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Modeling Expectations of Bounded Prices: An Application to the Market for Corn

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Author Info
Shonkwiler, J S
Maddala, G S

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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 67 (1985)
Issue (Month): 4 (November)
Pages: 697-702
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Handle: RePEc:tpr:restat:v:67:y:1985:i:4:p:697-702

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  1. Ruge-Murcia, F.J., 2002. "Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy," Cahiers de recherche 06-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
    Other versions:
  2. Matthew T. Holt & Stanley R. Johnson, 1988. "Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp28, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
  3. Chembezi, Duncan M. & Cacho, Joyce A., 1997. "Alternative Price Expectation Formulation and Information Access," 1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada 35905, Western Agricultural Economics Association. [Downloadable!]
  4. Chavas, Jean-Paul & Kim, Kwansoo, 2001. "An Econometric Analysis Of The Effects Of Market Liberalization On Price Dynamics And Price Volatility," 2001 Annual meeting, August 5-8, Chicago, IL 20649, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Other versions:
  5. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512. [Downloadable!]
    Other versions:
  6. Peterson, Hikaru H. & Tomek, William G., 2003. "How Much Of Commodity Price Behavior Can A Rational Expectations Storage Model Explain?," Staff Papers 30712, Kansas State University, Department of Agricultural Economics. [Downloadable!]
  7. M. Isabel Campos & Zenón Jiménez-Ridruejo, . "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA. [Downloadable!]
  8. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1087-1099, January. [Downloadable!] (restricted)
  9. Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132. [Downloadable!]
  10. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association. [Downloadable!]
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