Threshold cointegration and spatial price transmission when expectations matter
Author:
Affiliation:
1. Department of Economics; Iowa State University; Ames Iowa USA
2. Department of Economics and CARD; Iowa State University; Ames Iowa USA
3. University of Foggia; Foggia Italy
Publisher
Wiley
Subject
Economics and Econometrics,Agronomy and Crop Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/agec.12393/fullpdf
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2. Threshold effects in price transmission: The case of Brazilian wheat, maize and soya prices;Balcombe;Am. J. Agr. Econ.,2007
3. Threshold cointegration;Balke;Int. Econ. Rev.,1997
4. Measuring integration and efficiency in international agricultural markets;Barrett;Rev. Agr. Econ.,2001
5. Transfer costs, spatial arbitrage, and testing for food market integration;Baulch;Am. J. Agr. Econ.,1997
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