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The estimation of threshold models in price transmission analysis

Citations

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Cited by:

  1. Carolin Kouyaté & Stephan Cramon-Taubadel, 2016. "Distance and Border Effects on Price Transmission: A Meta-analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 255-271, June.
  2. Holst, Carsten & Cramon-Taubdel, Stephan von, 2014. "Trade, Market Integration and Spatial Price Transmission on EU Pork Markets following Eastern Enlargement," Department of Agricultural and Rural Development (DARE) Discussion Papers 187598, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE).
  3. Jinggang Guo & Craig M.T. Johnston, 2020. "Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute," Staff Working Papers 20-10, Bank of Canada.
  4. Tsiboe, Francis & Dixon, Bruce L. & Wailes, Eric J., 2016. "Spatial dynamics and determinants of Liberian rice market integration," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 11(3).
  5. Svanidze, Miranda & Götz, Linde, 2019. "Spatial market efficiency of grain markets in Russia: Implications of high trade costs for export potential," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21, pages 60-68.
  6. Choe, Kyoungin & Goodwin, Barry K., 2022. "Nonlinear Aspects of Integration of the US Corn Market," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322158, Agricultural and Applied Economics Association.
  7. Machado Junior, Pedro Celso & Chung, Chanjin, "undated". "Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273993, Agricultural and Applied Economics Association.
  8. Sergio H. Lence & GianCarlo Moschini & Fabio Gaetano Santeramo, 2018. "Threshold cointegration and spatial price transmission when expectations matter," Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 25-39, January.
  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. Kouyate, Carolin & von Cramon-Taubadel, Stephan & Fofana, Ismael, 2016. "Proximity and price co-movement in West African rice markets," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 11(3).
  11. Neil Chalmers & Cesar Revoredo-Giha & Charles Jumbe, 2019. "Measuring the Degree of Integration in the Dairy Products Market in Malawi," Social Sciences, MDPI, vol. 8(2), pages 1-13, February.
  12. Mu, Y., 2018. "Pork price transmission and efficiency in China," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277387, International Association of Agricultural Economists.
  13. Miranda Svanidze & Linde Götz & Ivan Djuric & Thomas Glauben, 2019. "Food security and the functioning of wheat markets in Eurasia: a comparative price transmission analysis for the countries of Central Asia and the South Caucasus," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 11(3), pages 733-752, June.
  14. Svanidze, Miranda & Götz, Linde & Serebrennikov, Dmytro, 2022. "The influence of Russia's 2010/2011 wheat export ban on spatial market integration and transaction costs of grain markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(2), pages 1083-1099.
  15. Machado Junior, Pedro Celso & Chung, Chanjin, 2018. "Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?," 2018 Annual Meeting, August 5-7, Washington, D.C. 274841, Agricultural and Applied Economics Association.
  16. Ganneval, S., 2016. "Spatial price transmission on agricultural commodity markets under different volatility regimes," Economic Modelling, Elsevier, vol. 52(PA), pages 173-185.
  17. Rosales, Francisco & von-Cramon, Stephan, 2015. "Analysis of Price Transmission using a Nonparametric Error Correction Model with Time-Varying Cointegration," 2015 Conference, August 9-14, 2015, Milan, Italy 230227, International Association of Agricultural Economists.
  18. Barry K. Goodwin, 2025. "Integration of the US cannabis market," American Journal of Agricultural Economics, John Wiley & Sons, vol. 107(2), pages 440-464, March.
  19. Ivan Djuric & Linde Götz & Thomas Glauben, 2015. "Are Export Restrictions an Effective Instrument to Insulate Domestic Prices Against Skyrocketing World Market Prices? The Wheat Export Ban in Serbia," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 215-228, April.
  20. Guo, Jinggang & Johnston, Craig M.T., 2021. "Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute," Forest Policy and Economics, Elsevier, vol. 130(C).
  21. Ansah, Isaac Gershon K. & Gardebroek, Cornelis & Ihle, Rico & Jaleta, Moti, 2016. "Got data too poor for time series analysis? Can cluster analysis be a remedy? Studying wheat market integration in Ethiopia," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246442, African Association of Agricultural Economists (AAAE).
  22. Nelissa Jamora & Stephan Cramon-Taubadel, 2016. "Transaction Cost Thresholds in International Rice Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 292-307, June.
  23. 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.
  24. Holst, Carsten & Cramon-Taubdel, Stephan von, 2014. "Trade, Market Integration and Spatial Price Transmission on EU Pork Markets following Eastern Enlargement," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187598, German Association of Agricultural Economists (GEWISOLA).
  25. Nelissa Jamora & Stephan von Cramon-Taubadel, 2017. "What World Price?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 39(3), pages 479-498.
  26. Goundan, Anatole & Tankari, Mahamadou Roufahi, 2016. "A dynamic spatial model of agricultural price transmission: Evidence from the Niger millet market," IFPRI discussion papers 1536, International Food Policy Research Institute (IFPRI).
  27. Zhepeng Hu & B. Wade Brorsen, 2017. "Spatial Price Transmission and Efficiency in the Urea Market," Agribusiness, John Wiley & Sons, Ltd., vol. 33(1), pages 98-115, January.
  28. Hassanzoy, Najibullah & Ito, Shoichi & Isoda, Hiroshi, 2015. "Global To Domestic Price Transmission Between The Segmented Cereals Markets: A Study Of Afghan Rice Markets," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(4), pages 1-16, October.
  29. repec:ags:cfcp15:344294 is not listed on IDEAS
  30. Holst, Carsten & von Cramon-Taubadel, Stephan, 2013. "Trade, market integration and spatial price transmission on EU pork markets following Eastern enlargement," DARE Discussion Papers 1307, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  31. Svanidze, Miranda & Götz, Linde & Djuric, Ivan & Ilyasov, Jarilkasin & Glauben, Thomas, 2016. "Spatial Integration Of Wheat Markets In The Regions Of South Caucasus And Central Asia: Evidence From Armenia, Azerbaijan, Georgia And Kyrgyzstan," 56th Annual Conference, Bonn, Germany, September 28-30, 2016 244889, German Association of Agricultural Economists (GEWISOLA).
  32. Svanidze, Miranda & Goetz, Linde J., "undated". "How Well is the Russian Wheat Market Functioning? A Comparison with the Corn Market in the USA," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258114, Agricultural and Applied Economics Association.
  33. Nikiema, Apollinaire R. & Sakurai, Takeshi, 2020. "Asymmetry in Transaction Costs and Price Transmission: The Case of Cowpea Market in Burkina Faso," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 22.
  34. Morales, Luis Emilio & Hoang, Nam & Stuen, Eric, 2017. "Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 61(4), October.
  35. Heigermoser, Maximilian & Götz, Linde & Svanidze, Miranda, "undated". "Egypt’S Wheat Tenders – A Public Notice Board For Black Sea Grain Notations?," 58th Annual Conference, Kiel, Germany, September 12-14, 2018 275853, German Association of Agricultural Economists (GEWISOLA).
  36. Miranda Svanidze & Linde Götz & Dmytro Serebrennikov, 2022. "The influence of Russia's 2010/2011 wheat export ban on spatial market integration and transaction costs of grain markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 44(2), pages 1083-1099, June.
  37. Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
  38. Svanidze, Miranda & Götz, Linde, "undated". "How well is the Russian wheat market functioning? A comparison with the corn market in the USAHow well is the Russian wheat market functioning? A comparison with the corn market in the USA," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 262000, German Association of Agricultural Economists (GEWISOLA).
  39. Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
  40. Luca Cattivelli & Federico Antonioli, 2023. "When cointegration is interrupted: Price transmission analysis in the Italian dairy‐feed industry," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 744-761, July.
  41. Svanidze, Miranda & Götz, Linde Johanna, 2019. "Spatial market efficiency of grain markets in Russia and global food security: A comparison with the USA," IAMO Discussion Papers 187, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
  42. repec:zbw:iamodp:285032 is not listed on IDEAS
  43. Stephan von Cramon-Taubadel, 2017. "The analysis of market integration and price transmission – results and implications in an African context," Agrekon, Taylor & Francis Journals, vol. 56(2), pages 83-96, April.
  44. Svanidze, Miranda & Götz, Linde, "undated". "How well is the Russian wheat market functioning? A comparison with the corn market in the USA," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261434, European Association of Agricultural Economists.
  45. Ramsey, A. Ford & Ghosh, Sujit K., 2025. "Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 361103, Agricultural and Applied Economics Association.
  46. Ahn, Byeong-il & Lee, Hyunok, 2015. "Vertical Price Transmission of Perishable Products: The Case of Fresh Fruits in the Western United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(3), pages 1-20, September.
  47. A. Ford Ramsey & Barry K. Goodwin & William F. Hahn & Matthew T. Holt, 2021. "Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(3), pages 441-458, May.
  48. Dai, Jiawu & Feng, Yuchen & Wang, Yan & Wang, Xiuqing, . "Agricultural support and spatial price transmission: evidence from China’s maize sector," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 26(2).
  49. Mu, Yali, 2024. "Measuring and benchmarking time-varying market efficiency," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India 344294, International Association of Agricultural Economists (IAAE).
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