Details about Matthew T. Holt

Access statistics for papers by Matthew T. Holt.

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Short-id: pho264

Working Papers

2012

1. Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
   CREATES Research Papers, School of Economics and Management, University of Aarhus
2. Nonlinear exchange rate pass-through in timber products: the case of oriented strand board in Canada and the United States
   MPRA Paper, University Library of Munich, Germany
3. The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911
   MPRA Paper, University Library of Munich, Germany

2011

4. Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals
   MPRA Paper, University Library of Munich, Germany
5. Copula-Based Nonlinear Models of Spatial Market Linkages
   2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association

2010

6. Nonlinear Models of Exchange Rate Pass-Through in International Forest Product Markets
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association

2009

7. Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in American Journal of Agricultural Economics (2009)
8. Nonlinearities in the World Vegetable Oil Price System: El Nino Effects
   2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association View citations (2)
9. The Almost Ideal and Translog Demand Systems
   MPRA Paper, University Library of Munich, Germany

2008

10. Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth
    2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
11. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in American Journal of Agricultural Economics (2009)

2007

12. Modeling Technical Change in Midwest Corn Yields, 1895-2005: A Time Varying-Regression Approach
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
13. The Role of Theoretical Restrictions in Price Forecasting with Inverse Demand Models
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2006

14. Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2004

15. BOOTSTRAPPING YOUR FISH OR FISHING FOR BOOTSTRAPS?: PRECISION OF WELFARE LOSS ESTIMATES FROM A GLOBALLY CONCAVE INVERSE DEMAND MODEL OF COMMERCIAL FISH LANDINGS IN THE U.S. GREAT LAKES
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
    See also Journal Article in American Journal of Agricultural Economics (2010)
16. EFFICIENCY OF FOREST COMMODITY FUTURES MARKETS
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (4)

2003

17. Estimating Post-harvest Benefits from Increases in Commercial Fish Catches with Implications for Remediation of Impingement and Entrainment Losses at Power Plants
    Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics

2002

18. COMBINING TIME-VARYING AND DYNAMIC MULTI-PERIOD OPTIMAL HEDGING MODELS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics View citations (1)
    See also Journal Article in European Review of Agricultural Economics (2002)
19. HEDGING FOREIGN CURRENCY, FREIGHT AND COMMODITY FUTURES PORTFOLIOS: A NOTE
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics View citations (5)

2000

20. A COMPARISON OF RESAMPLING TECHNIQUES WHEN PARAMETERS ARE ON A BOUNDARY: THE BOOTSTRAP, SUBSAMPLE BOOTSTRAP, AND SUBSAMPLE JACKKNIFE
    2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
21. PRICE UNCERTAINTY AND AGRICULTURAL PRODUCTIVITY
    2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1999

22. INCORPORATING QUADRATIC SCALE CURVES IN INVERSE DEMAND SYSTEMS
    1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (7)
    See also Journal Article in American Journal of Agricultural Economics (2001)
23. THE ALMOST IDEAL SUPPLY SYSTEM AND AGRICULTURAL PRODUCTION IN THE UNITED STATES
    1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
24. VOLATILITY SPILLOVERS BETWEEN FOREIGN EXCHANGE, COMMODITY AND FREIGHT FUTURES PRICES: IMPLICATIONS FOR HEDGING STRATEGIES
    1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (3)
    Also in Faculty Paper Series, Texas A&M University, Department of Agricultural Economics (1999)

1998

25. MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS
    1998 Annual meeting, August 2-5, Salt Lake City, UT, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (5)
    See also Journal Article in Applied Economics (2002)

1997

26. The Value of Weather Information (Chapter 3)
    Staff General Research Papers, Iowa State University, Department of Economics View citations (3)

1992

27. Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States
    Staff General Research Papers, Iowa State University, Department of Economics View citations (11)
    See also Journal Article in Journal of Agricultural and Resource Economics (1992)

1990

28. National and Regional Impacts of Targeting the Conservation Reserve Program
    Staff General Research Papers, Iowa State University, Department of Economics
29. Price Risk in Supply Equations: An Application of Garch Time-Series Models to the U.S. Broiler Market
    Staff General Research Papers, Iowa State University, Department of Economics View citations (14)

1989

30. Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market
    Staff General Research Papers, Iowa State University, Department of Economics View citations (13)
    See also Journal Article in The Review of Economics and Statistics (1989)
31. National and Regional Implications of Targeting the Conservation Reserve
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University
32. Risk Behavior and Rational Expectations in the U.S. Broiler Market
    Staff General Research Papers, Iowa State University, Department of Economics View citations (8)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University (1988)
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) View citations (14)

1988

33. Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University (1988)
34. Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector
    Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University
    Also in Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1988)
35. GARCH Time Series Models: An Application to Retail Livestock Prices
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University View citations (5)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University (1988) View citations (1)
    See also Journal Article in Western Journal of Agricultural Economics (1988)

1986

36. Supply Dynamics in the U.S. Hog Industry
    Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University View citations (7)
    Also in Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1986)
    See also Journal Article in Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie (1988)
37. Value of Climate Information, The
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University View citations (1)

Journal Articles

Forthcoming

1. AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives
   American Journal of Agricultural Economics Appendices, Forthcoming View citations (1)

2012

2. Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices
   American Journal of Agricultural Economics, 2012, 94, (3), 659-673 View citations (3)

2011

3. North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach
   American Journal of Agricultural Economics, 2011, 93, (4), 993-1014 View citations (5)

2010

4. Bootstrapping Your Fish or Fishing for Bootstraps? Precision of Welfare Loss Estimates from a Globally Concave Inverse Demand Model of Commercial Fish Landings in the U.S. Great Lakes
   American Journal of Agricultural Economics, 2010, 93, (1), 98-112 View citations (1)
   See also Working Paper (2004)
5. Econometric Developments in Agricultural and Resource Economics: The First 100 Years
   American Journal of Agricultural Economics, 2010, 92, (2), 571-589
6. The Role of Theoretical Restrictions in Forecasting with Inverse Demand Models
   American Journal of Agricultural Economics, 2010, 92, (1), 70-85

2009

7. Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand
   American Journal of Agricultural Economics, 2009, 91, (5), 1424-1431 View citations (2)
   See also Working Paper (2009)
8. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
   American Journal of Agricultural Economics, 2009, 91, (1), 87-105 View citations (21)
   See also Working Paper (2008)

2008

9. Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940
   Explorations in Economic History, 2008, 45, (1), 30-50 View citations (1)

2006

10. AJAE Appendix: Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Ratio: A Time-Varying Star Approach
    American Journal of Agricultural Economics Appendices, 2006, 88, (1)
11. Nonlinear Dynamics and Structural Change in the U.S. Hog—Corn Cycle: A Time-Varying STAR Approach
    American Journal of Agricultural Economics, 2006, 88, (1), 215-233 View citations (13)

2005

12. Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model
    Journal of Agricultural and Applied Economics, 2005, 37, (03) View citations (1)

2003

13. Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market
    Journal of Applied Econometrics, 2003, 18, (4), 407-426 View citations (1)

2002

14. A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
    Empirical Economics, 2002, 27, (1), 23-47 View citations (9)
15. Combining time-varying and dynamic multi-period optimal hedging models
    European Review of Agricultural Economics, 2002, 29, (4), 471-500
    See also Working Paper (2002)
16. Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets
    Journal of Applied Econometrics, 2002, 17, (3), 269-289 View citations (1)
17. Inverse demand systems and choice of functional form
    European Economic Review, 2002, 46, (1), 117-142 View citations (8)
18. Market efficiency in agricultural futures markets
    Applied Economics, 2002, 34, (12), 1519-1532 View citations (3)
    See also Working Paper (1998)
19. On the Function Coefficient, Euler's Theorem, and Homogeneity in Production Theory
    Review of Agricultural Economics, 2002, 24, (1), 240-249
20. Parametric and Semiparametric Modeling of the Off-Farm Labor Supply of Agrarian Households in Transition Bulgaria
    American Journal of Agricultural Economics, 2002, 84, (1), 184-209 View citations (17)

2001

21. Incorporating Quadratic Scale Curves in Inverse Demand Systems
    American Journal of Agricultural Economics, 2001, 83, (1), 230-245 View citations (9)
    See also Working Paper (1999)

2000

22. Hedging Multiple Price Uncertainty in International Grain Trade
    American Journal of Agricultural Economics, 2000, 82, (4), 881-896 View citations (20)

1999

23. A LINEAR APPROXIMATE ACREAGE ALLOCATION MODEL
    Journal of Agricultural and Resource Economics, 1999, 24, (02) View citations (8)
24. Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector
    American Journal of Agricultural Economics, 1999, 81, (3), 630-637 View citations (41)

1998

25. Autocorrelation specification in singular equation systems: A further look
    Economics Letters, 1998, 58, (2), 135-141 View citations (6)
26. Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach
    Journal of Empirical Finance, 1998, 5, (2), 99-129 View citations (10)

1997

27. Generalized Habit Formation in an Inverse Almost Ideal Demand System: An Application to Meat Expenditures in the U.S
    Empirical Economics, 1997, 22, (2), 293-320 View citations (11)

1996

28. Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology
    The Review of Economics and Statistics, 1996, 78, (2), 329-35 View citations (71)

1995

29. NONLINEAR DYNAMICS AND ECONOMIC INSTABILITY: THE OPTIMAL MANAGEMENT OF A BIOLOGICAL POPULATION
    Journal of Agricultural and Resource Economics, 1995, 20, (02) View citations (1)

1994

30. PRICE-BAND STABILIZATION PROGRAMS AND RISK: AN APPLICATION TO THE U.S. CORN MARKET
    Journal of Agricultural and Resource Economics, 1994, 19, (02) View citations (5)

1992

31. ALTERNATIVE MEASURES OF RISK IN COMMODITY SUPPLY MODELS: AN ANALYSIS OF SOW FARROWING DECISIONS IN THE UNITED STATES
    Journal of Agricultural and Resource Economics, 1992, 17, (01) View citations (12)
    See also Working Paper (1992)

1989

32. Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market
    The Review of Economics and Statistics, 1989, 71, (4), 605-13 View citations (26)
    See also Working Paper (1989)
33. Bounded price variation models with rational expectations and price risk
    Economics Letters, 1989, 31, (4), 313-317 View citations (4)

1988

34. GARCH TIME-SERIES MODELS: AN APPLICATION TO RETAIL LIVESTOCK PRICES
    Western Journal of Agricultural Economics, 1988, 13, (02) View citations (3)
    See also Working Paper (1988)
35. Supply Dynamics in the U.S. Hog Industry
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1988, 36, (2), 313-335
    See also Working Paper (1986)

Chapters

2013

1. The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis
   A chapter in The Economics of Food Price Volatility, 2013