调查孟加拉国、印度和巴基斯坦之间农业生产波动溢出的相互依赖关系

Q3 Social Sciences

Review of Urban and Regional Development Studies Pub Date : 2016-03-01 DOI:10.1111/RURD.12045

A. Rezitis, S. Ahammad

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引用次数: 3

摘要

本文研究了孟加拉国、印度和巴基斯坦之间农业生产波动溢出的动态。选择这些国家是因为它们的农业经济对南亚地区的重要性。本文利用联合国粮食及农业组织(FAO)统计数据库中1961-2012年的人均农业生产数据，构建并估计了一个多元广义自回归条件异方差(MGARCH)模型。利用极大似然法对MGARCH模型进行估计。波动性脉冲响应函数也被用于量化独立冲击对预期条件波动的影响。该模型提供了良好的统计拟合，实证结果表明，这些国家的人均农业生产波动率存在显著的跨国溢出效应。

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Investigating The Interdependency Of Agricultural Production Volatility Spillovers Between Bangladesh, India, And Pakistan

This paper investigates the dynamics of agricultural production volatility spillovers between Bangladesh, India, and Pakistan. These countries were selected because of their agricultural economic importance to the South Asian region. This study uses per capita agricultural production data for the period 1961–2012, obtained from the Food and Agriculture Organization of the United Nations (FAO) statistical database, to construct and estimate a multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model. The MGARCH model is estimated utilizing the maximum likelihood method. Volatility impulse response functions are also applied to quantify the effects of independent shocks on expected conditional volatility. The model provides good statistical fit and the empirical results indicate significant cross-country per capita agricultural production volatility spillovers among these countries.

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来源期刊

Review of Urban and Regional Development Studies Social Sciences-Geography, Planning and Development

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： Review of Urban & Regional Development Studies (RURDS) focuses on issues of immediate practical interest to those involved in policy formation and implementation. Articles contain rigorous empirical analysis, with many emphasizing policy relevance and the operational aspects of the academic disciplines, while others focus on theoretical and methodological issues. Interdisciplinary and international in perspective, RURDS has a wide appeal: in addition to scholars, readership includes planners, engineers and managers in government, business and development agencies worldwide.