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Threshold Effects in Price Transmission: The Case of Brazilian Wheat, Maize, and Soya Prices
16 references·7 citing·34 second hop
Threshold Effects in Price Transmission: The Case of Brazilian Wheat, Maize, and Soya Prices (2007)Threshold Effects in Price Transmission: …Testing for two-regime threshold cointegration in vector error-correction models (2002)Testing for two-regime thresh…Handbook of Agricultural Economics (2002)Handbook of Agricultural Econ…Further 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…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration (1997)Transfer Costs, Spatial Arbit…Threshold Cointegration (1997)Threshold CointegrationLikelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Investigation of production, …Does the Law of One Price Really Hold for Commodity Prices? (1989)Does the Law of One Price Rea…Asymmetry in Farm‐Retail Price Transmission for Major Dairy Products (1987)Asymmetry in Farm‐Retail Pric…Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables (1982)Asymmetry in Retail, Wholesal…Network analysis of corn cash price comovements (2021)Network analysis of corn cash…Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs (2016)Contemporaneous causal orderi…Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2015)Vertical price transmission i…Wheat export restrictions and domestic market effects in Russia and Ukraine during the food crisis (2013)Wheat export restrictions and…Testing for structural change of AR model to threshold AR model (2011)Testing for structural change…How much do we know about market integration in Europe?1 (2011)How much do we know about mar…The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (2008)The Commodity Terms of Trade,…Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Cointegration and Threshold Adjustment (2001)Asymmetric Price Transmission: A Survey (2004)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)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)Biofuel-related price transmission literature: A review (2013)Corn cash price forecasting with neural networks (2021)Forecasting and testing in co-integrated systems (1987)Hidden Cointegration (2002)New Evidence on Asymmetric Gasoline Price Responses (2003)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)A literature survey on energy–growth nexus (2009)Survey of the international evidence on the causal relationship between energy consumption and growth (2010)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)Migration and Incomes in Source Communities: A New Economics of Migration Perspective from China (2003)The Political Economy of the World Trading System (2009)Food price volatility (2010)Long memory and regime switching (2001)Further evidence on breaking trend functions in macroeconomic variables (1997)Oil price shocks and stock market activity (1999)
this work references cited by second hop

References

  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 1997Threshold Cointegration1,042 cited
  • 2002Handbook of Agricultural Economics911 cited
  • 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
  • 2001Spatial Market Integration in the Presence of Threshold Effects505 cited
  • 1987Asymmetry in Farm‐Retail Price Transmission for Major Dairy Products402 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
  • 1989Does the Law of One Price Really Hold for Commodity Prices?379 cited
  • 2002Distinguishing between Equilibrium and Integration in Spatial Price Analysis363 cited

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  • 1997Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration360 cited
  • 1982Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables333 cited
  • Cited by

    • 2013Wheat export restrictions and domestic market effects in Russia and Ukraine during the food crisis135 cited
    • 2015Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model128 cited
    • 2008The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach123 cited
    • 2016Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs105 cited
    • 2011How much do we know about market integration in Europe?1101 cited
    • 2021Network analysis of corn cash price comovements86 cited
    • 2011Testing for structural change of AR model to threshold AR model16 cited