Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork market

12 references·14 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1988Statistical analysis of cointegration vectors17,038 cited
1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
1997Threshold Cointegration1,042 cited
1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
1999Asking about prices: a new approach to understanding price stickiness625 cited
1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
1995A nonlinear approach to US GNP562 cited
1998Asking about Prices: A New Approach to Understanding Price Stickiness409 cited
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
1977An Approach to Specifying and Estimating Nonreversible Functions295 cited

Cited by

2015Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model128 cited
2004Measuring market integration in the presence of transaction costs–a threshold vector error correction approach121 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2013Does Market Structure Influence Price Transmission in the Agro‐food Sector? A Meta‐analysis Perspective106 cited

2007Asymmetric price transmission in the Spanish lamb sector103 cited

2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model101 cited

2021Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets88 cited

2007Price transmission and market integration: vertical and horizontal price linkages for salmon87 cited

2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models72 cited

2005Marketing margins and price transmission on the Hungarian pork meat market69 cited

2007An empirical study of the asymmetric cointegration relationships among the Chinese stock markets44 cited

2005How Effective is the Invisible Hand? Agricultural and Food Markets in Central and Eastern Europe17 cited

2011Causality links between consumer and producer price inflation in South Africa15 cited

2007Inflation regimes, core inflation measures and the relationship between producer and consumer price inflation15 cited

2019Asymmetric price responses to hotel competition caused by heterogeneous customers’ willingness to pay13 cited