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Barry Falk

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lence, Sergio H. & Falk, Barry L., 2005. "Cointegration, Market Integration, and Market Efficiency," Staff General Research Papers Archive 11468, Iowa State University, Department of Economics.

    Cited by:

    1. Chris Higson & Sean Holly & Ivan Petrella, 2009. "The Financial Integration of the European Union: Common and Idiosyncratic Drivers," Working Paper / FINESS 1.1d, DIW Berlin, German Institute for Economic Research.
    2. Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2016. "International stock market cointegration under the risk-neutral measure," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 243-255.
    3. Phengpis, Chanwit, 2006. "Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises," Journal of Economics and Business, Elsevier, vol. 58(4), pages 323-342.
    4. Guglielmo Maria Caporale & Mario Cerrato, 2008. "Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics," Review of International Economics, Wiley Blackwell, vol. 16(3), pages 401-412, August.
    5. Girardin, Eric & Liu, Zhenya, 2007. "The financial integration of China: New evidence on temporally aggregated data for the A-share market," China Economic Review, Elsevier, vol. 18(3), pages 354-371.
    6. Juan Angel Lafuente & Javier Ordonez, 2009. "The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(1), pages 75-95.
    7. Jaramillo-Villanueva, J.L. & Sarker, R. & Cabas-Monje, J. & Portilla-Duran, L., 2018. "Vertical and Spatial Price Transmissi n in the Mexican and International Milk Market," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277283, International Association of Agricultural Economists.
    8. Cristhian Mellado & Diego Escobari, 2015. "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, vol. 47(19), pages 1956-1971, April.
    9. Valdes, Rodrigo & Von Cramon-Taubadel, Stephan & Engler, Alejandra, 2015. "Transaction costs and trade liberalization: An empirical perspective from the MERCOSUR agreement," Food Policy, Elsevier, vol. 55(C), pages 109-116.
    10. Dragan Miljkovic, 2009. "US and Canadian livestock prices: market integration and trade dependence," Applied Economics, Taylor & Francis Journals, vol. 41(2), pages 183-193.
    11. Yamani, Ehab, 2021. "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 74-89.
    12. Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
    13. Li, Hong & Majerowska, Ewa, 2006. "Stock market integration: a multivariate GARCH analysis on Poland and Hungary," Economics Discussion Papers 2006-2, School of Economics, Kingston University London.
    14. Barry K. Goodwin & Matthew T. Holt & Jeffrey P. Prestemon, 2021. "Semi-parametric models of spatial market integration," Empirical Economics, Springer, vol. 61(5), pages 2335-2361, November.
    15. Raper, Kellie Curry & Thornsbury, Suzanne & Aguilar, Cristobal, 2009. "Regional Wholesale Price Relationships in the Presence of Counter-Seasonal Imports," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(1), pages 1-20, April.
    16. Puneet Vatsa, 2022. "Do crop prices share common trends and common cycles?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 363-382, April.
    17. A.S.M. Sohel Azad, 2009. "Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea," Asian Economic Journal, East Asian Economic Association, vol. 23(1), pages 93-118, March.
    18. Sami Khedhiri, 2023. "The impact of COVID‐19 on agricultural market integration in Eastern Canada," Regional Science Policy & Practice, Wiley Blackwell, vol. 15(2), pages 371-386, April.
    19. Cedric L. Mbanga & Ali F. Darrat, 2016. "Fiscal policy and the US stock market," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 987-1002, November.
    20. Jamaani, Fouad & Roca, Eduardo, 2015. "Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 221-246.
    21. Patrick L. Hatzenbuehler & Xiaoxue Du & Kathleen Painter, 2021. "Price transmission with sparse market information: The case of United States chickpeas," Agribusiness, John Wiley & Sons, Ltd., vol. 37(3), pages 665-682, July.
    22. Sekhar, C.S.C., 2012. "Agricultural market integration in India: An analysis of select commodities," Food Policy, Elsevier, vol. 37(3), pages 309-322.
    23. Ivan Diaz‐Rainey & Mathias Siems & John K. Ashton, 2011. "The financial regulation of energy and environmental markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 19(4), pages 355-369, November.
    24. Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
    25. Li, Hong & Majerowska, Ewa, 2008. "Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 22(3), pages 247-266, September.
    26. Souhir Chlibi & Fredj Jawadi & Mohamed Sellami, 2016. "Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches," Open Economies Review, Springer, vol. 27(3), pages 541-559, July.

  2. Falk, Barry L. & Lee, Bong-Soo, 2004. "The Inventory-Sales Relationship in the Market for New Single-Family Homes," Staff General Research Papers Archive 12006, Iowa State University, Department of Economics.

    Cited by:

    1. Gwangheon Hong & Bong Lee, 2013. "Does Inflation Illusion Explain the Relation between REITs and Inflation?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 123-151, July.
    2. Huang, Yuting & Li, Qiang & Liow, Kim Hiang & Zhou, Xiaoxia, 2020. "Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries," Journal of Housing Economics, Elsevier, vol. 49(C).
    3. Edward P. Lazear, 2010. "Why Do Inventories Rise When Demand Falls in Housing and Other Markets?," NBER Working Papers 15878, National Bureau of Economic Research, Inc.
    4. Peter Chinloy & Zhonghua Wu, 2013. "The Inventory-Sales Ratio and Homebuilder Return Predictability," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 397-423, April.
    5. Pedro M. M. L. Garcês & Cesaltina Pacheco Pires, 2011. "New housing supply: what do we know and how can we learn more?," CEFAGE-UE Working Papers 2011_18, University of Evora, CEFAGE-UE (Portugal).
    6. Croce, Roberto M. & Haurin, Donald R., 2009. "Predicting turning points in the housing market," Journal of Housing Economics, Elsevier, vol. 18(4), pages 281-293, December.
    7. Brent W. Ambrose & Joe Peek, 2008. "Credit Availability and the Structure of the Homebuilding Industry," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(4), pages 659-692, December.

  3. Roy, Anindya & Falk, Barry L. & Fuller, Wayne A., 2004. "Estimation of the Trend Model with Autoregressive Errors," Staff General Research Papers Archive 12005, Iowa State University, Department of Economics.

    Cited by:

    1. Falk, Barry & Roy, Anindya, 1999. "Efficiency Tradeoffs in Estimating the Trend and Error Structure of the Linear Model," ISU General Staff Papers 199908010700001327, Iowa State University, Department of Economics.

  4. Doyle, Matthew & Falk, Barry L., 2004. "Testing Commitment Models of Monetary Policy: Evidence from OECD Economies," Staff General Research Papers Archive 11995, Iowa State University, Department of Economics.

    Cited by:

    1. Alfred A. Haug & Ian P. King, 2011. "Empirical Evidence on Inflation and Unemployment in the Long Run," Working Papers 1109, University of Otago, Department of Economics, revised Aug 2011.
    2. Sudhanshu Kumar & Naveen Srinivasan & Muthiah Ramachandran, 2012. "A time‐varying parameter model of inflation in India," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 25-50, April.
    3. Gabriel Caldas Montes, 2014. "Can inflation targeting mitigate monetary policy time-inconsistency?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(2), pages 15-25, April.
    4. Doyle, Matthew & Falk, Barry L., 2006. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Staff General Research Papers Archive 12501, Iowa State University, Department of Economics.
    5. Juan Camilo Galvis Ciro, 2018. "La inconsistencia temporal y la inflación: evidencias empíricas para la economía colombiana," Ensayos de Economía 16777, Universidad Nacional de Colombia Sede Medellín.
    6. Naveen Srinivasan & Pratik Mitra, 2014. "The European unemployment problem: its cause and cure," Empirical Economics, Springer, vol. 47(1), pages 57-73, August.
    7. Julio Cesar Albuquerque Bastos & Helder Ferreira de Mendonça & Gabriel Montes, 2014. "Time-inconsistency problem: less common than we think," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(5), pages 708-720, September.
    8. Divino, José Angelo, 2009. "Monetary Policy Rules Across OECD Countries," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(1), April.
    9. Bohn, Frank, 2013. "Grand corruption instead of commitment? Reconsidering time-inconsistency of monetary policy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 478-490.
    10. Matthew Doyle & Jean-Paul Lam, 2010. "Is the New Keynesian Explanation of the Great Dis-Inflation Consistent with the Cross Country Data?," Working Papers 1010, University of Waterloo, Department of Economics, revised Oct 2010.

  5. Falk, Barry L. & Wang, Chun-Hsuan, 2003. "Testing Long-Run Ppp with Infinite-Variance Returns," Staff General Research Papers Archive 10323, Iowa State University, Department of Economics.

    Cited by:

    1. Jungjun Choi & In Choi, 2016. "Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors," Working Papers 1612, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    2. Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani, 2021. "Inference in heavy-tailed non-stationary multivariate time series," Papers 2107.13894, arXiv.org.
    3. D. M. Mahinda Samarakoon & Keith Knight, 2009. "A Note on Unit Root Tests with Infinite Variance Noise," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 314-334.
    4. da Fonseca, Eder Lucio & Alencar, Airlane Pereira & Morettin, Pedro Alberto, 2019. "Time-varying cointegration model using wavelets," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 260-267.
    5. Yang, Yang & Zhao, Zhao, 2020. "Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis," Economic Modelling, Elsevier, vol. 93(C), pages 728-736.
    6. Georgiev, I & Rodrigues, PMM & Taylor, AMR, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Essex Finance Centre Working Papers 18832, University of Essex, Essex Business School.
    7. Fatma Ozgu Serttas, 2018. "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 14-23, April.
    8. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
    9. Ma, Wei & Li, Haiqi & Park, Sung Y., 2017. "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 211-222.
    10. Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani, 2020. "Determining the rank of cointegration with infinite variance," Discussion Papers 20/01, University of Nottingham, Granger Centre for Time Series Econometrics.

  6. Clark, W.R. & Falk, Barry L. & Schmitz, R.A. & Babcock, Bruce A., 2001. "Projecting the Wildlife and Economics Impacts of United States Agricultural Policy Using Landscape-Level Analyses," Staff General Research Papers Archive 10384, Iowa State University, Department of Economics.

    Cited by:

    1. Sengupta, Sanchita, 2010. "Three Essays in Environmental and Agricultural Issues," ISU General Staff Papers 201001010800002848, Iowa State University, Department of Economics.

  7. Falk, Barry L., 1992. "Predictable Excess Returns in Real Estate Markets: A Study of Iowa Farmland Values," Staff General Research Papers Archive 11092, Iowa State University, Department of Economics.

    Cited by:

    1. Falk, Barry, 1990. "Time Varying Discount Rates and Rent-Price Ratios In Farmland Markets," ISU General Staff Papers 199006010700001213, Iowa State University, Department of Economics.
    2. Laure Latruffe & Chantal Le Mouël, 2009. "Capitalization Of Government Support In Agricultural Land Prices: What Do We Know?," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 659-691, September.
    3. Choi, Jiseon & Jodlowski, Margaret C., 2023. "Not for sale: the role of farmland as a portfolio investment and its impact on supply in the market," 2023 Annual Meeting, July 23-25, Washington D.C. 335557, Agricultural and Applied Economics Association.

  8. Falk, Barry L., 1991. "Formally Testing the Present Value Model of Farmland Prices," Staff General Research Papers Archive 11093, Iowa State University, Department of Economics.

    Cited by:

    1. Ana G. Bus y José L. Nicolini-Llosa, 2015. "La renta diferencial agrícola en Argentina en 1986-2008, con datos de panel y co-integración," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 61, pages 53-79, January-D.
    2. Juliano Junqueira Assunção, 2005. "Non-agricultural land use and land reform: theory and evidence from Brazil," Textos para discussão 496, Department of Economics PUC-Rio (Brazil).
    3. Fiechter, Chad & Kuethe, Todd & Zhang, Wendong, 2023. "Information Rigidities and Farmland Value Expectations," ISU General Staff Papers 202306131414240000, Iowa State University, Department of Economics.
    4. Mishra, Ashok K. & Moss, Charles B. & Erickson, Kenneth W., 2004. "Effect Of Debt Solvency On Farmland Values: A Panel Cointegration Approach," 2004 Annual meeting, August 1-4, Denver, CO 20261, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Carlberg, Jared G., 2002. "Effects Of Ownership Restrictions On Farmland Values In Saskatchewan," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 34(2), pages 1-10, August.
    6. Ahrendsen, Bruce L., 1993. "A Structural Approach To Estimating Rate Of Return Expectations Of Farmers," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 25(2), pages 1-13, December.
    7. Sujata Behera, 2020. "Does the EVA valuation model explain the market value of equity better under changing required return than constant required return?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-23, December.
    8. Hardin, Erin M. & Bryant, Henry L. & Penson, John B., Jr., 2015. "Farmland Prices: The Return of a Bubble and Opportunities for Hedging," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205630, Agricultural and Applied Economics Association.
    9. Gutierrez, Luciano & Erickson, Kenneth W. & Westerlund, Joakim, 2005. "The Present Value Model, Farmland Prices and Structural Breaks," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24702, European Association of Agricultural Economists.
    10. Henning Schaak & Oliver Musshoff, 2022. "The distribution of the rent–price relationship of agricultural land in Germany," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 49(3), pages 696-718.
    11. Albulena Basha & Wendong Zhang & Chad Hart, 2021. "The impacts of interest rate changes on US Midwest farmland values," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 81(5), pages 746-766, February.
    12. Gornig, Martin & Werwatz, Axel, 2019. "The potential for industrial activity among EU regions: An empirical analysis at the NUTS2 level," FORLand Working Papers 13 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
    13. Hanson, Steven D., 1999. "A Simple Framework For Determining The Fundamental Agricultural-Use Value Of Michigan Farmland," Staff Paper Series 11641, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    14. Jeremy G. Weber & Nigel Key, 2015. "Leveraging Wealth from Farmland Appreciation: Borrowing, Land Ownership, and Farm Expansion," Land Economics, University of Wisconsin Press, vol. 91(2), pages 344-361.
    15. Li, Xin, 2016. "The Farmland Valuation Revisited," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 4(2), pages 1-14, April.
    16. Ana I. Sanjuán & Philip J. Dawson & Lionel J. Hubbard & Sawako Shigeto, 2009. "Rents and Land Prices in Japan: A Panel Cointegration Approach," Land Economics, University of Wisconsin Press, vol. 85(4), pages 587-597.
    17. Ritter, Matthias & Yang, Xinyue & Odening, Martin, 2017. "Spatial Integration of Agricultural Land Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258133, Agricultural and Applied Economics Association.
    18. Ashok Mishra & Charles Moss & Kenneth Erickson, 2004. "Valuing farmland with multiple quasi-fixed inputs," Applied Economics, Taylor & Francis Journals, vol. 36(15), pages 1669-1675.
    19. Gabriel Power & Calum Turvey, 2010. "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 649-656.
    20. Weber, Jeremy G. & Key, Nigel D., 2013. "Does proprietor wealth influence small business decisions? Land appreciation and farm business borrowing, land ownership, and output," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150408, Agricultural and Applied Economics Association.
    21. Saguatti, Annachiara & Erickson, Kenneth & Gutierrez, Luciano, 2014. "Spatial panel models for the analysis of land prices," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182757, European Association of Agricultural Economists.
    22. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022. "Farmland sales under returns and price uncertainty," Economic Modelling, Elsevier, vol. 117(C).
    23. Ritter, M. & Yang, X. & Odening, M., 2018. "The Spatial and Temporal Diffusion of Agricultural Land Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277414, International Association of Agricultural Economists.
    24. Pierre Dupraz & Chalachew Temesgen Jemberie, 2012. "Farmland rental rate and marginal return to land: A french FADN perspective," Post-Print hal-01208927, HAL.
    25. Gertel, Karl & Atkinson, Linda, 1993. "Structural Models and Automated Alternatives for Forecasting Farmland Prices," Technical Bulletins 156756, United States Department of Agriculture, Economic Research Service.
    26. A. Tegene & F. Kuchler, 1993. "A Regression Test Of The Present Value Model Of Us Farmland Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 135-143, January.
    27. Gonzalo, Jesús & González Rozada, Martín, 1996. "Non-exact present value relations," DES - Working Papers. Statistics and Econometrics. WS 4544, Universidad Carlos III de Madrid. Departamento de Estadística.
    28. Falk, Barry & Lee, Bong-Soo, 1996. "Fads Versus Fundamentals in Farmland Prices," ISU General Staff Papers 199608010700001280, Iowa State University, Department of Economics.
    29. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2018. "What moves the German land market? A decomposition of the land rent-price ratio," FORLand Working Papers 05 (2018), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
    30. Dahl, Cody P. & Gunderson, Michael A. & Moss, Charles B., 2011. "Assessing the Rationality of Farmland Price Movements," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103827, Agricultural and Applied Economics Association.
    31. Kim, Bong Han & Min, Hong-Ghi, 2011. "Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach," Economic Modelling, Elsevier, vol. 28(3), pages 1415-1423, May.
    32. Erickson, Kenneth & Harris, J. Michael & Hallahan, Charlie & Tulman, Sarah, 2015. "Cash Rents, Imputed Returns, and the Valuation of U.S. Farmland: A Test of the Present Value Model," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205460, Agricultural and Applied Economics Association.
    33. Onel, Gulcan, 2012. "The Use of Nonstationary Panel Time Series Data in the Analysis of Farmland Values," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124893, Agricultural and Applied Economics Association.
    34. Weerahewa, Jeevika & Meilke, Karl D. & Vyn, Richard J. & Haq, Zahoor Ul, 2008. "The Determinants of Farmland Values in Canada," Working Papers 43461, Canadian Agricultural Trade Policy Research Network.
    35. Laure Latruffe & Chantal Le Mouël, 2009. "Capitalization Of Government Support In Agricultural Land Prices: What Do We Know?," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 659-691, September.
    36. Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2008. "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6355, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    37. Grau, Aaron & Jasic, Svetlana & Ritter, Matthias & Odening, Martin, 2019. "The impact of production intensity on agricultural land prices," FORLand Working Papers 09 (2019), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
    38. Zakrzewicz, Christopher J. & Brorsen, B. Wade & Briggeman, Brian C., 2013. "Accuracy of Qualitative Forecasts of Farmland Values from the Federal Reserve's Land Value Survey," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(1), pages 159-170, February.
    39. Vercammen, James, 2003. "A Stochastic Dynamic Programming Model Of Direct Subsidy Payments And Agricultural Investment," Working Papers 15847, University of British Columbia, Food and Resource Economics.
    40. Mykel R. Taylor & Gary W. Brester, 2005. "Noncash Income Transfers and Agricultural Land Values," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 27(4), pages 526-541.
    41. Thibodeau, David R. & Clark, J. Stephen, 2009. "Government support, transfer efficiency, and moral hazard within heterogeneous regions in Canadian Agriculture," 2009 Conference, August 16-22, 2009, Beijing, China 51806, International Association of Agricultural Economists.
    42. Jean-Sauveur Ay & Laure Latruffe, 2013. "The empirical content of the present value model: a survey of the instrumental uses of farmland prices," Working Papers hal-01208917, HAL.
    43. Richard G. Newell & Kerry L. Papps & James N. Sanchirico, 2007. "Asset Pricing in Created Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(2), pages 259-272.
    44. Todd Kuethe & Todd Hubbs & Mitch Morehart, 2014. "Farmland returns and economic conditions: a FAVAR approach," Empirical Economics, Springer, vol. 47(1), pages 129-142, August.
    45. Newell, Richard G. & Papps, Kerry L. & Sanchirico, James N., 2005. "Asset Pricing in Created Markets for Fishing Quotas," Discussion Papers 10639, Resources for the Future.
    46. Feichtinger, Paul & Salhofer, Klaus, 2011. "The Valuation of Agricultural Land and the Influence of Government Payments," Working papers 119103, Factor Markets, Centre for European Policy Studies.
    47. Saak, Alexander E. & Hennessy, David A., 2001. "Location, Land Quality, And Rental Volatility," 2001 Annual meeting, August 5-8, Chicago, IL 20747, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    48. Onel, Gulcan, 2009. "Modeling Nonlinearities in Farmland Values: A Dynamic Panel Threshold Error-Correction Model," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49445, Agricultural and Applied Economics Association.
    49. Claassen, Roger & Tegene, Abebayehu, 1999. "Agricultural Land Use Choice: A Discrete Choice Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 28(1), pages 1-11, April.
    50. Jin, Zhong & Teahan, Brittany, 2009. "Iowa’s Tax Incentive Programs Used by Biofuel Producers Tax Credits Program Evaluation Study," MPRA Paper 14795, University Library of Munich, Germany.
    51. Binswanger, Hans P. & Deininger, Klaus & Feder, Gershon, 1993. "Power, distortions, revolt, and reform in agricultural land relations," Policy Research Working Paper Series 1164, The World Bank.
    52. Saguatti, Annachiara & Erickson, Kenneth & Gutierrez, Luciano, 2014. "Spatial panel models for the analysis of land prices," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 172997, Italian Association of Agricultural and Applied Economics (AIEAA).
    53. Huettel, Silke & Odening, Martin & Kataria, Karin & Balmann, Alfons, 2013. "Price Formation on Land Market Auctions in East Germany – An Empirical Analysis," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 62(02), pages 1-17, May.
    54. Patrick de Fontnouvelle & Sergio H. Lence, 2002. "Transaction Costs and the Present Value “Puzzle” of Farmland Prices," Southern Economic Journal, John Wiley & Sons, vol. 68(3), pages 549-565, January.
    55. Allan, Corey & Kerr, Suzi & Owen, Sally, 2020. "Over-valued or over-looked? A theoretical and empirical investigation of agricultural land values against profitability in Aotearoa New Zealand," Working Paper Series 21087, Victoria University of Wellington, School of Economics and Finance.
    56. Xu, Jin & Leatham, David J., 2010. "Dynamic Analysis of Land Prices with Flexible Risk Aversion Coefficients," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61872, Agricultural and Applied Economics Association.
    57. Turvey, Calum G. & Ellinger, Paul N., 2002. "A Comparative Study of the Financial Performance of Grain and Oilseed Farms in Ontario and Illinois," 2002 Regional Committee NC-221, October 7-8, 2002, Denver, Colorado 132376, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    58. Katchova, Ani L. & Sherrick, Bruce J. & Barry, Peter J., 2002. "The Effects Of Risk On Farmland Values And Returns," 2002 Annual meeting, July 28-31, Long Beach, CA 19660, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    59. Barry FALK & Bong-Soo LEE, 1996. "Fads Versus Fundamentals In Farmland Prices," Staff Papers 281, Iowa State University Department of Economics.
    60. Hanson, Steven D. & Myers, Robert J., 1995. "Testing for a time-varying risk premiumin the returns to U.S. farmland," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 265-276, September.
    61. Tom Engsted, 1998. "Do farmland prices reflect rationally expected future rents?," Applied Economics Letters, Taylor & Francis Journals, vol. 5(2), pages 75-79.
    62. B. James Deaton & Chad Lawley, 2022. "A survey of literature examining farmland prices: A Canadian focus," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 95-121, June.
    63. Schaak, Henning & Mußhoff, Oliver, 2020. "A geoadditive distributional regression analysis of the local relationship of land prices and land rents in Germany," FORLand Working Papers 20 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
    64. Ifft, Jennifer & Nickerson, Cynthia J. & Kuethe, Todd H. & You, Chengxia, 2012. "Potential Farm-Level Effects of Eliminating Direct Payments," Economic Information Bulletin 139809, United States Department of Agriculture, Economic Research Service.
    65. Turvey, Calum G., 2002. "Can Hysteresis And Real Options Explain The Farmland Valuation Puzzle?," Working Papers 34131, University of Guelph, Department of Food, Agricultural and Resource Economics.

  9. Falk, Barry L. & Lee, Bong-Soo, 1990. "Time Series Implications of Friedman's Permanent Income Hypothesis," Staff General Research Papers Archive 11094, Iowa State University, Department of Economics.

    Cited by:

    1. Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, 2003. "The dynamics of consumers' expenditure: the UK consumption ECM redux," Bank of England working papers 204, Bank of England.
    2. Falk, Barry & Lee, Bong-Soo, 1998. "The dynamic effects of permanent and transitory labor income on consumption," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 371-387, April.
    3. Parise, Gerald F., 1994. "Permanent income hypothesis and the cost of adjustment," ISU General Staff Papers 1994010108000012303, Iowa State University, Department of Economics.
    4. Falk, Barry & Lee, Bong-Soo, 1991. "The Dynamic Effects of Permanent and Transitory Labor Income on Consumption," ISU General Staff Papers 199102010800001219, Iowa State University, Department of Economics.
    5. Elliot W. Martin & Yash P. Mehra, 2003. "Why does consumer sentiment predict household spending?," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 89(Fall), pages 51-67.
    6. Edward J. Green & Soo-Nam Oh, 1991. "Can a \\"credit crunch\\" be efficient?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 15(Fall), pages 3-17.
    7. James M. Nason, 1991. "The permanent income hypothesis when the bliss point is stochastic," Discussion Paper / Institute for Empirical Macroeconomics 46, Federal Reserve Bank of Minneapolis.
    8. Falk, Barry & Lee, Bong-Soo, 1991. "The Dynamic Effects of Permanent and Transitory Labor Income on Consumption," ISU General Staff Papers 199102010800001216, Iowa State University, Department of Economics.
    9. Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.

  10. Falk, Barry L. & Orazem, Peter, 1989. "Measuring Market Responses to Error-Ridden Government Announcements," Staff General Research Papers Archive 11096, Iowa State University, Department of Economics.

    Cited by:

    1. Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
    2. Yu, Fenchin, 1990. "Empirical tests of the rationality of USDA crop forecasts," ISU General Staff Papers 1990010108000018155, Iowa State University, Department of Economics.
    3. Good, Darrel L. & Irwin, Scott H., 2006. "Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2005," AgMAS Project Research Reports 37514, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    4. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2007. "To What Surprises Do Hog Futures Markets Respond?," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37573, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Gilbert, Thomas, 2011. "Information aggregation around macroeconomic announcements: Revisions matter," Journal of Financial Economics, Elsevier, vol. 101(1), pages 114-131, July.
    6. Olga Isengildina-Massa & Berna Karali & Scott H Irwin, 2017. "Do Markets Correct for Smoothing in USDA Crop Production Forecasts? Evidence from Private Analysts and Futures Prices," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 39(4), pages 559-583.
    7. Aulerich, Nicole M. & Irwin, Scott H. & Nelson, Carl H., 2007. "The Impact of Measurement Error on Estimates of the Price Reaction to USDA Crop Reports," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37579, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    8. Isengildina-Massa, Olga & MacDonald, Stephen & Xie, Ran, 2012. "A Comprehensive Evaluation of USDA Cotton Forecasts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(1), pages 1-16, April.

  11. Falk, Barry L., 1986. "Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle," Staff General Research Papers Archive 11097, Iowa State University, Department of Economics.

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    1. Dimitrios Gounopoulos & Kyriaki Kosmidou & Dimitrios Kousenidis & Victoria Patsika, 2019. "The investigation of the dynamic linkages between real estate market and stock market in Greece," The European Journal of Finance, Taylor & Francis Journals, vol. 25(7), pages 647-669, May.
    2. Bohl, Martin T. & Siklos, Pierre L., 2004. "The present value model of U.S. stock prices redux: a new testing strategy and some evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 208-223, May.
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    4. Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Working Papers of Department of Economics, Leuven ces10.28, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    5. František Brazdik & Michal Hlavacek & Aleš Marsal, 2012. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
    6. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July.
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    9. Li, Shuyun May & Dressler, Scott, 2011. "Business cycle asymmetry via occasionally binding international borrowing constraints," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 33-41, March.
    10. Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021. "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    11. Ahn, Eun S. & Lee, Jin Man, 2012. "The Performance Of Nonlinearity Tests On Asymmetric Nonlinear Time Series," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 11-44.
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  12. Falk, Barry L., 1986. "Unanticipated Money Supply Growth and Single-Family Housing Starts in the U.S.: 1964-1983," Staff General Research Papers Archive 11099, Iowa State University, Department of Economics.

    Cited by:

    1. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working papers 2009-19, University of Connecticut, Department of Economics.
    2. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
    3. Vargas-Silva, Carlos, 2008. "Monetary policy and the US housing market: A VAR analysis imposing sign restrictions," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 977-990, September.
    4. Isabel Ruiz & Carlos Vargas-Silva, 2009. "Another Consequence of the Economic Crisis: A Decrease in Migrants’ Remittances," Working Papers 0907, Sam Houston State University, Department of Economics and International Business.

  13. Falk, Barry L. & Orazem, Peter, 1985. "The Money Supply Announcements Puzzle: A Comment," Staff General Research Papers Archive 11100, Iowa State University, Department of Economics.

    Cited by:

    1. V. Vance Roley, 1986. "The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems," NBER Working Papers 1812, National Bureau of Economic Research, Inc.
    2. Timothy Q. Cook & Steve Korn, 1991. "The reaction of interest rates to the employment report: the role of policy anticipations," Economic Review, Federal Reserve Bank of Richmond, vol. 77(Sep), pages 3-12.
    3. V. Vance Roley, 1986. "U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations," NBER Working Papers 1858, National Bureau of Economic Research, Inc.
    4. Rik Hafer, 1985. "Further evidence on stock price response to changes in weekly money and the discount rate," Working Papers 1985-015, Federal Reserve Bank of St. Louis.

  14. Falk, Barry L. & Enders, Walter, 1984. "A Microeconomic Test of Money Neutrality," Staff General Research Papers Archive 11101, Iowa State University, Department of Economics.

    Cited by:

    1. Devadoss, Stephen, 1991. "Tests Of Monetary Neutrality On Farm Output," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(1), pages 1-1, July.
    2. J. Fernando Larios, 1988. "El impacto de la política monetaria sobre los precios relativos de los sectores agrario y no-agrario en Perú," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 0(22), pages 67-98.
    3. Gauger, Jean Ann, 1984. "Three essays on the neutrality of anticipated money growth," ISU General Staff Papers 198401010800008758, Iowa State University, Department of Economics.
    4. Rausser, Gordon C., 1985. "Macroeconomic environment for U.S. agricultural policy," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2561m38d, Department of Agricultural & Resource Economics, UC Berkeley.
    5. Nielsen, Elizabeth G. & Miranowski, John A. & Morehart, Mitchell J, 1989. "Investments in Soil Conservation and Land Improvements: Factors Explaining Farmers' Decisions," Agricultural Economic Reports 308064, United States Department of Agriculture, Economic Research Service.
    6. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875.
    7. Azzam, Azzeddine & Pagaoulatos, Emilio, 1985. "Unanticipated Money Growth And Livestock Supply Decisions," 1985 Annual Meeting, August 4-7, Ames, Iowa 278584, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Shelley, Gary L. & Wallace, Frederick H., 1998. "Tests of the money-output relation using disaggregated data," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(4), pages 863-873.
    9. Rausser, Gordon C. & Chalfant, James A. & Stamoulis, Kostas G., 1985. "Instability in Agricultural Markets: The US Experience," 1985 Conference, August 26-September 4, 1985, Malaga, Spain 182621, International Association of Agricultural Economists.
    10. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
    11. Chalfant, James A. & Love, H. Alan & Rausser, Gordon C. & Stamoulis, Kostas G., 1986. "The effects of monetary policy on U.S. agriculture," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1rn3z1wd, Department of Agricultural & Resource Economics, UC Berkeley.

Articles

  1. Barry Falk & Chun-Hsuan Wang, 2003. "Testing long-run PPP with infinite-variance returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 471-484.
    See citations under working paper version above.
  2. Falk, Barry & Lee, Bong-Soo, 1998. "The dynamic effects of permanent and transitory labor income on consumption," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 371-387, April.

    Cited by:

    1. Huang, Yu-Lieh & Huang, Chao-Hsi & Kuan, Chung-Ming, 2008. "Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1816-1836, December.
    2. Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, 2003. "The dynamics of consumers' expenditure: the UK consumption ECM redux," Bank of England working papers 204, Bank of England.
    3. Liam A. Gallagher & Mark P. Taylor, 2002. "Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 345-362, October.
    4. Faik Bilgili & Hayriye Hilal Ba l ta, 2016. "Testing the Permanent Income and Random Walk Hypotheses for Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1371-1378.

  3. Enders, Walter & Falk, Barry, 1998. "Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity," International Journal of Forecasting, Elsevier, vol. 14(2), pages 171-186, June.

    Cited by:

    1. Cerrato, Mario & Sarantis, Nicholas, 2008. "Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 56-65.
    2. Rodolfo Cermeño, 2007. "Median-Unbiased Estimation in Panel Data: Methodology and Applications to the GDP Convergence and Purchasing Power Parity Hypotheses," Working papers DTE 407, CIDE, División de Economía.
    3. Melike Bildirici & Elçin Aykaç Alp, 2012. "Minimum wage is efficient wage in Turkish labor market: TAR–cointegration analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(4), pages 1261-1270, June.
    4. Walter Enders & Selahattin Dibooglu, 2001. "Long‐Run Purchasing Power Parity with Asymmetric Adjustment," Southern Economic Journal, John Wiley & Sons, vol. 68(2), pages 433-445, October.
    5. Loesse Jacques Esso, 2010. "Re-Examining The Finance-Growth Nexus: Structural Break, Threshold Cointegration And Causality Evidence From The Ecowas," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(3), pages 57-79, September.
    6. Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004. "Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies," Money Macro and Finance (MMF) Research Group Conference 2003 2, Money Macro and Finance Research Group.
    7. Caporale, Guglielmo Maria & Cerrato, Mario, 2004. "Panel Data Tests of PPP. A Critical Overview," Economics Series 159, Institute for Advanced Studies.
    8. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working papers 2012-46, University of Connecticut, Department of Economics.
    9. Sergio Da Silva & Mauricio Nunes, 2008. "Explosive and periodically collapsing bubbles in emerging stockmarkets," Economics Bulletin, AccessEcon, vol. 3(46), pages 1-18.
    10. Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
    11. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2014. "Purchasing Power Parity Between the UK and Germany: The Euro Era," Open Economies Review, Springer, vol. 25(4), pages 677-699, September.
    12. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    13. Dibooglu, Selahattin & Enders, Walter, 2001. "Do Real Wages Respond Asymmetrically to Unemployment Shocks? Evidence from the U.S. and Canada," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 495-515, October.
    14. Nunes, Maurício Simiano & da Silva, Sérgio, 2009. "Bolhas Racionais no Índice Bovespa," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(2), June.
    15. Lin, Xiaoqiang & Tang, Zhenpeng & Fei, Fangyu, 2013. "Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(18), pages 4064-4074.
    16. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    17. Burak Güriş & Muhammed Tiraşoğlu, 2018. "The Validity of Purchasing Power Parity in BRICS Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(4), pages 417-426.
    18. Esso, Loesse Jacques, 2010. "Threshold cointegration and causality relationship between energy use and growth in seven African countries," Energy Economics, Elsevier, vol. 32(6), pages 1383-1391, November.
    19. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    20. Li, Ming-Yuan Leon, 2008. "Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 511-520.
    21. Mensah, Justice Tei, 2014. "Carbon emissions, energy consumption and output: A threshold analysis on the causal dynamics in emerging African economies," Energy Policy, Elsevier, vol. 70(C), pages 172-182.
    22. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
    23. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "Border costs and real exchange rate dynamics in Europe," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 669-676, August.
    24. Nazım Ekren & Elçin Aykaç Alp & Mete Han Yağmur, 2017. "Macroeconomic performance index: a new approach to calculation of economic wellbeing," Applied Economics, Taylor & Francis Journals, vol. 49(53), pages 5462-5476, November.
    25. Chalamandaris, George & Pagratis, Spyros, 2019. "Limits to arbitrage and CDS–bond dynamics around the financial crisis," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 213-235.
    26. Kim, Bong-Han & Chun, Sun-Eae & Min, Hong-Ghi, 2010. "Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model," Economic Modelling, Elsevier, vol. 27(2), pages 566-573, March.
    27. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics.
    28. Daniel Agyapong & Anokye M. Adam, 2012. "Exchange Rate Behaviour: Implication for West African Monetary Zone," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 215-228, October.
    29. Muhammad Shahbaz & Naceur Khraief & Mantu Kumar Mahalik, 2020. "Investigating the environmental Kuznets’s curve for Sweden: evidence from multivariate adaptive regression splines (MARS)," Empirical Economics, Springer, vol. 59(4), pages 1883-1902, October.
    30. McKenzie, Andrew M. & Pede, Valerien O., 2005. "Integration In Benin Maize Market: An Application Of Threshold Cointegration Analysis," 2005 Annual meeting, July 24-27, Providence, RI 19293, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    31. Hansen, Bruce E. & Seo, Byeongseon, 2002. "Testing for two-regime threshold cointegration in vector error-correction models," Journal of Econometrics, Elsevier, vol. 110(2), pages 293-318, October.
    32. El in Ayka Alp & Zeynep Biyik, 2018. "Inflation Expectation Dynamics: A Structural Long-run Analysis for Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 350-356.
    33. Loesse Esso, 2012. "Re-examining the saving-investment nexus: threshold cointegration and causality evidence from the ECOWAS," Economic Change and Restructuring, Springer, vol. 45(3), pages 193-220, August.
    34. Pascalau, Razvan, 2007. "Productivity Shocks, Unemployment Persistence, and the Adjustment of Real Wages in OECD Countries," MPRA Paper 7222, University Library of Munich, Germany.
    35. Goodell, John W. & McGroarty, Frank & Urquhart, Andrew, 2015. "Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 162-171.
    36. Nunes, Mauricio & Da Silva, Sergio, 2007. "Rational bubbles in emerging stockmarkets," MPRA Paper 4641, University Library of Munich, Germany.
    37. Enders, Walter & Pascalau, Razvan, 2015. "Pretesting for multi-step-ahead exchange rate forecasts with STAR models," International Journal of Forecasting, Elsevier, vol. 31(2), pages 473-487.
    38. Yau, Hwey-Yun & Nieh, Chien-Chung, 2009. "Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan," Japan and the World Economy, Elsevier, vol. 21(3), pages 292-300, August.
    39. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.

  4. Falk, Barry & Lee, Bong-Soo, 1990. "Time-series implications of Friedman's Permanent Income Hypothesis," Journal of Monetary Economics, Elsevier, vol. 26(2), pages 267-283, October.
    See citations under working paper version above.
  5. Falk, Barry, 1986. "Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 1096-1109, October.
    See citations under working paper version above.
  6. Falk, Barry & Orazem, Peter F, 1985. "The Money Supply Announcements Puzzle: Comment," American Economic Review, American Economic Association, vol. 75(3), pages 562-564, June.
    See citations under working paper version above.
  7. Enders, Walter & Falk, Barry, 1984. "A Microeconomic Test of Money Neutrality," The Review of Economics and Statistics, MIT Press, vol. 66(4), pages 666-669, November.
    See citations under working paper version above.
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