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Asymmetric price transmission in the Spanish lamb sector
16 references·2 citing·29 second hop
Asymmetric price transmission in the Spanish lamb sector (2007)Asymmetric price transmission in the Span…Asymmetric Price Transmission: A Survey (2004)Asymmetric Price Transmission…Testing for two-regime threshold cointegration in vector error-correction models (2002)Testing for two-regime thresh…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Prices Rise Faster than They Fall (2000)Prices Rise Faster than They …Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Testing and Modeling Multivariate Threshold Models (1998)Testing and Modeling Multivar…Threshold Cointegration (1997)Threshold CointegrationImpulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets (2021)Impacts of COVID‐19 and Price…Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model (2017)Dynamics of crude oil and gol…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Time Series Regression with a Unit Root (1987)A simple panel unit root test in the presence of cross‐section dependence (2007)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Taking Time Seriously (2008)
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References

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  • 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
  • 2004Asymmetric Price Transmission: A Survey

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843 cited
  • 1998Testing and Modeling Multivariate Threshold Models677 cited
  • Cited by

    • 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