Evidence of non-linear price transmission between maize markets in Mexico and the US

Sergio Rene Araujo-Enciso
Authors registered in the RePEc Author Service: Sergio René Araujo Enciso

No 51366, 2009 Conference, August 16-22, 2009, Beijing, China from International Association of Agricultural Economists

Abstract: The present work provides evidence that non linear co-integration between Mexico and the US maize prices exists, at country and regional level. The models suggest that Mexican prices adjust at changes in US prices. Despite asymmetry was statistically rejected, it is likely that it might occur for thriving parameters different that zero in the error correction term. The results suggest on which way the research might be improved in order to assess such co-integration relationship accurately.

Keywords: Agricultural and Food Policy; Food Security and Poverty; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 23
Date: 2009
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:iaae09:51366

DOI: 10.22004/ag.econ.51366

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