| dc.contributor.author | Beag, Fayaz Ahmad | |
| dc.contributor.author | Singla, Naresh | |
| dc.date.accessioned | 2018-03-14T09:59:04Z | |
| dc.date.available | 2018-03-14T09:59:04Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | 6. Beag, F.A. and N. Singla (2014). Cointegration, Causality and Impulse Response Analysis in Major Apple Markets of India. Agricultural Economics Research Review, 27 (3): 289-298. | en_US |
| dc.identifier.issn | Print- 0971-3441 | |
| dc.identifier.issn | Online- 0974-0279 | |
| dc.identifier.uri | http://kr.cup.edu.in/handle/32116/657 | |
| dc.description.abstract | The study has investigated market integration across five major wholesale apple markets, viz. Ahmedabad, Bengaluru, Delhi, Hyderabad and Kolkata, of the country by adopting Johansen’s multivariate cointegration approach. The study has confirmed the presence of cointegration, implying the long-run price association among the markets. To get the additional evidence as to whether and in which direction price transmission is occurring between the market pairs, Granger causality test has been used, which has confirmed Delhi to be the price-determining market. Hyderabad has been found comparatively more efficient as it has depicted most bidirectional causal relations with other markets. The market pairs: Ahmedabad — Kolkata
and Bengaluru — Kolkata have not shown any causal relation between them. The impulse response functions were also conducted which have confirmed the results of cointegration and Granger causality, but the magnitude of price transmission has been found relatively low in some market pairs that are spatially integrated. The major implication of the study is for the designing of a network of agricultural wholesale markets across the country at almost equal distance from each other to enhance the market integration and better price transmission among them. | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | Agricultural Economics Reseach Assosiation | en_US |
| dc.subject | Apple markets | en_US |
| dc.subject | Cointegration | en_US |
| dc.subject | Granger causality | en_US |
| dc.subject | price transmission | en_US |
| dc.subject | impulse response functions | en_US |
| dc.title | Cointegration, Causality and Impulse Response Analysis in Major Apple Markets of India | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | 10.5958/0974-0279.2014.00032.9 | |
| dc.identifier.url | http://www.indianjournals.com/ijor.aspx?target=ijor:aerr&volume=27&issue=2&article=014 | |
| dc.title.journal | Agricultural Economics Research Review | |
