Are black pepper and white pepper markets co-integrateda non-parametric approach

Citation

Habibullah, Muzafar Shah and Baharumshah, Ahmad Zubaidi (1994) Are black pepper and white pepper markets co-integrateda non-parametric approach. In: Proceedings of the Seminar of Economics and Management, 18-19 Oct. 1994, Port Dickson, Malaysia. (pp. 1-22).

Abstract

The objective of this study is to determine the linkages between Black Pepper and White Pepper markets in Malaysia. For a spatially integrated market, two products are considered to compete in the same market. Using a sample of 138 monthly data on Black Pepper and White Pepper prices series for the period January 1981 to June 1992, our co-integration analysis suggest that Black Pepper and White Pepper markets in Malaysia are not co-integrated.

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Additional Metadata

Item Type:	Conference or Workshop Item (Paper)
Divisions:	Faculty of Economics and Management
Publisher:	Universiti Putra Malaysia
Keywords:	Black pepper; White pepper; Pepper markets
Depositing User:	Azhar Abdul Rahman
Date Deposited:	16 May 2016 07:11
Last Modified:	16 May 2016 07:11
URI:	http://psasir.upm.edu.my/id/eprint/47432
Statistic Details:	View Download Statistic

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