Estimation of multivariate volatility spillover effects model of Philippine producer-consumer pork, chicken, and milkfish prices, 1990-2013
This time-series study investigated causality using Granger causation, cointegration and volatility spillover effects ("heat waves" and "meteor shower" effects) between producer and consumer prices of chicken, pork, and milkfish markets in the Philippines, and among different con...
| Published in: | Passage Journal Vol. IV (Jan. 2016 - Dec. 2016), 15-42 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
2016
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| Subjects: |