Non-traded food commodity spatial price transmission: evidence from the Niger millet market
Using an Augmented Factor Vector Autoregressive (FAVAR) Model, this study analyzes spatial millet prices transmission in Niger. Our results did not find condition for millet markets integration existence. However, the Granger causality tests and impulse response functions from the estimated short‐te...
| Autores principales: | , |
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| Formato: | Journal Article |
| Lenguaje: | Inglés |
| Publicado: |
Wiley
2018
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| Materias: | |
| Acceso en línea: | https://hdl.handle.net/10568/145483 |
| _version_ | 1855540574407360512 |
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| author | Tankari, Mahamadou Roufahi Goundan, Anatole |
| author_browse | Goundan, Anatole Tankari, Mahamadou Roufahi |
| author_facet | Tankari, Mahamadou Roufahi Goundan, Anatole |
| author_sort | Tankari, Mahamadou Roufahi |
| collection | Repository of Agricultural Research Outputs (CGSpace) |
| description | Using an Augmented Factor Vector Autoregressive (FAVAR) Model, this study analyzes spatial millet prices transmission in Niger. Our results did not find condition for millet markets integration existence. However, the Granger causality tests and impulse response functions from the estimated short‐term dynamic as FAVAR model revealed the existence of leading markets whose millet prices affect a maximum number of other regional millet prices, while some regions seem to be isolated from trade or information flows. Furthermore, the significance of a shock depends also on the characteristics of the region where it originates in terms of millet demand or supply, indicating that the region to target and where the price shock originated matter for the policies’ success. |
| format | Journal Article |
| id | CGSpace145483 |
| institution | CGIAR Consortium |
| language | Inglés |
| publishDate | 2018 |
| publishDateRange | 2018 |
| publishDateSort | 2018 |
| publisher | Wiley |
| publisherStr | Wiley |
| record_format | dspace |
| spelling | CGSpace1454832024-10-25T08:05:38Z Non-traded food commodity spatial price transmission: evidence from the Niger millet market Tankari, Mahamadou Roufahi Goundan, Anatole models supply balance agricultural products food policies millets price volatility integration food prices Using an Augmented Factor Vector Autoregressive (FAVAR) Model, this study analyzes spatial millet prices transmission in Niger. Our results did not find condition for millet markets integration existence. However, the Granger causality tests and impulse response functions from the estimated short‐term dynamic as FAVAR model revealed the existence of leading markets whose millet prices affect a maximum number of other regional millet prices, while some regions seem to be isolated from trade or information flows. Furthermore, the significance of a shock depends also on the characteristics of the region where it originates in terms of millet demand or supply, indicating that the region to target and where the price shock originated matter for the policies’ success. 2018-03-01 2024-06-21T09:04:33Z 2024-06-21T09:04:33Z Journal Article https://hdl.handle.net/10568/145483 en Limited Access Wiley Tankari, Mahamadou Roufahi; and Goundan, Anatole. 2018. Non-traded food commodity spatial price transmission: evidence from the Niger millet market. Agricultural Economics 49(2): 147-156. https://doi.org/10.1111/agec.12404 |
| spellingShingle | models supply balance agricultural products food policies millets price volatility integration food prices Tankari, Mahamadou Roufahi Goundan, Anatole Non-traded food commodity spatial price transmission: evidence from the Niger millet market |
| title | Non-traded food commodity spatial price transmission: evidence from the Niger millet market |
| title_full | Non-traded food commodity spatial price transmission: evidence from the Niger millet market |
| title_fullStr | Non-traded food commodity spatial price transmission: evidence from the Niger millet market |
| title_full_unstemmed | Non-traded food commodity spatial price transmission: evidence from the Niger millet market |
| title_short | Non-traded food commodity spatial price transmission: evidence from the Niger millet market |
| title_sort | non traded food commodity spatial price transmission evidence from the niger millet market |
| topic | models supply balance agricultural products food policies millets price volatility integration food prices |
| url | https://hdl.handle.net/10568/145483 |
| work_keys_str_mv | AT tankarimahamadouroufahi nontradedfoodcommodityspatialpricetransmissionevidencefromthenigermilletmarket AT goundananatole nontradedfoodcommodityspatialpricetransmissionevidencefromthenigermilletmarket |