View Item 

Show simple item record

Price Linkages of Russian Regional Markets
dc.contributor.authorGluschenko, Konstantinen_US
dc.date.accessioned2007-10-25T20:11:38Z
dc.date.available2007-10-25T20:11:38Z
dc.date.issued2006-09-01en_US
dc.identifier.otherRePEc:wdi:papers:2006-839en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/57219en_US
dc.description.abstractExploiting time series of the cost of a staples basket across 75 Russian regions over 1994-2000, price linkages of the regions are analyzed with the use of Granger causality as a tool. Price linkages of Russian regions are found extensive: on average, an individual regional market is linked through prices with 62% of others. Neither isolated clusters of regions nor autarkic regions are revealed; each region is linked with all others either directly or indirectly, through a chain of no more than two intermediate regions. Spatial autocorrelation is found to be widespread, taking place in two thirds of regions.en_US
dc.format.extent170361 bytes
dc.format.extent1802 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.relation.ispartofseries839en_US
dc.subjectMarket Integration, Granger Causality, Integration Clubs, Spatial Autocorrelationen_US
dc.subject.otherC22, P22, P23, R12en_US
dc.titlePrice Linkages of Russian Regional Marketsen_US
dc.typeWorking Paperen_US
dc.subject.hlbsecondlevelEconomicsen_US
dc.subject.hlbtoplevelBusinessen_US
dc.contributor.affiliationumWilliam Davidson Instituteen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/57219/1/wp839 .pdfen_US
dc.owningcollnameWilliam Davidson Institute (WDI) - Working Papers


Files in this item

Name:
wp839 .pdf
Size:
166.3KB
Format:
PDF
View/Open

Show simple item record

Remediation of Harmful Language

The University of Michigan Library aims to describe library materials in a way that respects the people and communities who create, use, and are represented in our collections. Report harmful or offensive language in catalog records, finding aids, or elsewhere in our collections anonymously through our metadata feedback form. More information at Remediation of Harmful Language.

Accessibility

If you are unable to use this file in its current format, please select the Contact Us link and we can modify it to make it more accessible to you.