Artigo em revista científica Q2
Price transmission in cross boundary supply chains
Frank Asche (Asche, F.); Rui Menezes (Menezes, R.); João Dias (Dias, J.F.);
Título Revista
Empirica
Ano (publicação definitiva)
2007
Língua
Inglês
País
Estados Unidos da América
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N.º de citações: 27

(Última verificação: 2024-03-27 14:40)

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Abstract/Resumo
The extent to which demand and supply shocks are transmitted in the supply chain is an important topic. As many supply chains cross international borders exchange rate pass through is an important element in this context. In this paper a multivariate system that allow us to test different hypothesis with respect to the supply chain is specified. Our empirical analysis includes tests of whether there is a link between the different stages in the supply chain, whether the exchange rate pass through is complete and whether price signals are fully transmitted. Different exogeneity assumptions are testable hypothesis, and one can avoid the simultaneity problem associated with the common single equation specifications. Moreover, one can also test whether the exchange rate is determined outside the system, as well as testing for price leadership. An application is provided for the supply chain for cod between Norway and Portugal.
Agradecimentos/Acknowledgements
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Palavras-chave
Cointegration,Exchange rates,Price transmission,Supply chain
  • Economia e Gestão - Ciências Sociais