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Cointegration: Some results on U.S. cattle prices
16 references·10 citing·32 second hop
Cointegration: Some results on U.S. cattle prices (1991)Cointegration: Some results on U.S. cattl…Some recent development in a concept of causality (1988)Some recent development in a …Interpreting cointegrated models (1988)Interpreting cointegrated mod…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Testing for causality (1980)Testing for causalityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Autoregressive Modeling of Canadian Money and Income Data (1979)Autoregressive Modeling of Ca…Analysis of Economic Time Series (1979)Analysis of Economic Time Ser…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Futures Trading and Market Information (1976)Futures Trading and Market In…Futures Prices in Supply Analysis (1976)Futures Prices in Supply Anal…Does Futures Trading Reduce Price Fluctuations in the Cash Markets? (1976)Does Futures Trading Reduce P…RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET (1972)RANDOM WALK AND PRICE TRENDS:…Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (2012)Nonlinearities in carbon spot…Market Efficiency and Price Discovery in the EU Carbon Futures Market (2007)Market Efficiency and Price D…Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market (2000)Cointegration, unbiased expec…The hedging effectiveness of DAX futures (1998)The hedging effectiveness of …Information Flows Between Eurodollar Spot and Futures Markets (1997)Information Flows Between Eur…Price dynamics in refined petroleum spot and futures markets (1996)Price dynamics in refined pet…An Empirical Examination of the Ex Ante International Interest Rate Transmission (1995)An Empirical Examination of t…A note on Euroyen and domestic yen interest rates (1995)A note on Euroyen and domesti…Memory in interest rate futures (1993)Memory in interest rate futur…An examination of cointegration relations between futures and local grain markets (1993)An examination of cointegrati…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Time Series Analysis: Forecasting and Control (1977)COINTEGRATION AND UNIT ROOTS (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)EXCHANGE RATE PASS‐THROUGH (1995)A Monetary History of the United States 1867-1960 (1964)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for a Unit Root in Time Series Regression (1988)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Purchasing power parity and unit root tests using panel data (1996)Purchasing Power Parity and the Real Exchange Rate (2002)MONEY, INCOME, AND CAUSALITY (1972)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Tourism and Economic Growth: The Case of Mauritius (2004)Corn Cash Price Forecasting (2020)Macroeconomics and Reality (1980)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1980Testing for causality1,747 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1979Autoregressive Modeling of Canadian Money and Income Data366 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1976Futures Trading and Market Information294 cited
  • 1988Interpreting cointegrated models246 cited
  • 1976Futures Prices in Supply Analysis199 cited
  • 1979Analysis of Economic Time Series161 cited
  • 1976Does Futures Trading Reduce Price Fluctuations in the Cash Markets?129 cited
  • 1972RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET

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117 cited

Cited by

  • 2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS102 cited
  • 1996Price dynamics in refined petroleum spot and futures markets76 cited
  • 1993An examination of cointegration relations between futures and local grain markets70 cited
  • 2000Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market46 cited
  • 1998The hedging effectiveness of DAX futures42 cited
  • 2007Market Efficiency and Price Discovery in the EU Carbon Futures Market39 cited
  • 1997Information Flows Between Eurodollar Spot and Futures Markets35 cited
  • 1995An Empirical Examination of the Ex Ante International Interest Rate Transmission25 cited
  • 1993Memory in interest rate futures24 cited
  • 1995A note on Euroyen and domestic yen interest rates17 cited