This work provides a comparison of methodologies for applied research in price transmission analysis. We compare two regime-dependent econometric models, namely the threshold vector error correction model and the Markov-switching vector error correction model. We first provide a conceptual...

ABSTRACT This paper reviews the literature on price volatility transmission in vertical food markets. The methods and major findings of the literature are discussed and avenues for future research are suggested. The literature review shows that price volatility is analyzed using a class of...

In recent years, supply chain performance measures have been in the spotlight of many authors. Many performance measures have been used. In this paper, efficiency was measured as an indicator of performance in the vegetable supply chain. The study consisted of two stages. In the first, data...

The impact of cross-sectional aggregation over individual retail stores on the estimation and testing of vertical price transmission between the wholesale and retail levels is investigated using a unique data set of individual retail prices in Germany. Systematic differences between the results...