Wheat market integration between Hungary and Germany

Zoltán Bakucs (), Bernhard Brümmer, Stephan von Cramon-Taubadel and Imre Fertő

Applied Economics Letters, 2012, vol. 19, issue 8, 785-788

Abstract: The aim of this article is to analyse the price transmission between German and Hungarian wheat producer prices using weekly prices. Markov-Switching Vector Error Correction Model (MS-VECM) with three regimes seems to appropriately capture the dynamics in the price relationship.

Date: 2012
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Working Paper: Wheat market integration between Hungary and Germany (2008)
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DOI: 10.1080/13504851.2011.603688

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