Limits of regional food price differences and invisible hand

Standard

Limits of regional food price differences and invisible hand. / Dobronravova, Elizaveta; Perevyshin, Yury; Skrobotov, Anton; Shemyakina, Kira.

In: Applied Econometrics, Vol. 53, 2019, p. 30-54.

Research output: Contribution to journal › Article › peer-review

Harvard

Dobronravova, E, Perevyshin, Y, Skrobotov, A & Shemyakina, K 2019, 'Limits of regional food price differences and invisible hand', Applied Econometrics, vol. 53, pp. 30-54.

APA

Dobronravova, E., Perevyshin, Y., Skrobotov, A., & Shemyakina, K. (2019). Limits of regional food price differences and invisible hand. Applied Econometrics, 53, 30-54.

Vancouver

Dobronravova E, Perevyshin Y, Skrobotov A, Shemyakina K. Limits of regional food price differences and invisible hand. Applied Econometrics. 2019;53:30-54.

Author

Dobronravova, Elizaveta ; Perevyshin, Yury ; Skrobotov, Anton ; Shemyakina, Kira. / Limits of regional food price differences and invisible hand. In: Applied Econometrics. 2019 ; Vol. 53. pp. 30-54.

BibTeX

@article{0607db2cbeb04e9b8bc70a7bfa23896b,

title = "Limits of regional food price differences and invisible hand",

abstract = "Based on 33 food products prices in 78 Russian regions from 2003 to 2018 we estimate regional price threshold which leads to price convergence. We applied econometric tests for the unit root null hy‑ pothesis versus a nonlinear alternative, and the null of linearity versus a nonlinear alternative. About a 40% of time series corresponds to the three‑regime TAR‑model and weak form of the law of one price.",

keywords = "Law of one price, Price convergence, Regional price differences, Russian regions, Threshold autoregression",

author = "Elizaveta Dobronravova and Yury Perevyshin and Anton Skrobotov and Kira Shemyakina",

year = "2019",

language = "English",

volume = "53",

pages = "30--54",

journal = "Applied Econometrics",

issn = "1993-7601",

publisher = "СИНЕРГИЯ",

}

RIS

TY - JOUR

T1 - Limits of regional food price differences and invisible hand

AU - Dobronravova, Elizaveta

AU - Perevyshin, Yury

AU - Skrobotov, Anton

AU - Shemyakina, Kira

PY - 2019

Y1 - 2019

N2 - Based on 33 food products prices in 78 Russian regions from 2003 to 2018 we estimate regional price threshold which leads to price convergence. We applied econometric tests for the unit root null hy‑ pothesis versus a nonlinear alternative, and the null of linearity versus a nonlinear alternative. About a 40% of time series corresponds to the three‑regime TAR‑model and weak form of the law of one price.

AB - Based on 33 food products prices in 78 Russian regions from 2003 to 2018 we estimate regional price threshold which leads to price convergence. We applied econometric tests for the unit root null hy‑ pothesis versus a nonlinear alternative, and the null of linearity versus a nonlinear alternative. About a 40% of time series corresponds to the three‑regime TAR‑model and weak form of the law of one price.

KW - Law of one price

KW - Price convergence

KW - Regional price differences

KW - Russian regions

KW - Threshold autoregression

UR - http://www.scopus.com/inward/record.url?scp=85068641647&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:85068641647

VL - 53

SP - 30

EP - 54

JO - Applied Econometrics

JF - Applied Econometrics

SN - 1993-7601

ER -

ID: 92712231