the iranian poultry sector has experienced many significant structural changes in recent years. such changes may have influenced price dynamics and transmission of shocks through marketing channels especially on retail markets. this paper investigate price transmission, threshold behavior and asymmetric adjustment in poultry sector of ardebil (ar), east azerbaijan (ea) and west azerbaijan (wa) ...

in this paper asymmetric price transmission mechanism and nonlinear adjustment between producer and retail prices of milk were examined in zanjan province of iran. for this purpose, a two-regime threshold vector error correction model (tvecm) and a sup-lm test developed by hansen and seo (2002) were employed for checking presence of a threshold effect. application of unit root tests indicated t...

mazandaran province is one of the most important agricultural areas in iran. researches findings show that the role of bank credits is really important due to the lack of available funds in agricultural sector. in this study, the relationship between allocation of agricultural bank credits of iran as professional bank section and agricultural employment was studied in the mazandaran province ba...

over the past three decades vertical price transmission analysis has been the subject of considerable attention in applied agricultural conomics. it has been argued that the existence of asymmetric price transmission generates rents for marketing and processing agents. retail prices allegedly move faster upwards than downwards in response to farm level pricemovements. this is an important issue...

We propose Time-Space Threshold Vector Error Correction (TS-TVEC) model for short term traffic state prediction. The theory of cointegration with error correction mechanism is employed in the general design of the new model TS-TVEC. An inherent connection between mathematical form of error correction model and the microscopic traffic flow theory is revealed through the transformation of the Fun...

this paper develops an analysis of budget deficit financing in termsof a crowding out or crowding in effect on the activity of the privatesector for the economies of iran and algeria as two mena countries,(because of its economic structures (dependence on oil revenue)) duringthe period 1970-2012 by using cointegration and vector errorcorrection approaches. the analysis confirms the existence of...

in this paper, nonlinear adjustments and price transmission mechanism between the two levels of wholesale and retail for the egg market has been examined under the threshold vector error correction model (tvecm) framework using hansen and seo (2002)’s two-regimes). the unit root test showed that both wholesale and retail egg price series were integrated of order one . the johansen co-integratio...

among the food products, grains play an important role in the consumption patterns of people, especially in the developing countries. since iran's main source of public dietary energy comes directly from grains, investigating and identifying the determinants of import of these products can be an important step towards food security. most experimental studies consider import of grains as only a ...

Threshold models have gained much recent attention in applied economics for modeling nonlinear behavior. The appeal for these models is in part due to the observable pattern that many economic variables follow, such as asymmetric adjustment towards equilibrium. Recent developments in model specification derive error-correction models as a specific type of threshold models. This paper summarizes...