Dissertations / Theses on the topic 'Export prices'
To see the other types of publications on this topic, follow the link: Export prices.
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 dissertations / theses for your research on the topic 'Export prices.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.
1
Che, Loveline. "Cameroon's export performance : the role of infrastructure, output activity and export prices on Cameroon's cocoa and coffee exports." Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/5770.
Full text
2
Abali, Elif Ege. "Exchange Rate Pass-through Into The Export And Import Prices Of Turkey." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605462/index.pdf.
Full textAbstract:
In this study, exchange rate pass-through into the export prices and import prices is analyzed separately at the disaggregate level. The study also attempts to differentiate exchange rate pass-through in the short-run and long-run. To analyze pass-through in the short-run, dynamic modeling is used. To analyze pass-through in the long-run, cointegration analysis is conducted. Estimation results show that exchange rate pass-through into the import prices is complete even at the disaggregate level. However, there is variation in the pass-through into the export prices across sectors both in the short-run and long-run. Not all exporting sectors, even in a small open economy like Turkey, are price takers in the foreign markets.
3
Savernini, Maira Q. M. "An Econometric Investigation of the Brazilian Ethanol Exports: The Role of Brazilian Sugar Export Prices and World Oil Prices." Ohio : Ohio University, 2008. http://www.ohiolink.edu/etd/view.cgi?ohiou1213135904.
Full text
4
Sotoudeh, Mollashahi Mohammad Ali. "Oil Prices, the Macroeconomy and Financial Markets." Thesis, Griffith University, 2016. http://hdl.handle.net/10072/366096.
Full textAbstract:
A large body of research suggests that oil price shocks have significant impacts on economies, with diverse consequences depending on the relative production and use and consequently exports and imports. In the main, the expectation is that an oil price increase is positive for oil-exporter countries but negative for oil-importer countries. In fact, some early studies revealed that oil price increases preceded all recessions other than in the 1960s. However, by the mid-1980s, possibly because of the diminishing role of oil in real economic activity, these models began to lose their explanatory power, such that there has been considerable less effort directed at alternative modelling approaches to this fundamental relationship, not least outside the US. The main question posed in this thesis concerns the nature of the causal relationships between oil prices, the macroeconomy and financial markets and whether they vary between oil importers or exporters. To respond, we first identified a representative sample of large net oil-producer and oil-consumer economies, the former comprising Canada, Norway and Mexico and the later including Brazil, Denmark, Germany, Italy, the Netherlands, Sweden, and the US. We then specified a set of key macroeconomic and financial market variables including the consumer price index, the real exchange rate, monetary aggregates, industrial production, short-term real interest rates and share prices. Our monthly data covers the period 1986M5–2013M1. Finally, to consider the linear and non-linear macroeconomic and financial market responses to oil price movements, we employed a variety of time-series and panel data models including unit root tests, bias-corrected least squares dummy variables model, Westerlund panel co- integration test, linear causality tests, and parametric and non-parametric nonlinear tests.Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
5
Bradshaw, Girard W. "Detecting macroeconomic impacts on agricultural prices and export sales : a time series forecasting approach /." Thesis, This resource online, 1988. http://scholar.lib.vt.edu/theses/available/etd-04122010-083628/.
Full text
6
Swift, Robyn. "Exchange Rate Pass-Through in a Small Open Economy: the Case of Australian Export Prices." Thesis, Griffith University, 2001. http://hdl.handle.net/10072/365213.
Full textAbstract:
Expectations regarding the relationship between exchange rates and the prices of traded goOds in small open economies have traditionally been derived from the idea of the relative unimportance of a single small country when trading in much larger international markets. This concept has led to the use of distinct 'small-country' or 'dependent-economy' models to analyse the effects of macroeconomic changes. Thus for small economies like Australia, it is usually assumed that the foreign-currency prices of traded goods are fixed in perfectly competitive international markets. Accordingly, exchange rate movements must be completely absorbed in domestic-currency prices. In other words, the pass-through of exchange rate changes to destination-currency prices must be zero for Australian exports, and complete for Australian imports. Such expectations regarding the degree of exchange rate pass-through contrast sharply with those found in conventional macroeconomic models for large countries, in which pass-through is assumed to be complete for all traded goods. Moreover, they conflict with the results derived from the large theoretical and empirical literature on the microeconomic determinants of pass-through, which suggests that much international trade takes place in imperfectly competitive markets, in which the degree of less-than-complete pass-through depends on industry-specific factors. This study explores these apparent conflicts by re-examining the small-country assumption, with particular emphasis on export prices as the area of greatest divergence. Specifically, it addresses three research questions: 1) What are the theoretical conditions that underlie the small-country assumption? 2)What are the implications for the macroeconomic models of small economies if this assumption is violated? 3) In practice, is the data more consistent with the validity or otherwise of the assumption? The analysis focuses on Australia as a practical example of a small open economy with a high proportion of commodity exports. In summary, the theoretical and empirical results reported in this study suggest that the small-country assumption is unlikely to hold in practice. That is, exchange rate pass-through is more likely to be determined by industry-specific factors, rather than by the universal conclusion of zero pass-through for all Australian exports that is derived from the small-country assumption. Further, they imply that the movement in internal prices required to restore equilibrium in a small country following an external shock is likely to be both larger and more uncertain than has previously been expected. Under such circumstances, the full flexibility of the exchange rate, as the primary and most rapid source of the required adjustments, becomes particularly significant. An important policy implication for small open economies that are subject to frequent terms of trade shocks, such as Australia, is that attempts to manage the exchange rate in order to reduce apparently excessive movements may in fact result in a longer and more protracted process of adjustment through the labour market.Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of Economics
Griffith Business School
Full Text
7
Lee, Jin W. "The cost of the voluntary export restraint of Japanese automobile exports to the United States." Thesis, Virginia Tech, 1987. http://hdl.handle.net/10919/45776.
Full textAbstract:
At the request of the United States Government, effective as of April 1, 1981, the Japanese began voluntarily restraining exports of automobiles to the United States to provide the U.S. automobiles industry with a period of time to make the necessary adjustment to become more competitive with imports.
It is the purpose of this paper to examine the impact of the VER, particularly the costs to consumers and the benefits to U.S. producers, quota rents captured by the Japanese producer during 1981-84 will also be examined.
Between 1981 and 1984 the Voluntary Export Restraint Agreement cost the U.S. economy $8.4 billion. In terms of increases in the cost of purchasing a car, the estimate ranges between $95 in 1981 to as high as $241 in 1984. E During the four years of the VER, the consumer costs : amounted to $8.9 billion. Meanwhile, the U.S. producers of automobile benefited only $403 million as a result of the VER. If this benefit is translated to the number of jobs saved, it amounts to 29,000 jobs. Therefore, the consumer cost of creating each new job was $334,000.
As for the impact of VER on the Japanese producers, the result shows that the price effects of the VER has increased over the four years as the restrictive effect of the VER has intensified. During 1981, the VER added $733 to the price of each Japanese automobile, but by 1984, it was adding about $2,000.
Master of Arts
8
Piras, Francesco <1978>. "A new global wheat marketmodel (GLOWMM) for the analysis of wheat export prices." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/6005/.
Full textAbstract:
Food commodity prices fluctuations have important impacts on poverty and food insecurity across the world.
Conventional models have not provided a complete picture of recent price spikes in agricultural commodity markets,
while there is an urgent need for appropriate policy responses. Perhaps new approaches are needed in order to better
understand international spill-overs, the feedback between the real and the financial sectors and also the link between
food and energy prices. In this paper, we present results from a new worldwide dynamic model that provides short and
long-run impulse responses of wheat international prices to various real shocks.
9
Swift, Robyn, and n/a. "Exchange Rate Pass-Through in a Small Open Economy: the Case of Australian Export Prices." Griffith University. School of Economics, 2001. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20050921.140213.
Full textAbstract:
Expectations regarding the relationship between exchange rates and the prices of traded goOds in small open economies have traditionally been derived from the idea of the relative unimportance of a single small country when trading in much larger international markets. This concept has led to the use of distinct 'small-country' or 'dependent-economy' models to analyse the effects of macroeconomic changes. Thus for small economies like Australia, it is usually assumed that the foreign-currency prices of traded goods are fixed in perfectly competitive international markets. Accordingly, exchange rate movements must be completely absorbed in domestic-currency prices. In other words, the pass-through of exchange rate changes to destination-currency prices must be zero for Australian exports, and complete for Australian imports. Such expectations regarding the degree of exchange rate pass-through contrast sharply with those found in conventional macroeconomic models for large countries, in which pass-through is assumed to be complete for all traded goods. Moreover, they conflict with the results derived from the large theoretical and empirical literature on the microeconomic determinants of pass-through, which suggests that much international trade takes place in imperfectly competitive markets, in which the degree of less-than-complete pass-through depends on industry-specific factors. This study explores these apparent conflicts by re-examining the small-country assumption, with particular emphasis on export prices as the area of greatest divergence. Specifically, it addresses three research questions: 1) What are the theoretical conditions that underlie the small-country assumption? 2)What are the implications for the macroeconomic models of small economies if this assumption is violated? 3) In practice, is the data more consistent with the validity or otherwise of the assumption? The analysis focuses on Australia as a practical example of a small open economy with a high proportion of commodity exports. In summary, the theoretical and empirical results reported in this study suggest that the small-country assumption is unlikely to hold in practice. That is, exchange rate pass-through is more likely to be determined by industry-specific factors, rather than by the universal conclusion of zero pass-through for all Australian exports that is derived from the small-country assumption. Further, they imply that the movement in internal prices required to restore equilibrium in a small country following an external shock is likely to be both larger and more uncertain than has previously been expected. Under such circumstances, the full flexibility of the exchange rate, as the primary and most rapid source of the required adjustments, becomes particularly significant. An important policy implication for small open economies that are subject to frequent terms of trade shocks, such as Australia, is that attempts to manage the exchange rate in order to reduce apparently excessive movements may in fact result in a longer and more protracted process of adjustment through the labour market.
10
Abbott, Andrew James. "An investigation into the influence of exchange rate variability on UK export volumes and prices." Thesis, Durham University, 1999. http://etheses.dur.ac.uk/1435/.
Full text
11
Irvine, John B. "Geographic price spreads in world wheat trade." Thesis, Kansas State University, 1985. http://hdl.handle.net/2097/9852.
Full text
12
Moraes, Mauricio de. "Prêmio de exportação da soja brasileira." Universidade de São Paulo, 2003. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-26022003-141201/.
Full textAbstract:
Este trabalho buscou entender o prêmio de exportação da soja em grão no porto de Paranaguá, seu mecanismo de formação, padrão sazonal, as principais variáveis responsáveis pelas oscilações diárias e mensais, bem como determinar qual contrato futuro da bolsa de Chicago e prêmio (preços FOB) estão mais relacionados com os preços internos. Para tanto, foram levantadas através da literatura e entrevistas as variáveis potencialmente significativas para explicar as variações do prêmio de exportação da soja em grão. Adicionalmente foram calculadas séries de preços FOB, que foram posteriormente relacionadas com os preços da soja no mercado interno. Através de testes de causalidade foram definidas as principais variáveis explicativas do prêmio. Estas variáveis foram relacionadas ao prêmio através de regressões lineares, utilizando-se dados diários e mensais. O mesmo procedimento foi utilizado para definir a série de preço de exportação mais relacionada com o preço doméstico da soja. Para cada série foi realizado o teste de raiz unitária, objetivando-se verificar a estacionariedade das séries. As variáveis que apresentaram relação causal com o prêmio da soja em grão são: o prêmio do grão defasado, o prêmio do óleo, o prêmio do farelo e o percentual exportado através do porto de Paranaguá para a Europa e Ásia. Estas variáveis apresentaram-se positivamente relacionadas com o prêmio, isto é, uma elevação nas variáveis explicativas tende a elevar a variável dependente (prêmio do grão). Por outro lado, o preço interno do farelo, chuva no porto, estoques no Brasil, na Argentina e nos Estados Unidos são negativamente relacionados ao prêmio, isto é, a elevação dessas variáveis tende a reduzir o prêmio. Os fretes internacionais, tendo como proxy o preço internacional do petróleo, a taxa de câmbio e as cotações da bolsa de Chicago não apresentaram relação causal com o prêmio de exportação da soja em grão. Os resultados mostram também que a relação entre as séries de preços de exportação (FOB) e o preço interno da soja é unicausal, com sentido do preço de exportação para o preço interno. Os preços FOB referenciados nos contratos para o primeiro vencimento da bolsa de Chicago apresentaram a maior elasticidade de transmissão de preços, sendo estes os preços de exportação mais bem relacionados com o preço interno da soja.This research analyzed the formation process of the Brazilian soybeans export premiums at Paranaguá port, Paraná, including its seasonal behavior and effects of the main related variables. This study determined which future contract in the Chicago Board of Trade and export premium (which results in the price received by exporters - Free on Board Price) is closest to domestic prices. The analysis was accomplished with daily data from 1996 to 2002 and monthly data from 1993 to 2002. Variables potentially relevant were raised through literature review and interviews with exporters, importers and brokers. The effects of these variables were submitted to causality tests, being related to export premiums through linear regression models, using daily and monthly data. The same procedure was used to determine the FOB price most related to internal ones. In order to verify whether the variables are stationary, the series were submitted to Unit Root Tests. The variables that presented causal relationship with the export premium are: soybeans premiums lags, soy-oil premiums, soy-meal premiums and the percentage of exports to Europe and Asia through Paranaguá Port. These variables are positively related to the soybeans premiums, that is, an increase in these independent variables led the premium to rise. Soy-meal domestic price, rain intensity in Paranaguá port, inventories in Brazil, Argentina and United States are all negatively related to the soybeans premiums. On the other hand, international petroleum prices (as a proxy to international freights), exchange rate and CBOT prices did not present causal relationships with soybeans premiums. Results show that export (FOB) prices cause domestics prices. FOB prices referred to first contracts at CBOT showed the largest elasticity of price transmission and, therefore, the strongest relationship with soybeans Brazilian prices.
13
Havrlant, David. "Analýza vývoje cenové konvergence ČR k EU." Doctoral thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-77050.
Full textAbstract:
The price level convergence of the transition economies towards the reference economies is linked to the relative price of nontradables, which is explained by the total factor productivity differentials in tradable and nontradable sector. Basic concept is offered by the Balassa Samuelson model and its modifications. Testable equations are derived from these models, and the panel data approach is applied for their estimation. The results indicate faster growth of the relative price of nontradables in transition economies as succession of higher growth rate of the total factor productivity in tradable sector. Hence estimated models confirm the price level convergence of transition economies towards the reference economies. The analyses of price dynamics of the complementary field, i. e. of the tradables, follows, and the basic concept is represented by the rational bubble hypothesis. The stress is putted on the impact of the word prices on the price levels of the Czech Republic. After a cointegration analysis of the time series is carried out, the influence of the word prices of tradable commodities is estimated within a vector error correction model and regression analysis. This cost factors analysis is afterwards related to the export dynamics of the Czech Republic, and models suitable for quantitative analysis of export dynamics as well as its prediction based on vector error correction model and regression analysis are evaluated. Their forecasting ability is assessed within a simulation of ex-post forecasts and a root mean squared error. The aim is to consider the relationship between the price levels and the export dynamics, for the relation of both variables evaluated within the Granger causality seems to be less straightforward then the standard export equations suggest, and the estimated equations confirm significant influence of the export dynamics on the price level.
14
Dulovec, Adam. "Vliv směnných relací na zahraniční obchod ČR a hospodářský růst v letech 2005 - 2015." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-262342.
Full textAbstract:
The thesis is focused on the changes in the terms of trade in Czech international trade in the term of from 2005 to 2015, as the period after the Czech Republic joined the European Union. The terms of trade are an important indicator of the benefits and loses of international trade. The main aim is to analyze the changes of terms of trade, the causes of their changes, and the impact on the real economy. The direction of the overall terms of trade index was highly unsettled, and did not actually generated additional gains in the economy not over the reporting period. The overall terms of trades were most influenced by the price development of two groups of the Standard International Trade Classification, Crude materials and lubricants, and machinery and transport equipment. The prices of Crude materials and lubricants are determined mainly by changes in the oil prices. These were very volatile in the reporting period, the especially the collapse of the prices in both 2009 and 2014-2015, had a significant impact on the import prices of the Czech economy. The thesis also analyzes the impact of exchange rate on the international trade prices, in the period since November 2013, i.e. after the Czech National Bank has committed to maintain the rate of Czech koruna against the Euro above the level of 27 CZK/EUR, which helped to protect the economy from deflations and enhance the economic growth. The effect of the weak crown, that favored the Czech exporters, however a faded over time.
15
Barbosa, Antonio Andrade. "Planejamento de preços de exportação em pequenas empresas." Pontifícia Universidade Católica de São Paulo, 2006. https://tede2.pucsp.br/handle/handle/1648.
Full textAbstract:
Made available in DSpace on 2016-04-25T18:40:20Z (GMT). No. of bitstreams: 1
CCA - ANTONIO ANDRADE BARBOSA.pdf: 988032 bytes, checksum: d9ca9af84089dece137263898828900e (MD5)
Previous issue date: 2006-10-02This essay is intended to show the importance of the small business in the economic plan. In the Brazilian economy, it assumes a very important role; however, in what concerns to foreign trade, and in comparison with other Countries, it still has to grow, though it does have potential to develop. Believing on this export plan growth potential, this present study is intended to contribute to such development, by analyzing the export prices planning. It addresses the price formation strategy based on costs and market economic theory. It examines the costing methods and how they should be utilized in cost analysis for an effective export sale price planning. It proposes the costs strategic administration of costs based on the Target Costing, which, taking into consideration the market vision, does not miss the importance of profit planning for the company perpetuation. The Kaizen Costing brings to the company the thinking that it is always possible to improve the methods and processes. The Activity Based Costing (ABC), despite its difficult application in the small business, is analyzed under the standpoint of a tool to supply the information to the Value Engineering required by the Target Costing. Still in this cost administration context, specific export costs and their incentives are analyzed, as a way to obtain competitive edge by rationalizing the costs and optimizing the incentives. Tributary planning is also used in such thinking aiming at saving on taxes for the company. The work is concluded with a small business profile analysis, because an export sale price planning model is proposed based on this business and its owner s peculiar characteristics
Neste trabalho, procura-se mostrar a importância da pequena empresa no plano econômico. Na economia brasileira, ela assume esse papel importante, porém, no que tange ao comércio exterior, comparativamente a outros países, ela tem deixado a desejar, mas tem potencial para desenvolver-se. Acreditando nesse potencial de crescimento na pauta de exportação, o presente estudo procura contribuir para esse desenvolvimento, analisando o planejamento de preços de exportação. Discute a estratégia de formação de preços com base na teoria econômica, de mercado e custos. Examina os métodos de custeio e como eles devem ser utilizados nas análises de custos para um eficaz planejamento do preço de venda de exportação. Propõe a administração estratégica dos custos com base no Custo Meta que, levando em consideração a visão de mercado, não perde de vista a importância do planejamento do lucro para a perpetuação da empresa. O Custeio Kaizen traz para a empresa a mentalidade de que sempre é possível melhorar os métodos e processos. O sistema de Custeio Baseado em Atividade (ABC), apesar de sua difícil aplicação na pequena empresa, é analisado sob a ótica de uma ferramenta para dar subsídio à análise da Engenharia de Valor requerida pelo Custo Meta. Ainda nesse contexto de administração dos custos, analisam-se os custos específicos da exportação e seus incentivos, como forma de se ganhar vantagem competitiva com a boa racionalização daqueles e boa utilização destes. O planejamento tributário é também utilizado nesse raciocínio visando à economia de impostos para a empresa. Conclui-se o trabalho com uma análise do perfil da pequena empresa, pois é a partir de suas características peculiares e de seu titular que se propõe um modelo de planejamento de preço de venda para a exportação
16
Eriksson, Maria, and Malin Karlsson. "The Garment Export Boom : An analysis of Swedish exports of ready-made clothing." Thesis, Jönköping University, JIBS, Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-1205.
Full textAbstract:
This essay is investigating the increasing Swedish garment export during the period 1997-2003. Despite a long-lasting national production decrease and stronger global competition Swedish designed clothing are exported at higher rates than ever. The hypothesis that this increase is due to increased trade and changed production stage specialization is investigated.
The theory used to investigate this is basic trade theory including Hecksher-Olin and New Trade theory with a focus on comparative advantage and specialization. This is completed with production theory that is particularly relevant for the garment industry: product and price competition, fashion cycles and vertical specialization.
Trade, production and labor data is analyzed according to this and the main results are based on the unit price development: exports had a much higher growth in unit prices than imports. This is indicating that Sweden has a revealed comparative advantage in capital intensive production stages, a fact further supported by high education levels and high production value per worker. The industry has chosen to focus on product competition rather than price competition and has managed to shorten its product cycles in order to better exploit the fashion
cycles. In some garment groups the image is more complex and one of the main theories of a design heavy garment such as jeans being the core of the success is revised. The export success is to a large extent due to an increasing specialization in the industry’s strong areas.
Den här uppsatsen undersöker tillväxten av Sveriges export i klädindustrin från 1997-2003. Trots att Sveriges klädproduktion har minskat i flera år och globalisationen tränger sig på så går svenska design plagg på högexport. Vår hypothes är att ökningen härstammar från ökad handel och specialisering i produktionsleden.
Teorier vi har använt för att undersöka fenomenet är grundläggande
handelsteorier så som Hecksher-Ohlin och New trade theory med fokus på
komperativa fördelar och specalisation. Vi har valt att komplettera med produktions theorier som vi känner är relevanta för klädindustrin: produkt och pris konkurrens, mode cykler och vertikal specialisering.
Handels-, produktions- och arbetskrafts- statistik har analyserats och
huvudresultaten är baserade på utvecklingen av enhetspris: exporten har en högre tillväxt i enhetspris än importen. Detta indikerar att Sverige har en uppenbar komperativ fördel i de kapitalintensiva produktionsleden, detta bekräftas ytterligare genom höga utbildningsnivåer och en hög produktion per arbetare. Den svenska klädindustrin har valt att fokusera mer på produktkonkurrens än priskonkurrens, den har också lyckats med att minska sina produktions cykler för att unyttja marknaden bättre. I en del grupper är bilden mer komplex och en av våra huvudteorier var att jeans stod för stora delar av exportsuccen, denna teori fick vi dock avfärda. Vad vi kom fram till var att stora delar av exportsucceen kommer ifrån en ökning av specialiseringen.
17
Rojas, Lizana Claudia Nicol, and Salazar Christopher Alvaro Collins. "Factores que influyeron en las exportaciones de la leche evaporada con partida arancelaria 0402911000 hacia el mercado de los Estados Unidos durante el periodo 2008-2018." Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2020. http://hdl.handle.net/10757/653715.
Full textAbstract:
La presente investigación tuvo como objetivo principal determinar los factores que influyeron en las exportaciones de la leche evaporada con partida arancelaria 0402911000 hacia el mercado de los Estados Unidos durante el periodo 2008-2018. La metodología que se usó para el estudio fue de tipo descriptiva, con diseño no experimental, con un corte longitudinal y con un enfoque mixto al intervenir variables cualitativas y cuantitativas, tales como las medidas sanitarias y fitosanitarias, el valor FOB y la producción. El principal resultado en el enfoque cualitativo fue el grado de influencia de las exigentes medidas sanitarias que impactó en el desempeño de las exportaciones al mercado estadounidense, debido a que, las normas norteamericanas difieren de las normas internacionales. Por otro lado, en el enfoque cuantitativo, el hallazgo en la competitividad del valor FOB ha favorecido las exportaciones hacia el mercado estadounidense. Sin embargo, en la producción, pese a que se cuenta con la materia prima necesaria para abastecer mercados internacionales, la falta de apoyo por parte del Estado para orientar a los productores es la causa de fondo del porque no se ha llegado a la competitividad esperada. La población de estudio está conformada por 16 gerentes y jefes de las empresas Gloria y Nestlé; En donde se aplicó entrevistas semiestructuradas a expertos como instrumento de recolección de datos. El estudio pretende responder si las normas de etiquetado son una barrera al comercio, y si la competitividad del valor FOB y la producción contribuye a las exportaciones.The main objective of this investigation was to determine the factors that influenced the evaporated milk exports tariff heading 0402911000 to the United States market during the period 2008-2018. The methodology used for the study was descriptive, with a non-experimental design, with a longitudinal section and with a mixed approach, involving qualitative and quantitative variables, such as sanitary and phytosanitary measures, FOB value production. The main result in the qualitative approach was the degree of influence of the demanding sanitary measures that had and impact of the performance of exports to the US market, because the North American standards differ from the international standards. On the other hand, in the quantitative approach, the finding in the competitiveness of the FOB value has favored exports to the US market. However, in production, despite having the raw material necessary to supply international markets, the lack of support from the State to guide producers is the root cause of why the expected competitiveness has not been reached. The study population is made up of 16 managers and heads of the companies Gloria and Nestle; Where semi-structure interviews with experts were applied as an instrument for data collection. The study aims to answer whether labeling rules are a barrier to trade, and whether the competitiveness of FOB value and production contributes to exports.
Tesis
18
Taggart, Jennifer. "The impact of exchange rate uncertainty on the competitiveness of firms in the UK and Ireland : a comparison." Thesis, University of the West of Scotland, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388211.
Full text
19
Friberg, Richard. "Prices, profits and exchange rates." Doctoral thesis, Handelshögskolan i Stockholm, Samhällsekonomi (S), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-852.
Full text
20
Tahir, Suleiman. "Crude oil price volatility and its impact on export dependent economies." Thesis, University of Hull, 2012. http://hydra.hull.ac.uk/resources/hull:14350.
Full textAbstract:
Motivated by the problem of crude oil price volatility, this research is examining interdependences between crude oil price and each of GDP, foreign account, gold price, futures price, and also, stock markets. The research was mainly directed at examining the impact of oil price volatility on the economic variables of the commodity’s export dependent economies, with particular reference to Nigeria. However the outcomes provide a framework for extensions and application to the economic conditions of net oil importing countries, other primary commodities, Sovereign Wealth Funds (SWFs) and crude oil revenue management. As the research is motivated by the behaviour of a commodity (oil), economy or share (indices) over time, the study applies time series analysis in order to address the research questions. In examining if crude oil price volatility has any impact on the commodity’s export dependent economies such as Nigeria, chapter 4’s analysis found evidence of oil price volatility impact on the Bonny Light (BL) spot, GDP and also, foreign reserve account. In trying to identify an efficient price hedging mechanism for the BL, chapter 5 found that the West Texas Intermediate’s futures price is able to predict the BL spot. Chapter 6 examined potentials for market efficiency and volatility transmission between crude oil spot and the stock markets of selected oil export dependent countries. The results suggest evidence of volatility transmission in most tested series pairs. Thus, given the examined variables in this research, the overall outcome suggest a widening influence of crude oil price volatility on the commodity’s export dependent economies at large.
21
Adolfson, Malin. "Monetary policy and exchange rates : breakthrough of pass-through." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (Ekonomiska forskningsinstitutet vid Handelshögsk.) (EFI), 2001. http://www.hhs.se/efi/summary/586.htm.
Full text
22
Elmi, Osman Sed. "Agricultural prices and supply response in tropical Africa." Thesis, McGill University, 1994. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=55492.
Full textAbstract:
The objective of this thesis is to examine price performance, and estimate the aggregate export and food crop output response to output price and non-price variables in tropical Africa and its four main agro-climatic regions. The analysis of real producer prices indicates that there are more countries that exhibited a statistically significant decrease in real producer prices than a significant increase. Moreover, nominal protection coefficient analysis shows that African crop exporters, on average, received a small proportion (50 to 60 percent) of border prices. Using pooled cross-section and time series data, a partial adjustment model was then specified to estimate agricultural export and food output response. The results show that aggregate agricultural export and food supply responses to output prices in tropical Africa are both positive and significant but inelastic. The price elasticity for the export crop output in Tropical Africa is 0.02 in the short run and 0.04 in the long run, and for the food crop output 0.05 in the short-run and 0.07 in the long-run. The responsiveness of agriculture varies, however, across the main agro-climatic regions in tropical Africa. The estimated coefficient of the price variable and price elasticity estimates regions reveal that producers in the Eastern and Southern Africa, and Western Africa regions were responsive to price incentives, while producers in the semi-arid Sudano Sahel and Central Africa regions were not. The trend variable, as proxy of technology, is positive and significant in most regions, suggesting that the provision of non-price factors along with favourable price incentives, could be very effective in raising agricultural production in these regions.
23
Hagelamin, Nasredin Abdalla. "Stabilisation and structural adjustment : price reforms and export performance in Sudan 1978-1986." Thesis, Lancaster University, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302988.
Full text
24
Careaga, Silvana. "BEEF EXPORT PRICE RESPONSE TO SANITARY STATUS AND TRACEABILITY SYSTEMS: IMPLICATIONS FOR PARAGUAY." DigitalCommons@CalPoly, 2014. https://digitalcommons.calpoly.edu/theses/1281.
Full textAbstract:
Global beef markets are highly influenced by sanitary issues, mainly related to animal health and food safety, which have been determining levels and trends in global beef trade. Food safety issues affecting human health such as bovine spongiform encephalopathy (BSE) associated with Creutzfeldt-Jacob Disease (vCJD) in humans, and other diseases affecting production such as foot and mouth disease (FMD) has encouraged putting these issues to beef trade attention. A way to address these concerns and comply with international standards is the use of traceability systems in order to quickly identify hazard sources and assure beef quality and safety. The goal of this research was to assess the effect of exporting countries sanitary status of BSE and FMD, and traceability systems in beef export prices and to examine Paraguayan beef exports relative to other exporting countries. Data of the top beef exporters was collected from the United Nations Commodity Trade Database (UN Comtrade), including export operations volume and receipt with each of their trading partners, from 2000 to 2012. Four commodities were studied: Frozen and Fresh/Chilled bone-in and boneless beef cuts. The data was analyzed using ordinary least squares regression methods (a hedonic price equation). Five models were run, one for each commodity and lastly one with all four together. Results revealed that both FMD and BSE affect negatively to beef exports prices, as well as shipments from India, that has no official FMD status and any traceability system in place. Apart from sanitary status, epidemiological events also have a negative impact on beef prices. On the other hand, the implementation of traceability systems improves prices. In this scenario, Paraguay lags behind in the adoption of emerging markets standards for traceability systems, therefore does not access most competitive markets, which pay higher prices. As such, Paraguay faces challenges to maintain and expand beef exports, especially in regards to keeping the country’s FMD free status.
25
Olaoye, Mayowa Micheal. "ESTIMATING THE FACTORS AFFECTING US POULTRY EXPORTS." OpenSIUC, 2017. https://opensiuc.lib.siu.edu/theses/2253.
Full textAbstract:
The United States is the world’s largest poultry producer and exports about 18 percent of its total poultry production. It is also second largest exporter of broiler meats. Reports from the USDA predict that global import demand for poultry is expected to increase over the next 10 years, with the US accounting for 34% of the global poultry exports. The present study estimates the effects of exchange rate and US poultry export price on the quantity of poultry imports by the top five trading countries, namely Mexico, Canada, China, Hong Kong and Russia, during the period 1993 to 2012, using a double-log multiple regression model. Comparison of the effects across the countries was made possible with the incorporation of dummy variables for each country with Hong Kong serving as the baseline. The results demonstrated that the effect of exchange rate and poultry price, and per capita GDP on the quantity of poultry imported by Russia , Canada, and China is statistically different from Hong Kong and the rest of the countries in this study. Exchange rate appears to have a negative and statistically significant effect on US quantity of poultry exports. Export price and per capital GDP shows a positive and statistically significant impact on US poultry exports, although the result differs for individual countries. Overall, this study suggests that the effect of exchange rate and export price on the quantity of US poultry exports varies across countries. Key Words: Exchange rate, Double-log regression, US poultry price, Poultry exports
26
Li, Runfeng, and Runfeng Li. "Regional Price Variations of U.S. Alfalfa Hay." Thesis, The University of Arizona, 2016. http://hdl.handle.net/10150/622857.
Full textAbstract:
Alfalfa hay is one of the most important field crops in the United States, its regional price differences are driven by variations in quality, location, seasonality, and other features. This thesis investigates the impact of dairy cow inventories, lagged milk prices, corn prices, and alfalfa hay exports on alfalfa hay prices across regions and states utilizing a panel data. Furthermore, I analyze and depict a spatial economic distribution of alfalfa hay price variations with the support of SAS, ArcMap, and GeoDa. Results indicate that alfalfa hay exports are greatly contributing to higher alfalfa hay prices for the seven exporting states. Domestically, grain markets are highly linked to alfalfa hay markets and lagged milk prices as a derived demand have more influence than dairy cow inventories as a primary demand on alfalfa hay prices. Also, alfalfa hay prices are significantly and considerably different, and have positive spatial autocorrelation across states, following a consistent pattern with the lowest prices in the Midwest. Empirical evidence of this thesis may shed light on optimizing profit for dairy industries with an alternative ratio of fees crops and predicting when/where to sell/buy alfalfa hay for hay industries.
27
Petrovich, Ekaterina. "Crude oil futures price and stock market returns in Russia and China." View electronic thesis (PDF), 2009. http://dl.uncw.edu/etd/2009-3/r1/petroviche/ekaterinapetrovich.pdf.
Full text
28
Paroissien, Emmanuel. "Essays in Empirical Economics on the Determination of Wine Prices." Thesis, Bordeaux, 2017. http://www.theses.fr/2017BORD0839.
Full textAbstract:
La vaste dispersion des prix et la grande variété des produits sur le marché du vin suscite un intérêt grandissant au sein de la communauté des économistes. Justement, les acteurs de ce marché sont en demande de nouveaux outils économiques pour comprendre les mutations récentes, dont la multiplication des experts influents et l'accélération de l'intégration des régions vinicoles à l'économie mondiale. Cette thèse se place au croisement des intérêts des économistes et des professionnels du vin en développant de nouvelles méthodes statistiques pour l'étude et la mesure de l'influences des déterminants des prix du vin. Chacun des quatre chapitres qui la compose propose une innovation méthodologique dont l'intérêt est illustré par une application empirique sur des données originales du marché des vins de Bordeaux. Le premier chapitre s'appuie sur des données météorologiques pour isoler la composante subjective des notes de dégustation et évaluer l'influence des critiques sur les prix de détail. Le deuxième chapitre introduit une méthode d'échelonnage pour comparer les scores de qualité estimés par plusieurs sources. Le troisième chapitre estime l'impact des médailles obtenues aux concours vinicoles sur les prix payés aux producteurs. Le quatrième et dernier chapitre compile une base de données exhaustive sur les déterminants macroéconomiques des fluctuations du marché Bordelais pour établir un modèle opérationnel de prévision des cours des vins par appellation d'origine contrôléeThe price dispersion and the variety of products on the wine market has attracted an increasing interest from the economists community. On the other end, the agents of this market require new economic tools to understand the recent evolutions, such as the multiplication of influential experts and the accelerating integration of the wine regions in the global economy. This dissertation aligns the interests of economists and wine professionals by developing new methods for the study and the impact measurement of wine prices determinants. Each of the four chapters constituting this thesis introduces a specific methodological innovation and illustrates its benefits with an empirical application using novel data on the Bordeaux wine market. The first chapter builds on weather data to identify the subjective component of tasting grades and assess the influence of experts on retail prices. The second chapter proposes a scaling method to compare quality scores among different sources. The third chapter estimates the causal impact of the obtention of a medal at wine competitions on the prices paid to producers. The fourth and last chapter assembles a comprehensive database on macro-level determinants of the fluctuations of the Bordeaux wine market to build an operational forecasting model of the average prices by protected appellation of origin
29
Beranová, Lucie. "Analýza směnných relací a jejich vliv na agregáty národního hospodářství." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-193063.
Full textAbstract:
The thesis deals with the analysis of the terms of trade and their impact on the aggregates of the national economy. The main goal was to identify issues of the terms of trade and describe their development from the point of view of total indices and indices for groups of the Standard International Trade Classification (SITC) in the Czech Republic. In the thesis were used time series analysis and measurement of dependence between two quantities. The development of terms of trade indices was highly variable, and the resulting models do not describe too much variability. Total terms of trade index was the most influenced by groups Mineral fuels, lubricants and related materials and Machinery and transport equipment. Gains (losses) from changes in the terms of trade influence the values of aggregates of national economy, their impact on the gross national income and gross disposable income decrease in time. There was also the international comparison of developments of terms of trade indices across the European Union, in the thesis. For this was used cluster analysis by SITC groups. The terms of trade index of the Czech Republic was the most similar to the terms of trade index of Slovakia. The contribution of the thesis is based on the detailed analysis of the terms of trade, which has not been performed before, and describe their relationship with other macroeconomic indicators.
30
Molla, Kiflu Gedefe. "Essays in International trade, exchange rates and prices." Doctoral thesis, Stockholms universitet, Nationalekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-137002.
Full textAbstract:
This thesis consists of three self-contained essays in International Trade, Exchange Rates and Prices. Although independent, these essays share some common themes. The first two papers can be related to the vast literature on exchange rate pass-through to prices. While the first paper uses firm-product level data from Sweden to study firms’ export price response to movements in exchange rate, the second paper employs aggregate level data from Ethiopia and looks at the issue from the importers’ perspective. The third paper, like the first paper, uses Swedish firm-level data and investigates firms’ exporting behavior. The third paper, however, specifically focuses on export margins of multi-product firms and studies their response when exporting to destinations of different size and distance from the home country.At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 1: Manuscript. Paper 2: Manuscript. Paper 3: Manuscript.
31
Anne, Clément. "Beyond the resource curse : Macroeconomic strategies in resource dependent economies." Thesis, Université Clermont Auvergne (2017-2020), 2019. http://www.theses.fr/2019CLFAD024.
Full textAbstract:
En réponse à la littérature dense concernant les impacts directs et indirects des ressources naturelles sur le développement, cette thèse cherche à analyser les économies dépendantes en ressources naturelles au-delà de la malédiction des ressources naturelles, et analyse 3 problématiques macroéconomiques importantes auxquelles ces pays font face. A l'inverse de la tendance à se focaliser uniquement sur un échantillon de pays selon les ressources produites ou le niveau de développement, cette thèse ne discrimine pas selon ces facteurs afin d'inclure les pays partageant leur exposition à la volatilité des prix des matières premières comme menace importante, tout en analysant les pays ayant eu des fortunes diverses dans la gestion des richesses issues des ressources naturelles.Tout d'abord, elle fournit une analyse empirique des déterminants de la procyclicité de la politique budgétaire qui est une tendance des autorités budgétaires à fournir des réponses budgétaires dans la même direction que le cycle économique, soit restrictive en période de diminution de la croissance économique, et expansionniste en période de croissance soutenue. Basée sur 81 pays pour la période 1992-2012, l'étude évalue un large ensemble de déterminants potentiels et trouve une importance des facteurs de politique économique pour expliquer la limitation de la procyclicité budgétaire dans la partie croissante du cycle économique. Elle appuie également l'idée que les Fonds Souverains sont plus efficaces que les règles budgétaires pour limiter la procyclicité budgétaire, en particulier à travers la limitation de la hausse des dépenses dans les bonnes périodes économiques. Le chapitre suivant fournit une étude empirique sur la relation entre les prix des matières premières et la diversification des exportations, une problématique particulièrement importante afin d'évaluer si les pays dépendants en ressources naturelles ont utilisé les hausses de prix comme opportunité pour diversifier leur économie au-delà du secteur des ressources naturelles. A l'aide d'un panel de 78 pays pour la période 1970-2012, il en ressort une relation empirique positive entre les variations des prix des ressources naturelles et la concentration des exportations, en particulier à travers la concentration de l'ensemble des biens exportés auparavant (marge intensive) durant les périodes de hausse des prix des matières premières. Il met également en évidence une plus forte concentration des exportations à la suite de la hausse du prix des ressources naturelles dans les années 2000 que lors de l'épisode des années 1970, ce qui a pu compliquer la reprise économique dans ces pays depuis le retour des prix des matières premières à un niveau bas.Finalement, cette thèse inclut une analyse critique du concept de Fonds Souverains qui a été une recommandation en vogue pour les pays afin de gérer l'argent issue de leurs ressources naturelles. Après avoir fourni un résumé critique de ce que la notion recouvre, ce dernier chapitre fournit un cadre pour comprendre ces fonds dans un continuum de fonds publiques. Cela permet de déterminer des recommandations quant aux problématiques macroéconomiques pour lesquels ces fonds peuvent être utiles dans le contexte des pays dépendants en ressources naturelles, ainsi que les facteurs qui peuvent diminuer la pertinence ou l'efficacité de tels fonds. Cette thèse met en lumière la pertinence d'étudier les problématiques importantes auxquelles font faces les pays dépendants en ressources au lieu de rester dans le cadre du long débat de la malédiction des ressources naturelles, et incite à de futurs travaux visant à aider les décideurs politiques de ces pays pour mettre en œuvre des stratégies macroéconomiques adaptées à leurs économiesAs a response to the intensive literature regarding the direct or indirect impacts of natural resources on economic development, this thesis intends to analyze resource dependent economies beyond the scope of the resource curse and provide analyses on 3 key macroeconomic challenges faced by those countries. Unlike the trend to focus only on a set of countries depending on their resources produced or their level of economic development, this thesis does not discriminate according to these factors to include countries sharing their exposure to international commodity price volatility as a major threat, while analyzing countries which may have had various successes in their management of resource wealth.First, it empirically analyzes the determinants of fiscal procyclicality which is the tendency of fiscal authorities to give fiscal policy responses in the same direction as the economic cycle, restrictive in case of a decrease of economic growth and expansionary in the periods of sustained economic growth. Based on a sample of 81 countries over 1992-2012, this study assesses a variety of potential candidates and find an importance of political-economy determinants in limiting fiscal procyclicality especially in the higher part of the business cycle. It also provides some support to the idea that Sovereign Wealth Funds are more effective than Fiscal Rules to limit fiscal procyclicality especially through a limitation of expenditure growth in good economic periods.The next chapter provides an empirical study to the relationship between commodity prices and export diversification, a challenge especially important to assess whether resource dependent economies used commodity price booms as opportunities to diversify their economy away from the resource sector. Based on a panel of 78 countries over 1970-2012 it finds a strong empirical support to the impact of commodity price booms on export concentration especially through a concentration of the mix of already exported products (intensive margin) during periods of commodity price booms and an increase of export diversification during periods of commodity price busts. It also highlights the higher concentration of exports during the 2000s commodity price boom than following the 1970s boom, which may have complicated the recovery of those countries since the reversal of commodity prices to a low level.Finally, it provides a critical analysis to the concept of Sovereign Wealth Funds which has been a trendy recommendation for countries to manage their resource wealth. After providing a critical review to what this notion may cover, it provides a framework to understand funds labeled as Sovereign Wealth Funds in a continuum of public funds. This enables to give some recommendations regarding the macroeconomic challenges those funds may help managing in the context of resource dependent economies as well as the factors which could limit a fund's relevance or effectiveness.This thesis highlights the relevance of studying key challenges faced by resource dependent countries instead of focusing to the long-lasting debate of the resource curse and calls for future works to help policymakers in those countries to implement sound macroeconomic strategies for their economies
32
Makhdoomi, Seema K. "Price competitiveness and performance of manufactured exports : a case study of Pakistan, 1970-93." Thesis, University of Strathclyde, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248663.
Full text
33
Neill, Kaitlin D. "A hedonic analysis of the effect of expert wine ratings on price and retailer profits." Honors in the Major Thesis, University of Central Florida, 2011. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/484.
Full textAbstract:
During the last few decades, economists have become interested in the wine industry and several of them have focused on the determinants of price. One characteristic that has been identified as an important determinant is expert wine ratings. Much of the previous research on this topic has focused on relating expert grades to the retail price of wine. Using proprietary data, this paper will test whether these grades influence retail prices as well as retailer profits and wholesale pricing. By analyzing an individual wholesale firm in South Florida and their distribution network, this paper determines the effect expert ratings have on these dependent variables. Empirical evidence confirms that expert ratings have a positive effect on wholesale and retail wine prices and that they exhibit a parallel influence on retailer profits. This thesis aims to contribute new information to aid both the end consumers purchasing decisions as well as busi-ness pricing strategies.B.A.
Bachelors
Business Administration
Economics
34
Ikeda, Víctor Yoiti. "Integração entre os mercados de soja de Paranaguá (PR) e Sorriso (MT): impacto da nova rota de exportação pelo Porto de Santarém (PA)." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-26052015-151808/.
Full textAbstract:
O objetivo do trabalho foi analisar os efeitos da exportação de soja pelo Porto de Santarém (PA) no processo de formação de preços no mercado interno avaliando a integração tradicional entre os mercados no porto de Paranaguá (PR) e no município de Sorriso (MT). O período analisado foi de 2004 a 2013, com valores diários, dividido em dois subperíodos tomando como base para a divisão o potencial ponto de quebra estrutural no nível das diferenças relativas (percentuais) de preços entre Sorriso (MT) e Paranaguá (PR). O primeiro subperíodo considerou os preços de janeiro/04 a março/07, caracterizado pela ausência ou pela adaptação do mercado às novas oportunidades surgidas com a entrada em operação efetiva do porto de Santarém (PA). Já o segundo foi de março/07 a dezembro/13, considerando volumes mais expressivos e consolidados de exportações pelo porto paraense. Os testes de cointegração mostraram que as séries de preços se mantiveram cointegradas nos dois períodos analisados, porém o resultado interessante foi que as estimativas dos coeficientes da regressão da relação de equilíbrio de longo prazo apresentaram elasticidades de transmissão de preços estatisticamente diferentes. Considerando a modelagem VEC, foi observada pela análise de decomposição da variância que houve relativa redução da influência de Paranaguá (PR) nas mudanças de preços em Sorriso (MT) no segundo subperíodo, porém, sua importância permaneceu elevada. Já através da análise de impulsos, constatou-se que as mudanças de preços em Paranaguá (PR) são transmitidas integralmente (elasticidade unitária) a Sorriso (MT) no primeiro período e em torno de 80% no segundo, evidenciando que os preços na região mato-grossense se tornaram menos voláteis. O trabalho concluiu que, dado o processo transitório em termos logísticos observados no Brasil, principalmente no que diz respeito à finalização das obras na BR-163 e expansão da capacidade de escoamento por Santarém (PA), os preços de Sorriso (MT) ainda se mantém integrados ao porto de Paranaguá (PR). Existem, porém, várias evidências que apontam mudanças na formação de preço de Sorriso (MT) após a intensificação das exportações por Santarém (PA).The objective was to analyze the effects of soybean exports through the Port of Santarem (PA) in the price formation process at the domestic market. It was evaluating the integration prices of two traditional markets: the port of Paranagua (PR) and Sorriso (MT). The study period was from 2004 to 2013, with daily values, divided into two sub-periods according to the potential structural break point at the level of relative prices differences (percentage) between Sorriso (MT) and Paranagua (PR). The first sub-period considered prices from January/04 to March/07, characterized by the absence or adaptation to new market opportunities from the effective beginning port of Santarem (PA) operation. The second was from March/07 to December/13, considering most significant and consolidated volumes exports by port of Santarem. The cointegration tests showed that the price series remained cointegrated in both periods analyzed, but an interesting result was the estimates regression coefficients of long-run equilibrium relationship showed transmission price elasticity statistically different. Considering the VEC model, was observed by analysis of variance decomposition that there was a relative reduction of the influence of Paranagua (PR) in price changes in Sorriso (MT) in the second sub-period, however, this importance remained high. By Pulse analysis, it was found that price changes in Paranaguá (PR) are transmitted in full (unit elasticity) to Sorriso (MT) in the first period and around 80% in the second, showing that prices at Mato Grosso region became less volatile. The work concluded that, given the transitional process in terms of logistics observed in Brazil, especially with regard to the completion of works on the BR-163 and expansion of the flow capacity by Santarem (PA), Sorriso (MT) prices still maintains integrated into the port of Paranagua (PR) . However, there are several evidences those changes in the formation of Sorriso (MT) price after the intensification of exports by Santarem (PA).
35
Martinez, Cotillo Juliet Alejandra, and Acuna Alessandra Virginia Pinedo. "Principales factores que contribuyeron al incremento de las exportaciones peruanas de uvas frescas, sub partida arancelaria 0806.10.00.00, a Estados Unidos durante los años 2002-2017." Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2019. http://hdl.handle.net/10757/626065.
Full textAbstract:
La presente investigación tiene como finalidad determinar los principales factores que contribuyeron al incremento de las exportaciones peruanas de uva fresca a Estados Unidos durante los años 2002- 2017. Específicamente, determinar si es que la producción nacional, el precio FOB de las exportaciones peruanas a Estados Unidos y el PBI de Estados Unidos fueron factores determinantes para el incremento de las exportaciones peruanas de uva fresca a Estados Unidos durante los años 2002 - 2017. La metodología utilizada es análisis cuantitativo de tipo correlacional, ya que se pretende determinar la significancia estadística de las variables y conocer si existe o no relación entre estas.
Todo esto con la finalidad de brindar información clara y real acerca de los factores que influyen en este rubro a los exportadores y todos los relacionados directa o indirectamente con este sector y sectores similares.The purpose of the following research is to discover the main factors that determine the peruvian exports of fresh grapes between the years 2002 - 2017. Specifically, if the national production, the FOB price of the peruvian exports and the US GDP were determining factors for the increase in the peruvian export of fresh grapes between the years 2002 - 2017. The methodology used was a quantitative study with a correlational analysis, because we are trying to determine the statistical significance of the variables and to know if there is a relationship between them. All of this with the intention of giving clear and real information about the determining factors that influence this sector to the exporters and everyone that is directly or indirectly related to this sector or similar ones.
Tesis
36
May, Thomas Joseph. "Minimally Corrective, Approximately Recovering Priors to Correct Expert Judgement in Bayesian Parameter Estimation." Thesis, Virginia Tech, 2015. http://hdl.handle.net/10919/54593.
Full textAbstract:
Bayesian parameter estimation is a popular method to address inverse problems. However, since prior distributions are chosen based on expert judgement, the method can inherently introduce bias into the understanding of the parameters. This can be especially relevant in the case of distributed parameters where it is difficult to check for error. To minimize this bias, we develop the idea of a minimally corrective, approximately recovering prior (MCAR prior) that generates a guide for the prior and corrects the expert supplied prior according to that guide. We demonstrate this approach for the 1D elliptic equation or the elliptic partial differential equation and observe how this method works in cases with significant and without any expert bias. In the case of significant expert bias, the method substantially reduces the bias and, in the case with no expert bias, the method only introduces minor errors. The cost of introducing these small errors for good judgement is worth the benefit of correcting major errors in bad judgement. This is particularly true when the prior is only determined using a heuristic or an assumed distribution.Master of Science
37
Colbano, Fabiano Silvio. "Preços internacionais e taxa de câmbio: o caso brasileiro." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-26052006-160334/.
Full textAbstract:
Este trabalho investiga para o Brasil um dos mais importantes debates da literatura da Nova Macroeconomia Aberta: a escolha da moeda na qual a firma exportadora fixará os preços de seu produto vendido no exterior. Duas são as hipóteses possíveis: ou a firma exportadora fixa seu preço com base na sua própria moeda, conhecida como producer currency pricing (PCP),ou ela fixa seu preço com base na moeda do mercado de destino de seu produto, chamada de local currency pricing (LCP). Como muitos dos problemas verificados na literatura macroeconômica têm origem microeconômica, procuramos responder a questão através das observações encontradas na literatura de passthrough e pricing-to-market. Além disto, assumimos que, no agregado, os setores exportadores e importadores brasileiros se comportam como uma firma maximizadora de lucros que vende seus produtos para importadores locais. Isto permite que parte das variações cambiais seja repassada para os preços e parte seja absorvida pelo markup do setor. A metodologia empírica incluiu a estimação de dois VECs (vector error correction), um para as exportações e outro para as importações, pelos quais foram calculadas funções de resposta ao impulso e decomposições da variância dos erros de previsão nos preços. Os resultados obtidos indicam casos intermediários das hipóteses de LCP e PCP para o Brasil. Enquanto os preços em dólares das exportações brasileiras estão mais próximos da hipótese de LCP, os preços em reais das importações estão mais próximos da hipótese de PCP. Outros aspectos interessantes também foram observados. Para os preços das exportações brasileiras, a variável mais importante para sua determinação é a condição econômica do resto do mundo, seguida pelos custos do setor exportador. Já para as importações, tanto as condições econômicas domésticas quanto a taxa de câmbio são variáveis importantes, ao passo que os preços em moeda estrangeira das importações não se mostraram significantes no longo prazo, mas apenas no curto prazo.This work analyzes to Brazil one of the most important debates on the New Open Economy Macroeconomic literature: the choice of the currency in which international prices are fixed. There are two possible hypotheses: either the export firm establishes his prices in your own currency, named producer currency pricing (PCP) or the export firm fix his price in the currency of the market in which his products is sold, named local currency pricing (LCP). Many questions treated in macroeconomic literature have microeconomic foundations. So we look for answering the question using the literature of passthrough and pricing-to-market. In addition to this, we assume that macroeconomic data for Brazilians export and import sectors are generated of profit maximizing firms behavior. The firms sell their products to local importers, allowing that some piece of exchange rate variations are passed through prices and another piece are passed through specific markup sector. Methodology employed here includes vector error correction (VEC) estimation, one for export prices in dollar and other for import prices in reais, through which were calculated impulse response functions and forecast variance error decompositions for prices. Results point the validity of intermediate cases of LCP and PCP for Brazil. While Brazilian export prices in dollars are closer to LCP hypothesis, Brazilian import prices in reais are closer to PCP hypothesis. Other interesting aspects were obtained. For Brazilian export prices, the most important variable explaining it is the world economic growth. The second most important variable is the export sector cost. For Brazilian import prices in reais, both domestic economic growth and exchange rate are important in its determination, while import prices in dollars were not showed significant in the long run, but just in the short run.
38
Nykodýmová, Veronika. "Rozpočtování stavebních prací pro účely znaleckých posudků." Doctoral thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2018. http://www.nusl.cz/ntk/nusl-358406.
Full textAbstract:
In the more expert practice, we need an expert report, the main part of the budget works.The budget for the construction of the most by the degrese of project documentation. For the purposes of the budget for expert in most cases does not have the komplete project documentation, is contained in the file on the basis of oral communication to stakeholders and on the basic of which it requires, or which shall ensure in the measurement. The more quality work is available, the more accurate the output in the form of a budget.There is currently no single procedur efor the construction of production in an expert opinion. For theis mason, i tis the main aim of this thesis in a flowchart, the overview of the possibilities of obtaining the neceséry supporting documents to the budget and the tool works and how Theky should proceed in that report. Use the flowchart in expert practice shall be verified at model examples in the conclusion of this dissertation.
39
Meyimdjui, Carine. "Essays on Public Policies of Food Crises and Exports Upgrading in Developing Countries." Thesis, Université Clermont Auvergne (2017-2020), 2019. http://theses.bu.uca.fr/nondiff/2019CLFAD027_MEYIMDJUI.pdf.
Full textAbstract:
Les montées de prix des produits alimentaires au cours de la dernière décennie ont attiré l’attention sur une des sources de vulnérabilité les plus sévères dans les pays en développement. Au regard des défaillances du système financier (en l’occurrence le manque de produits d’assurance appropriés pour faire face aux chocs extérieurs), ces pays pour la plupart importateurs nets, ont vu leurs factures d’importations exploser à la suite des dernières flambées de prix de produits alimentaires. Cette thèse présente quelques essais analysant, d’une part les politiques publiques en réponse aux crises alimentaires, et d’autre part l’amélioration des exportations dans les pays en développement. Constituée de trois essais, la première partie de cette thèse se focalise sur les liens entre des variantes de politiques budgétaires et les chocs de prix alimentaires à l’importation. Le premier essai présente l’effet des chocs de prix alimentaires sur les dépenses publiques, tandis que les essais 2 et 3 s’attellent à analyser les effets des politiques budgétaires discrétionnaires et des relances budgétaires sur la consommation des ménages et l’instabilité socio-politique. La deuxième partie de la thèse porte sur les distorsions des prix au commerce agricole international, et l’amélioration des exportations. Dans le quatrième essai, nous analysons l’impact des variations climatiques sur les distorsions de prix au commerce international. L’essai 5, s’intéresse quant à lui, aux effets de la concentration et de la qualité des exportations sur la volatilité de la consommation des ménagesThe recent surges in food commodity prices have drawn attention on one of most severe sources of vulnerability for developing countries. In addition to financial constraints that these countries already face, (among these, the lack of insurance system to weather external shocks), their households also spend an outsized portion of their budgets on food consumption. Consequently, they experienced substantial increase in their import bills in the wake of surges in food prices. This thesis presents several essays that examine on one hand the public policies taken in response to import food shocks. On the other hand, since trade-related policies as well as exports concentration may also heighten countries’ vulnerability, relevant aspects of international trade are also discussed.The first half of this dissertation examines the link between import food price shocks and fiscal policy. Essay 1 describes the effect of food price shocks on governments' expenditure structure, while Essays 2 and 3 turn to how governments' use of discretionary fiscal policy and fiscal stimulus during food price shocks affect household consumption and socio-political instability.The second half of the thesis consists of two essays addressing agricultural price distortion and exports upgrading. Essay 4 lays out the impact of climatic variability on agricultural price distortions, while essay 5 focuses on how exports concentration and exports quality upgrading impact household consumption volatility
40
William, Hagman. "Du Gjorde Vad!? : Naturligt Beslutsfattande och Intuition hos Experter." Thesis, Linköpings universitet, Institutionen för datavetenskap, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70046.
Full textAbstract:
Att det idag finns flera metoder och modeller för att fatta beslut är inte konstigt då beslutsfattande sker varje dag och i vissa sammanhang kan ge ödesdigra konsekvenser om det blir fel. Denna kandidatuppsats kan ses som en förstudie för hur naturligt beslutsfattande skulle kunna stödjas genom en förbättrad utbildning till beslutsfattare. Uppsatsen ämnar behandla naturligt beslutsfattande och intuition hos experter inom räddningstjänsten, närmare bestämt om de använder intuition och i så fall vad som ligger till grund för denna intuition. Intervjuer utfördes på räddningstjänsten i Motala efter critical decision method som är framtagen för cognitive task analysis. Inom räddningstjänsten använder sig befälen av intuition när de tar det flesta av sina beslut i fält. Resultaten av intervjuerna pekar på att intuition verkar ske undermedvetet vilket ger stöd för recognition primed decision model, i kombination med negativa ledtrådar och hävstångspunkter.
41
Alnasseri, Saif Sultan. "Policies to Sustain High Standards of Living in Oil-Exporting Arabian Gulf Countries." Thesis, Griffith University, 2006. http://hdl.handle.net/10072/366346.
Full textAbstract:
This study addresses the following research question: “Taking into account the major trends in oil extraction and depletion, economic diversification and development, and population growth, what policies should be adopted by oil-exporting countries in the Arabian Gulf region to sustain high living standards?” The countries of interest include Saudi Arabia, the United Arab Emirates (UAE), Oman, and Kuwait. Standards of living in these countries have generally risen during the last 35 or so years, even after real output per capita fell substantially in the mid-1980s. Public consumption has been very high by international standards and the countries have not been able to save and invest adequate amounts overseas. Economic diversification has often been limited in scope, in that the ‘new’ industries tend to be highly dependent on oil themselves. There is thus an urgent need for further reforms to achieve a broader-based economy and an increased role for the private sector. Greater emphasis will need to be placed on improving the technological knowledge and capabilities of Gulf citizens. In the 1970s, labour was imported primarily to meet the needs of rapidly developing domestic economies. After 1980, however, the importation of foreign labour became a self-feeding process that was not necessarily in the best long-term interest of the nationals. The governments have made numerous efforts to limit the number of foreign workers, but have not met with significant success, mainly because of the absence of a coherent strategy and a lack of consistent application of regulations. Both of these can be related to an underlying lack of political will. Gulf countries should apply regulations concerning the repatriation/rotation of foreign labour more consistently, and should pay foreign workers higher effective wages. Some of this increase should be saved and invested, to be paid as end-of-service ‘gratuities’ that would help foreign workers re-establish themselves upon returning to their own countries. For nationals, a coordinated strategy should be implemented to develop their skills and capabilities for employment in practical occupations, and to prepare them to be internationally competitive in the long run. Instead of giving every citizen a job in the public sector, it is preferable to provide a basic benefit (income supplement) that does not interfere with incentives to work in productive jobs in the private sector. Results from the simulation model demonstrate that no matter how big their oil reserves are, the countries will have to face severe deteriorations in wealth and living standards if historical trends continue into the long term. However, if appropriate adjustments are implemented early enough, some of the worst consequences can be avoided. Essentially, these adjustments work by reducing current consumption and increasing investment, thus allowing physical and human capital stocks, as well as the net stock of assets held overseas, to grow more rapidly. Results from the survey of opinions indicate an awareness of the serious problems that would ensue following the depletion of oil, and considerable willingness to contemplate a wide range of fundamental changes to sustain standards of living in the long term. Nevertheless, care will need to be exercised to ensure that any changes made will not infringe upon the basic right of all individuals.Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Department of Accounting, Finance and Economics
Griffith Business School
Full Text
42
Alkhairy, Ibrahim H. "Designing and Encoding Scenario-based Expert Elicitation for Large Conditional Probability Tables." Thesis, Griffith University, 2020. http://hdl.handle.net/10072/390794.
Full textAbstract:
This thesis focuses on the general problem of asking experts to assess the likelihood of many scenarios, when there is insufficient time to ask about all possible scenarios. The challenge addressed here is one of experimental design: How to choose which scenarios are assessed; How to use that limited data to extrapolate information about the scenarios that remain unasked? In a mathematical sense, this problem can be constructed as a problem of expert elicitation, where experts are asked to quantify conditional probability tables (CPTs). Experts may be relied on, for example in the situation when empirical data is unavailable or limited. CPTs are used widely in statistical modelling to describe probabilistic relationships between an outcome and several factors. I consider two broad situations where CPTs are important components of quantitative models. Firstly experts are often asked to quantify CPTs that form the building blocks of Bayesian Networks (BNs). In one case study, CPTs describe how habitat suitability of feral pigs is related to various environmental factors, such as water quality and food availability. Secondly CPTs may also support a sensitivity analysis for large computer experiments, by examining how some outcome changes, as various factors are changed. Another case study uses CPTs to examine sensitivity to settings, for algorithms available through virtual laboratories, to map the geographic distribution of species such as the koala.
An often-encountered problem is the sheer amount of information asked of the expert: the number of scenarios. Each scenario corresponds to a row of the CPT, and concerns a particular combination of factors, and the likely outcome. Currently most researchers arrange elicitation of CPTs by keeping the number of rows and columns in the CPT to a minimum, so that they need ask experts about no more than twenty or so scenarios. However in some practical problems, CPTs may need to involve more rows and columns, for example involving more than two factors, or factors which can take on more than two or three possible values. Here we propose a new way of choosing scenarios, that underpin the elicitation strategy, by taking advantage of experimental design to: ensure adequate coverage of all scenarios; and to make best use of the scarce resources like the valuable time of the experts. I show that this can be essentially constructed as a problem of how to better design choice of scenarios to elicit from a CPT. The main advantages of these designs is that they explore more of the design space compared to usual design choices like the one-factor-at-a-time (OFAT) design that underpins the popular encoding approach embedded in “CPT Calculator”.
In addition this work tailors an under-utilized scenario-based elicitation method to ensure that the expert’s uncertainty was captured, together with their assessments, of the likelihood of each possible outcome. I adopt the more intuitive Outside-In Elicitation method to elicit the expert’s plausible range of assessed values, rather than the more common and reverse-order approach of eliciting their uncertainty around their best guess. Importantly this plausible range of values is more suitable for input into a new approach that was proposed for encoding scenario-based elicitation: Bayesian (rather than a Frequentist) interpretation.
Whilst eliciting some scenarios from large CPTs, another challenge arises from the remaining CPT entries that are not elicited. This thesis shows how to adopt a statistical model to interpolate not only the missing CPT entries but also quantify the uncertainty for each scenario, which is new for these two situations: BNs and sensitivity analyses. For this purpose, I introduce the use of Bayesian generalized linear models (GLMs).
The Bayesian updating framework also enables us to update the results of elicitation, by incorporating empirical data. The idea is to utilise scenarios elicited from experts to constructan informative Bayesian “prior” model. Then the prior information (e.g. about scenarios) is combined with the empirical data (e.g. from computer model runs), to update the posterior estimates of plausible outcomes (affecting all scenarios).
The main findings showed that Bayesian inference suits the small data problem of encoding the expert’s mental model underlying their assessments, allowing uncertainty to vary about each scenario. In addition Bayesian inference provides rich feedback to the modeller and experts on the plausible influence of factors on the response, and whether any information was gained on their interactions. That information could be pivotal to designing the next phase of elicitation about habitat requirements or another phase of computer models. In this way, the Bayesian paradigm naturally supports a sequential approach to gradually accruing information about the issue at hand. As summarised above, the novel statistical methodology presented in this thesis also contributes to computer science. Specifically computation for Bayesian Networks and sensitivity analyses of large computer experiments can be re-designed to be more efficient. Here the expert knowledge is useful to complement the empirical data to inform a more comprehensive analyses.Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of Info & Comm Tech
Science, Environment, Engineering and Technology
Full Text
43
Hlavinková, Vítězslava. "OPTIMALIZACE ANALYTICKÉ METODY VÝPOČTU OPOTŘEBENÍ STAVEBNÍCH OBJEKTŮ." Doctoral thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2014. http://www.nusl.cz/ntk/nusl-234316.
Full textAbstract:
The dissertation focuses on the problems associated with determining the amount of wear (finding the remaining technical values) that are being addressed. It deals with an overview of the different methods used. The basic premise of the thesis is a comprehensive overview of the calculation procedure and the methods used. This area of wear does not except the price regulation precisely defined procedure, nor are they addressed the circumstances in which that would be the method to be used. Various possible methods or inaccuracies may result in questioning the expert opinions as at trial. In conclusion of this dissertation is shown how the calculation procedure should wear for what purpose should be used and it is also proposed several alternatives.
44
Nguyen, Thanh-Tung, and 阮青松. "The relationship between export rice prices, wholesale prices, and farm-gate paddy prices in Vietnam." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/zq2pqw.
Full textAbstract:
碩士國立中興大學
應用經濟學系所
99
Vietnam has been well-known as the second largest exporter of rice in the world. Most of Vietnamese farmers take part in rice production but poverty rate is quite popular in this sector, especially in the Mekong river delta, where contribute about 90% of total volume of exported rice. It seems farmers’ enjoyment is not adequate to their contribution. This thesis is motivated by curiosity on the relationship among the F.O.B prices and the wholesales prices and farm-gate prices. In other words, whether rice farmers get benefit from wholesalers and exporters? This research use the weekly data of 5% broken rice and 25% broken rice from the 17th week of 2006 to the 12th week of 2011 and apply the standard Granger causality test to analyze the causal relationship among FOB, wholesale and farm-gate prices in Vietnam’s rice market. The results showed that the prices of 25% broken rice are co-integrated in one market while the prices of 5% broken rice present two market levels (farm-gate price － wholesale price and wholesale price － FOB price). Granger causality test indicated that both kinds of rice had similar results. Both farm-gate price and wholesale price Granger cause FOB price but not in the reverse direction. Besides, farm-gate price Granger causes wholesale price and vice versa. These results imply that rice farmers gain the benefit from wholesalers, not from exporters. The co-integration relation suggested that Vietnam should not focus much on exporting low quality rice (25% broken rice) but higher quality rice. This could help rice farmers get benefit from exporting rice. In the case of 5% broken rice, the co-integration relation pointed out that wholesale price plays a key factor between farm-gate and FOB prices. The Government should make more effort by changing the policies to reallocate the income distribution, especially the income of wholesalers. This maybe can help to promote the prices of 5% broken rice are co-integrated in the same market, then bring benefit to rice farmers.
45
Parsley, David C. "Exchange rates and prices an examination of pass-through in Japanese export markets /." 1990. http://catalog.hathitrust.org/api/volumes/oclc/26148728.html.
Full text
46
Lin, Tzu-Lei, and 林芷蕾. "The Relationships among Major Import & Export Fruit Prices and Wholesale Prices：Evidence from Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/25b2gg.
Full textAbstract:
碩士國立高雄應用科技大學
國際企業系碩士在職專班
103
Trade liberalization had opened a new page of trading in 1948. In the context of trading gradually globalized, the General Agreement on Tariffs and Trade(GATT) bring about the World Trade Organization(WTO). After that, every members of WTO seek to sign free trade agreement actively(FTA), till to Taiwan sign Economic Cooperation Framework Agreement(ECFA) with China. All steps of trading liberalization is affecting exported price of every country. This paper is researching for the wholesale price of banana and guava. Looking into how the average price of export and import affect marking wholesale price. Reaching method is used a series of time series for actual proof analysis. Analyze if trade liberalization do affect the fruit price of Taiwan. According to this research that wholesale prices interact with trade liberalization.
47
CHEN, LI-HSU, and 陳麗旭. "The Relationship Between Commodity Export Prices And The Real Exchange Rate For The Case Of Electronics Industry In Taiwan." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/90869543798997339609.
Full textAbstract:
碩士國立臺灣大學
國際企業學系研究所
86
This reserch is focusing on how the equilibrium real Exchange rate can be af fected,theoretically and empirically,by introducing commodity export pricewith in a real exchange rate model based on S.Edwards(1986). The reserch tracesthe relationship between commodity export price and real exchange rate for the yea ra 1978-1996. The model focus on four elements:(1) The export price of Taiwan electronics products;(2) money creation process;(3) domestic inflation;and(4) the rate of adjustment of the nominal exchange rate. The effects of changes in electronics products export price operate through three mechanismsby which an increase in electronics products price affects the real exchange rate:(1) The "spending effect" described by Corden and Neary in the Dutchdisease literatru e;(2) the money creation effect, which takes place when the increase in foreig n reserves resulting from increased export revenues are monetized; and(3) the reaction of the government whereby it reduces the rateof nominal devaluation i n response to an increase in the price of electronicsproducts. The results ob tained from the regression analysis of empirical study indicate:1.The increase of the electronics produts price does not result in higher rates of money gr owth and higher rates if inflation.2.The higher world inflation was passed on to domestic price increase.3.The spending effect resulting from commodity expo rt boom will not lead to a real appreciation .4.The adjustment rate of nomina l exchange rate has been positively and signifi- cantlty related to the domes tic rate of inflation, and it has been negatively and less significntly relat d to the export price of electronics products. Therefore, when deciding by h ow much to adjust the nominal exchange rate, it was possible for the authorit ies to account the behavior of the export price of the export price of elect ronics products.
48
Shih-Jieh, Hung, and 洪世杰. "The Research of Industrial Export Prices Reaction Coefficents under the International Exchange Rate Shock of East Asia Financial Crisis." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/73409191154158902184.
Full text
49
McGuirk, Anne Kenny. "Exchange rate swings and the behavior of export prices of manufactures a study of Germany, Japan, and the United States /." 1989. http://catalog.hathitrust.org/api/volumes/oclc/23745485.html.
Full text
50
Vathitphund, Kwanchai, and 陳浩天. "Export Price Volatility of Thailand Rice." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/69223707519524112943.
Full textAbstract:
碩士國立中興大學
應用經濟學系所
105
The aim of this study to find out the most appropriate GARCH model with export price volatility of Thailand rice by using the daily data. The data come from Official of Agricultural Economics of Thailand and starting from 1st January 2008 until 19th January 2016. The empirical analysis base on GARCH (1,1), EGARCH, and GJR-GARCH models. From the Akaike information criterion (AIC) and Schwartz criterion (SBC) suggest that GJR-GARCH model is the most appropriate model with export price volatility of Thailand rice. From the empirical result explains that there are statistically significant in ARCH and GARCH terms. The both results mean that export price volatility of Thailand rice in previous period can influence present period export price volatility of Thailand rice. Finally, this study discover over supply of rice in Thailand during that period because there is negative shock (bad news: 0) on volatility of export price of Thailand rice.