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Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model
16 references·8 citing·35 second hopsampled
Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2015)Vertical price transmission in the US bee…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Minimum LM Unit Root Test with One Structural Break (2004)Minimum LM Unit Root Test wit…Asymmetric Price Transmission: A Survey (2004)Asymmetric Price Transmission…Hidden Cointegration (2002)Hidden CointegrationFurther Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Distinguishing between Equilibrium and Integration in Spatial Price Analysis (2002)Distinguishing between Equili…Spatial Market Integration in the Presence of Threshold Effects (2001)Spatial Market Integration in…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium (1998)Econometrics and Economic The…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Asymmetry in Farm‐Retail Price Transmission for Major Dairy Products (1987)Asymmetry in Farm‐Retail Pric…The Farm‐Retail Price Spread in a Competitive Food Industry (1975)The Farm‐Retail Price Spread …Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches (2022)Does implied volatility (or f…Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets (2021)Impacts of COVID‐19 and Price…Outward foreign direct investment and economic growth in Romania: Evidence from non‐linear ARDL approach (2020)Outward foreign direct invest…Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market (2019)Energy and non-energy commodi…Does Asymmetric Relation Exist between Exchange Rate and Foreign Direct Investment in Bangladesh? Evidence from Nonlinear ARDL Analysis (2019)Does Asymmetric Relation Exis…Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes (2019)Asymmetric impact of exchange…OUTWARD FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH IN CHINA: EVIDENCE FROM ASYMMETRIC ARDL APPROACH (2018)OUTWARD FOREIGN DIRECT INVEST…Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries (2018)Globalisation, economic growt…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Electricity consumption and real GDP causality nexus: Evidence from ARDL bounds testing approach for 11 MENA countries (2011)The impact of economic growth, energy consumption, trade openness, and financial development on carbon emissions: empirical evidence from Turkey (2018)Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for Error Correction in Panel Data* (2007)Threshold Cointegration (1997)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Cointegration and Threshold Adjustment (2001)ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)Biofuel-related price transmission literature: A review (2013)Oil and food prices in Malaysia: a nonlinear ARDL analysis (2015)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 2004Asymmetric Price Transmission: A Survey843 cited
  • 2004Minimum LM Unit Root Test with One Structural Break616 cited
  • 1998Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium582 cited
  • 2001Spatial Market Integration in the Presence of Threshold Effects505 cited
  • 1975The Farm‐Retail Price Spread in a Competitive Food Industry471 cited
  • 2002Hidden Cointegration466 cited
  • 1987Asymmetry in Farm‐Retail Price Transmission for Major Dairy Products

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402 cited
  • 2002Distinguishing between Equilibrium and Integration in Spatial Price Analysis363 cited
  • Cited by

    • 2021Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets88 cited
    • 2018Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries87 cited
    • 2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market83 cited
    • 2018OUTWARD FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH IN CHINA: EVIDENCE FROM ASYMMETRIC ARDL APPROACH52 cited
    • 2020Outward foreign direct investment and economic growth in Romania: Evidence from non‐linear ARDL approach43 cited
    • 2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches42 cited
    • 2019Does Asymmetric Relation Exist between Exchange Rate and Foreign Direct Investment in Bangladesh? Evidence from Nonlinear ARDL Analysis31 cited
    • 2019Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes21 cited