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© 1982 Oxford University Press and the Foundation for the European Review of Agricultural Economics

other

Analyzing the pricing efficiency in spatial markets: Concept and application

SANJEEV GUPTA and ROLF A.E. MUELLER*

Administrative Staff College of India Hyderabad, India
Purdue University Indiana, U.S.A.

Received February 1, 1982; final version received August 1, 1982

Summary

In this paper a technique is suggested for analyzing the price relationships between regional markets which avoids the ambiguity of the correlation coefficient. The method is based on Fama's concept of pricing efficiency and consists of tests included under the heading Granger Causality. The method is applied to price series from three regional markets for slaughter hogs in West Germany. The paper concludes with an evaluation of the suggested method.


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