compete in the same market. Using a sample of 138 monthly data on Black Pepper and White Pepper prices series for the period January 1981 to June 1992, our co-integration
analysis suggest that Black Pepper and White Pepper markets in Malaysia are not co-integrated. |
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