Dynamics of Spatial Dependences of Prices for Vegetables and Fruits

Venera Maratovna Timiryanova (), Irina Aleksandrovna Lakman (), Dina Khadimovna Krasnoselskaya () and Anna Viktorovna Stol ()
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Venera Maratovna Timiryanova: Ufa University of Science and Technology
Irina Aleksandrovna Lakman: Ufa University of Science and Technology
Dina Khadimovna Krasnoselskaya: Ufa University of Science and Technology
Anna Viktorovna Stol: Institute for Strategic Studies, Academy of Sciences of the Republic of Bashkortostan

Spatial Economics=Prostranstvennaya Ekonomika, 2023, issue 2, 94-125

Abstract: The paper addresses to a spatial analysis of daily prices for 6 types of fruits and vegetables in 81 regions of Russia from January 1, 2019 to March 31, 2022. The study set of information was formed by the Federal Tax Service with extraction data from fiscal registrars; it contains up to 95 332 observations for each type of fruit and vegetable products. Within the indicated data array, we explore the presence of a spatial correlation of prices and their growth rates by assessing the global Moran’s index and local Moran’s indices, in daily, weekly and monthly dynamics. To analyze the presence of cyclic changes in spatial dependencies, we use a correlogram, which was evaluated by various special tests. Our analysis showed that the level of data aggregation (in the form of daily, weekly or monthly values) affects the possibility of interpreting the results. The rate of spatial price change at the regional level usually exceeds one day. At the same time, in certain periods, it can be significantly registered within a week and it shows the synchronism of price changes on monthly data. Different Spatial dependence was revealed in the context of the considered goods types. We revealed the most stable spatial dependences for potatoes. Significant seasonal and weekly cycles of spatial dependence, determined by seasonal price fluctuations, were identified for potatoes. Our findings will be interesting to wide range of people dealing with issues of spatial measurements and problems of interregional interaction, as well as macroeconomic problems of pricing

Keywords: spatial autocorrelation; price; fruits and vegetables; seasonality of prices; rate of spatial price change; level of data aggregation; region; Russia (search for similar items in EconPapers)
JEL-codes: P22 R10 R15 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:far:spaeco:y:2023:i:2:p:94-125

DOI: 10.14530/se.2023.2.094-125

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