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Search: subject:"Smooth transition cointegration"
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Agraraußenhandel
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contagion effect
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export restrictions
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farm to retail price transmission
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Gervais, Jean-Philippe
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Kao, Yu-Sheng
;
Zhao, Kai
;
Ku, Yu-Cheng
;
Nieh, Chien-chung
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2422-2454
Persistent link: https://www.econbiz.de/10012584695
Saved in:
2
Export restrictions and
smooth
transition
cointegration
: export quotas for wheat in Ukraine
Götz, Linde Johanna
;
Qiu, Feng
;
Gervais, Jean-Philippe
; …
- In:
Journal of agricultural economics
67
(
2016
)
2
,
pp. 398-419
Persistent link: https://www.econbiz.de/10011658563
Saved in:
3
Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain
Gervais, Jean-Philippe
-
Volkswirtschaftliche Fakultät, …
-
2007
retail prices in the U.S. hog/pork supply chain is rejected in favor of a
Smooth
Transition
Cointegration
(STC) framework …
Persistent link: https://www.econbiz.de/10005836845
Saved in:
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