Structural breaks, cointegration and the farm-retail price spread for lamb

C-Tier
Journal: Applied Economics
Year: 2000
Volume: 32
Issue: 10
Pages: 1281-1286

Authors (2)

Richard Tiffin (University of Reading) P. J. Dawson (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the farm—retail price spread for lamb from monthly UK data for 1979-1993. Using cointegration, it examines seasonal patterns in producer and retail prices and seeks to identify a long-run relationship between them. Results show that a long-run relationship exists, and that the direction of Granger-causality is from retail to producer prices. Lamb prices are therefore set in the retail market. Results also show that there is a structural break in the relationship in January 1990 when the price increases; this coincides exactly with a change in policy.

Technical Details

RePEc Handle
repec:taf:applec:v:32:y:2000:i:10:p:1281-1286
Journal Field
General
Author Count
2
Added to Database
2026-01-29