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Search: subject:"smooth transition cointegration"
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Smooth transition cointegration
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farm to retail price transmission
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linear cointegration
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Gervais, Jean-Philippe
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain
Gervais, Jean-Philippe
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Volkswirtschaftliche Fakultät, …
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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
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