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The impact of market and policy instability on price transmission between wheat and flour in Ukraine
16 references·4 citing·42 second hop
The impact of market and policy instability on price transmission between wheat and flour in Ukraine (2009)The impact of market and policy instabili…Success and Failure of Reform: Insights from the Transition of Agriculture (2004)Success and Failure of Reform…Smooth Transition Regression Modeling (2004)Smooth Transition Regression …Asymmetric Price Transmission: A Survey (2004)Asymmetric Price Transmission…Distinguishing between Equilibrium and Integration in Spatial Price Analysis (2002)Distinguishing between Equili…Comparison of unit root tests for time series with level shifts (2002)Comparison of unit root tests…Spatial price analysis (2001)Spatial price analysisSpatial Market Integration in the Presence of Threshold Effects (2001)Spatial Market Integration in…Measuring Integration and Efficiency in International Agricultural Markets (2001)Measuring Integration and Eff…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration (1997)Transfer Costs, Spatial Arbit…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Farm‐Retail Price Spread in a Competitive Food Industry (1975)The Farm‐Retail Price Spread …Price Transmission in Agricultural Markets (2021)Price Transmission in Agricul…Price Volatility Transmission in Food Supply Chains: A Literature Review (2014)Price Volatility Transmission…Price formation in the German biodiesel supply chain: a Markov‐switching vector error‐correction modeling approach (2012)Price formation in the German…Spatial Price Adjustment with and without Trade* (2011)Spatial Price Adjustment with…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 2004Asymmetric Price Transmission: A Survey843 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 2001Spatial Market Integration in the Presence of Threshold Effects505 cited
  • 1975The Farm‐Retail Price Spread in a Competitive Food Industry471 cited
  • 2004Success and Failure of Reform: Insights from the Transition of Agriculture443 cited
  • 2002Distinguishing between Equilibrium and Integration in Spatial Price Analysis363 cited
  • 1997Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration360 cited
  • 2002Comparison of unit root tests for time series with level shifts300 cited
  • 2001Spatial price analysis294 cited
  • 2001Measuring Integration and Efficiency in International Agricultural Markets

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206 cited
  • 2004Smooth Transition Regression Modeling186 cited
  • Cited by

    • 2011Spatial Price Adjustment with and without Trade*84 cited
    • 2021Price Transmission in Agricultural Markets74 cited
    • 2012Price formation in the German biodiesel supply chain: a Markov‐switching vector error‐correction modeling approach70 cited
    • 2014Price Volatility Transmission in Food Supply Chains: A Literature Review69 cited