Brümmer, Bernhard; Cramon-Taubadel, Stephan von; … - In: European Review of Agricultural Economics 36 (2009) 2, pp. 203-230
Analysis of price transmission in transition countries is often complicated by unstable policy environments. We use a Markov-switching vector error-correction model (MSVECM) to model multiple regime shifts in the relationship between wheat and wheat flour prices in Ukraine from June 2000 to...