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  • Search: subject:"time-varying smooth transition"
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Year of publication
Subject
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Climate change 2 Egg prices 2 El Niño Southern Oscillation 2 Half life 2 Klimawandel 2 Law of one price 2 Nichtlineare Regression 2 Nonlinear regression 2 Refrigeration 2 Structural change 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 ARCH model 1 ARCH-Modell 1 Autocorrelation 1 Autokorrelation 1 Chinese economy 1 Commodity price 1 Commodity prices 1 Correlation 1 Estimation 1 Estimation theory 1 Food price 1 Forecasting model 1 Korrelation 1 Kühlschrank 1 Lagrange multiplier test 1 Lebensmittelpreis 1 Market integration 1 Marktintegration 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate Analyse 1 Multivariate ENSO 1 Multivariate analysis 1 Preis 1 Preiskonvergenz 1 Price 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 4 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
All
English 5 Undetermined 1
Author
All
Holt, Matthew T. 2 Craig, Lee 1 Craig, Lee A. 1 Delatte, Anne-Laure 1 Emediegwu, Lotanna E. 1 Fouquau, Julien 1 Holz, Carsten A. 1 Sanhaji, Bilel 1 Ubilava, David 1
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Institution
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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American journal of agricultural economics 1 BOFIT Discussion Papers 1 Environmental and resource economics 1 Explorations in economic history : EEH 1 MPRA Paper 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
Source
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ECONIS (ZBW) 4 RePEc 2
Showing 1 - 6 of 6
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Assessing the asymmetric effect of global climate anomalies on food prices : evidence from local prices
Emediegwu, Lotanna E. - In: Environmental and resource economics 87 (2024) 10, pp. 2743-2772
Persistent link: https://www.econbiz.de/10015078835
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A test for time-varying smooth transition conditional covariance models in multivariate time series
Sanhaji, Bilel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 4, pp. 425-436
Persistent link: https://www.econbiz.de/10015460430
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The role of El Niño Southern Oscillation in commodity price movement and predictability
Ubilava, David - In: American journal of agricultural economics 100 (2018) 1, pp. 239-263
Persistent link: https://www.econbiz.de/10011959363
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The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911
Craig, Lee; Holt, Matthew T. - Volkswirtschaftliche Fakultät, … - 2012
This paper examines the role of mechanical refrigeration in temporal and spatial price relationships for regional egg markets in the United States, 1880–1911. Notably, this period encompasses an era in which widespread adoption of mechanical refrigeration greatly impacted the ability to...
Persistent link: https://www.econbiz.de/10011257903
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The impact of mechanical refrigeration on market integration : the U.S. egg market, 1890-1911
Craig, Lee A.; Holt, Matthew T. - In: Explorations in economic history : EEH 66 (2017), pp. 85-105
Persistent link: https://www.econbiz.de/10011937960
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Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
Delatte, Anne-Laure; Fouquau, Julien; Holz, Carsten A. - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2011
objective of giving a functional form to the transition in money demand. Applying the cointegrating Time-Varying Smooth … Transition Regression model proposed by Choi and Saikkonen (2004) on a constructed dataset spanning the period from 1984 to 2010 …
Persistent link: https://www.econbiz.de/10009351498
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