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dc.contributor.authorKorale Gedara, Pradeepa
dc.contributor.authorRatnasiri, Shyama
dc.contributor.authorBandaralage, Jayatilleke
dc.date.accessioned2018-09-20T07:54:39Z
dc.date.available2018-09-20T07:54:39Z
dc.date.issued2015
dc.identifier.issn0003-6846
dc.identifier.doi10.1080/00036846.2015.1125427
dc.identifier.urihttp://hdl.handle.net/10072/141566
dc.description.abstractThis study analyses asymmetry in price transmission between wholesale and retail rice markets in Sri Lanka, using the threshold autoregressive model. We found that the wholesale and the retail rice markets in Sri Lanka are integrated, with price changes moving from the wholesale to the retail market. However, the price transmission process is asymmetric. In particular, price increases at the wholesale market transmit immediately to the retail market while price decreases transmit more slowly. Parameter stability test and follow-up analysis indicated that the price transmission process is asymmetric only during periods of price surges, suggesting that the rice market is not efficient during these periods.
dc.description.peerreviewedYes
dc.languageEnglish
dc.language.isoeng
dc.publisherRoutledge
dc.relation.ispartofpagefrom1
dc.relation.ispartofpageto15
dc.relation.ispartofjournalApplied Economics
dc.subject.fieldofresearchApplied economics
dc.subject.fieldofresearchEconometrics
dc.subject.fieldofresearchEnvironment and resource economics
dc.subject.fieldofresearchcode3801
dc.subject.fieldofresearchcode3802
dc.subject.fieldofresearchcode380105
dc.titleDoes asymmetry in price transmission exist in the rice market in Sri Lanka?
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyGriffith Business School, Department of Accounting, Finance and Economics
gro.description.notepublicThis publication has been entered into Griffith Research Online as an Advanced Online Version.
gro.hasfulltextNo Full Text
gro.griffith.authorBandaralage, Jayatilleke
gro.griffith.authorRatnasiri, Shyama G.
gro.griffith.authorKorale Gedara, Pradeepa


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