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Details about David A. Bessler

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Workplace:Department of Agricultural Economics, Texas A&M University, (more information at EDIRC)

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Last updated 2021-09-19. Update your information in the RePEc Author Service.

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Working Papers

2019

  1. Empirical Assessment of Endogeneity and Instrumental Variables in a Complex Economic System using Graph Theoretic Approach: An Application to the U.S. Food Environment
    2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama, Southern Agricultural Economics Association Downloads
  2. How Cryptocurrencies Prices Affect Each Other?
    2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama, Southern Agricultural Economics Association Downloads

2018

  1. Food Insecurity, Poverty, Unemployment and Obesity in the United States: Effect of (Not) Considering Back-Door Paths in Policy Modeling
    2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida, Southern Agricultural Economics Association Downloads
  2. Gaussian Copulas for Imposing Structure on VAR
    2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association Downloads
  3. The transmission of liquidity shocks via China's segmented money market: evidence from recent market events
    Papers, arXiv.org Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)

2016

  1. Climate as a Cause of Conflict: An Econometric Analysis
    2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association Downloads
  2. Decomposition of Discrete Choice Model Generated Probabilities and their Robustness to Changing Substantive Knowledge (Conditioning Variables)
    2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association Downloads
  3. Dynamics of the Economic Impact Associated with the 2015 Avian Flu Virus in the United States
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads
  4. How wealth of nations interact with aid and peace: A time and country variant analysis
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads
  5. On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads
  6. Socioeconomic, Demographic and Geographic Factors Affecting Household Food Purchase and Acquisition Decisions in the United States as a Complex Economic System
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads
  7. The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis
    2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association Downloads
  8. The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (1)
    See also Journal Article in Empirical Economics (2020)
  9. Three decades of market liberalization policy in Mali: An analysis of the grain markets
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads

2015

  1. A Causal Exploration of Conflict Events and Commodity Prices of Sudan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. A Causal Exploration of Food Price Shocks and Conflict in Sudan
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads
  3. Impacts of the Drug Trade on Latin American Food Production
    2015 Allied Social Sciences Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads
  4. Import Demand for Milk in China: Dynamics and Market Integration
    2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association Downloads
  5. Price Dynamics under Structural Changes with Unknown Break Points among North America Natural Gas Spot Markets
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads View citations (2)
  6. Understanding International Milk Price Relationships
    2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association Downloads

2014

  1. ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
    Also in 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association (2014) Downloads

    See also Journal Article in Journal of Agribusiness and Rural Development (2017)
  2. Causes and Consequences of Macroeconomic Challenges Facing Low-Income Countries as a Complex Economic System
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
  3. Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States
    2014 Annual Meeting, February 1-4, 2014, Dallas, Texas, Southern Agricultural Economics Association Downloads View citations (1)
  4. Dynamics of the Food Environment in the United States
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads View citations (1)
  5. On Forecasting Conflict in Sudan: 2009-2012
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2016)
  6. On the Dynamics of Price Discovery: Energy and Agricultural Markets with and without the Renewable Fuels Mandate
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
  7. Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations
    2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association Downloads
  8. Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico
    88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society Downloads

2013

  1. Development and Peace: Cause, Consequence and Effects
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads
  2. Impact of Market Information System (E-Soko) on Beans Markets Integration: Case of Rwanda
    2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association Downloads
  3. Impacts of BSE and Avian Influenza on U.S. Meat Demand
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads
  4. Price Dynamics and Forecasts of World and China Vegetable Oil Markets
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads

2012

  1. Cattle Markets Integration and Price Discovery in Three Developing Countries of Mali, Kenya, and Tanzania
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association Downloads
  2. Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association Downloads

2011

  1. Livestock Market Integration and Price Discovery: Case of Mali
    2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association Downloads
  2. Proving causal relationships using observational data
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads
  3. Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis
    2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association Downloads
  4. The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads View citations (4)
    See also Journal Article in Journal of Food Distribution Research (2015)

2010

  1. Conflict, Aid and Poverty: Cause, Effect and Prediction
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association Downloads
  2. Fundamentals and US natural gas price dynamics
    2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association Downloads View citations (3)
  3. On aggregation bias in structural demand models
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association Downloads

2009

  1. Effects of Soybean Checkoff Research Expenditures on U.S. Soybean Yields and Net Revenue: A Time Series Analysis
    Reports, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center Downloads View citations (1)
  2. Generalization of the Generalized Composite Commodity Theorem: Extension based on the Theil’s Aggregation Theory
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association Downloads
  3. Is the Soybean Checkoff Program Working?
    Reports, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center Downloads View citations (4)
  4. Mergers Simulation and Demand Analysis for the U.S. Carbonated Soft Drink Industry
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association Downloads
  5. Potential Impacts of Food Borne Ill Incidence on Market Movements and Prices of Fresh Produce in the US
    2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association Downloads View citations (1)

2008

  1. Cointegration Analysis of Regional House Prices in U.S
    2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Downloads View citations (9)
  2. The Impacts of Animal Disease Crises on the Korean Meat Market
    2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (15)
    See also Journal Article in Agricultural Economics (2008)

2006

  1. Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (32)
  2. Disproving Causal Relationships Using Observational Data
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)
  3. On Price Dynamics in International Wheat Markets
    2006 Conference (50th), February 8-10, 2006, Sydney, Australia, Australian Agricultural and Resource Economics Society Downloads
  4. The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads
  5. The Influence of Transportation Rates on Grain Prices: A Dynamic Analysis
    47th Annual Transportation Research Forum, New York, New York, March 23-25, 2006, Transportation Research Forum Downloads

2005

  1. Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs
    Working Paper ID Series, United States International Trade Commission, Office of Industries Downloads
  2. In Search of the "Bank Lending Channel": Causality Analysis for the Transmission Mechanism of U.S. Monetary Policy
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

2004

  1. ANALYSIS OF DYNAMIC INTERRELATIONSHIPS BETWEEN TRANSPORTATION RATES AND GRAIN PRICES
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (1)
  2. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices
    Working Paper ID Series, United States International Trade Commission, Office of Industries Downloads
  3. SAMUELSON'S FULL DUALITY AND THE USE OF DIRECTED ACYCLICAL GRAPHS: THE BIRTH OF CAUSALLY IDENTIFIED DEMAND SYSTEMS
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

2003

  1. CAUSALITY IN FUTURES MARKETS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics Downloads View citations (3)
    See also Journal Article in Journal of Futures Markets (2006)
  2. Dynamic Relationships Among Selected U.S. Commodity-Based, Value Added Markets: Applying Directed Acyclic Graphs to a Time Series Model
    Working Paper ID Series, United States International Trade Commission, Office of Industries Downloads View citations (1)
  3. LOCK CONGESTION AND ITS IMPACT ON GRAIN BARGE RATES ON THE UPPER MISSISSIPPI RIVER
    2003 Annual Meeting, July 13-16, 2003, Denver, Colorado, Western Agricultural Economics Association Downloads

2002

  1. CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics Downloads
    Also in 2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management (2002) Downloads

    See also Journal Article in The Journal of Business (2004)
  2. INTEGRATION AND CAUSALITY IN INTERNATIONAL FREIGHT MARKETS--MODELING WITH ERROR CORRECTION AND DIRECTED ACYCLIC GRAPHS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics Downloads View citations (1)
    See also Journal Article in Southern Economic Journal (2004)

1996

  1. An Economic Evaluation of Basic Formula Price (BFP) Alternatives
    Working Papers, Texas A&M University, Agricultural and Food Policy Center Downloads
  2. Economic Evaluation of the Cotton Checkoff Program
    Economic Evaluation of Commodity Promotion Programs in the Current Legal and Political Environment, October 7-8, 1996, Monterey, California, Regional Research Projects > NECC-63: Research Committee on Commodity Promotion Downloads View citations (3)

1991

  1. The Role of Futures in Daily Forward Pricing
    1991 Annual Meeting, August 4-7, Manhattan, Kansas, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

1989

  1. The Dynamics of Farm and Non-Farm Price Transmissions: The Case of Cotton
    1989 Annual Meeting, July 9-12, 1989, Coeur d'Alene, Idaho, Western Agricultural Economics Association Downloads

1988

  1. Forecasting Monthly Cotton Price: Structural and Time Series Approaches
    Staff Reports, Texas A&M University, Agricultural and Food Policy Center Downloads
    See also Journal Article in International Journal of Forecasting (1990)
  2. Impulse Responses and Intertemporal Pricing of Cotton
    Staff Reports, Texas A&M University, Agricultural and Food Policy Center Downloads

1987

  1. Identifying Threshold Technical Advances Required for Incorporating Alternative Crops Into Current Crop Mixes
    1987 Annual Meeting, August 2-5, East Lansing, Michigan, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

1986

  1. ON BAYESIAN COMPOSITE FORECASTING
    1986 Annual Meeting, July 27-30, Reno, Nevada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads
    See also Journal Article in Omega (1987)

1985

  1. RISK ANALYSIS FOR AGRICULTURAL PRODUCTION FIRMS: CONCEPTS, INFORMATION REQUIREMENTS AND POLICY ISSUES: THE FORECAST IN RISK ANALYSIS
    Staff Paper Series, Michigan State University, Department of Agricultural, Food, and Resource Economics Downloads View citations (1)
  2. THE FORECAST IN RISK ANALYSIS
    Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms Downloads

1984

  1. THE TEMPORAL NATURE AND "INTERDEPENDENCE" OF AGRICULTURAL PRODUCERS' RISK ATTITUDES AND SUBJECTIVE BELIEFS: A TEXAS EXAMPLE
    1984 Annual Meeting, August 5-8, Ithaca, New York, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

1981

  1. Agricultural Prices in the 1970's and the Quantity Theory of Money
    1981 Annual Meeting, July 26-29, Clemson, South Carolina, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (1)

1980

  1. Tests. of Exogeneity in Bivariate Regressions: Some Empirical Results for Slaughter Cattle and Hogs
    1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

1979

  1. Analysis of Factors Associated with Over-Order Prices in Federal Milk Orders
    1979 Annual Meeting, July 29-August 1, Pullman, Washington, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

1975

  1. Risk Transfer, Information and Production Contracts: A Suggested Analytical Methodology
    1975 Annual Meeting, August 10-13, Columbus, Ohio, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

Journal Articles

2020

  1. The order of variables, simulation noise, and accuracy of mixed logit estimates
    Empirical Economics, 2020, 58, (5), 2049-2083 Downloads
    See also Working Paper (2016)

2019

  1. Linkages between poverty and income inequality of urban–rural sector: a time series analysis of India’s urban-based aspirations from 1951 to 1994
    Applied Economics Letters, 2019, 26, (6), 446-453 Downloads

2018

  1. Is it China that leads the Asian stock market contagion in 2015?
    Applied Economics Letters, 2018, 25, (11), 752-757 Downloads View citations (2)
  2. On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen
    European Journal of Operational Research, 2018, 264, (3), 1020-1032 Downloads View citations (3)
  3. The relationship between conflict events and commodity prices in Sudan
    Journal of Policy Modeling, 2018, 40, (4), 663-684 Downloads View citations (1)
  4. The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events
    Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 110-126 Downloads
    See also Working Paper (2018)

2017

  1. ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA
    Journal of Agribusiness and Rural Development, 2017, 2017, (43) Downloads
    See also Working Paper (2014)
  2. Stock returns and interest rates in China: the prequential approach
    Applied Economics, 2017, 49, (53), 5412-5425 Downloads View citations (2)

2016

  1. Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data
    Computational Economics, 2016, 48, (1), 29-57 Downloads View citations (1)
  2. Food environment in the United States as a complex economic system
    Food Policy, 2016, 61, (C), 163-175 Downloads View citations (6)
  3. Information Recovery and Causality: A Tribute to George Judge
    Annual Review of Resource Economics, 2016, 8, (1), 7-23 Downloads
  4. On Forecasting Conflict in the Sudan: 2009–2012
    Journal of Forecasting, 2016, 35, (2), 179-188 Downloads View citations (5)
    See also Working Paper (2014)
  5. The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices
    Choices: The Magazine of Food, Farm, and Resource Issues, 2016, 31, (2), 7 Downloads
  6. The Ramifications of Nearly Going Dark: A Natural Experiment in the Case of U.S. Generic Orange Juice Advertising
    Agricultural and Resource Economics Review, 2016, 45, (1), 68-97 Downloads View citations (3)

2015

  1. Cattle Markets Integration and Price Discovery: The Case of Mali
    Journal of Development Studies, 2015, 51, (3), 319-334 Downloads View citations (1)
  2. Price Discovery Between Carbonated Soft Drink Manufacturers and Retailers: A Disaggregate Analysis with Pc and Lingam Algorithms
    Journal of Applied Economics, 2015, 18, (1), 173-197 Downloads
    Also in Journal of Applied Economics, 2015, 18, 173-198 (2015) Downloads View citations (6)
  3. Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada
    The Annals of Regional Science, 2015, 54, (1), 117-142 Downloads View citations (12)
  4. The Impacts of Foot and Mouth Disease Outbreaks on the Brazilian Meat Market
    Journal of Food Distribution Research, 2015, 46, (3), 19 Downloads View citations (2)
    See also Working Paper (2011)

2014

  1. On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence
    Journal of Applied Economics, 2014, 17, (2), 373-400 Downloads
    Also in Journal of Applied Economics, 2014, 17, 373-400 (2014) Downloads View citations (3)

2013

  1. Aggregate Business Failures and Macroeconomic Conditions: A Var Look at the U.S. Between 1980 and 2004
    Journal of Applied Economics, 2013, 16, (1), 179-202 Downloads
    Also in Journal of Applied Economics, 2013, 16, 179-202 (2013) Downloads View citations (3)
  2. Implications of U.S. Trade Agreements and U.S. Nutrition Policies for Produce Production, Demand, and Trade
    Journal of Agricultural and Applied Economics, 2013, 45, (3), 465-480 Downloads
    Also in Journal of Agricultural and Applied Economics, 2013, 45, 16 (2013) Downloads View citations (1)
  3. Lifetime Achievement Award
    Journal of Agricultural and Applied Economics, 2013, 45, 1 Downloads
  4. On Agricultural Econometrics
    Journal of Agricultural and Applied Economics, 2013, 45, 8 Downloads

2012

  1. D-separation, forecasting, and economic science: a conjecture
    Theory and Decision, 2012, 73, (2), 295-314 Downloads View citations (2)

2011

  1. Dynamic linkages among equity markets: local versus basket currencies
    Applied Economics, 2011, 43, (14), 1703-1719 Downloads View citations (2)
  2. The Effect of H1N1 (Swine Flu) Media Coverage on Agricultural Commodity Markets
    Applied Economic Perspectives and Policy, 2011, 33, (2), 241-259 Downloads View citations (5)
    Also in Applied Economic Perspectives and Policy, 2011, 33, (2), 241-259 (2011) Downloads View citations (9)

2010

  1. Econometric Developments in Agricultural and Resource Economics: The First 100 Years
    American Journal of Agricultural Economics, 2010, 92, (2), 571-589 Downloads View citations (1)
  2. On corporate structure, strategy, and performance: a study with directed acyclic graphs and PC algorithm
    Managerial and Decision Economics, 2010, 31, (1), 47-62 Downloads
  3. Potential Impacts of Foodborne Illness Incidences on Market Movements and Prices of Fresh Produce in the U.S
    Journal of Agricultural and Applied Economics, 2010, 42, (4), 11 Downloads View citations (10)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (4), 731-741 (2010) Downloads View citations (7)
  4. Price Discovery in Nebraska Cattle Markets
    Journal of Agricultural and Applied Economics, 2010, 42, (1), 14 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2010, 42, (1), 1-14 (2010) Downloads View citations (2)

2009

  1. Disproving Causal Relationships Using Observational Data*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 357-374 Downloads View citations (9)
    See also Working Paper (2006)
  2. Market integration among electricity markets and their major fuel source markets
    Energy Economics, 2009, 31, (3), 482-491 Downloads View citations (59)

2008

  1. Contagion around the October 1987 stock market crash
    European Journal of Operational Research, 2008, 184, (1), 291-310 Downloads View citations (24)
  2. Price interactions and discovery among natural gas spot markets in North America
    Energy Policy, 2008, 36, (1), 290-302 Downloads View citations (29)
  3. Samuelson's Full Duality and the Use of Directed Acyclical Graphs
    Journal of Applied Economics, 2008, 11, (1), 167-191 Downloads
  4. Samuelson´s full duality and the use of directed acyclical graphs
    Journal of Applied Economics, 2008, 11, 167-191 Downloads View citations (1)
  5. The impacts of animal disease crises on the Korean meat market
    Agricultural Economics, 2008, 39, (2), 183-195 Downloads View citations (19)
    See also Working Paper (2008)

2007

  1. Price Dynamics in U.S. Grain and Freight Markets
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2007, 55, (3), 381-397 Downloads View citations (11)
  2. REITs' dynamics under structural change with unknown break points
    Journal of Housing Economics, 2007, 16, (1), 37-58 Downloads View citations (10)
  3. The causal modelling on equity market innovations: fit or forecast?
    Applied Financial Economics, 2007, 17, (8), 635-646 Downloads View citations (2)
  4. Time-varying threshold cointegration and the law of one price
    Applied Economics, 2007, 39, (9), 1091-1105 Downloads View citations (21)

2006

  1. Causality in futures markets
    Journal of Futures Markets, 2006, 26, (11), 1039-1057 Downloads View citations (20)
    See also Working Paper (2003)
  2. Does consumer debt cause economic recession? Evidence using directed acyclic graphs
    Applied Economics Letters, 2006, 13, (7), 401-407 Downloads View citations (3)
  3. Effect of lock delay on grain barge rates: examination of upper Mississippi and Illinois Rivers
    The Annals of Regional Science, 2006, 40, (4), 887-908 Downloads View citations (4)
  4. On the discovery of millet prices in Mali*
    Papers in Regional Science, 2006, 85, (1), 139-162 Downloads View citations (4)
  5. Price and quantity endogeneity in demand analysis: evidence from directed acyclic graphs
    Agricultural Economics, 2006, 34, (1), 87-95 Downloads View citations (9)
  6. Price dynamics among U.S. electricity spot markets
    Energy Economics, 2006, 28, (1), 81-101 Downloads View citations (44)
  7. Probability forecasting and central bank accountability
    Journal of Policy Modeling, 2006, 28, (2), 223-234 Downloads View citations (25)

2005

  1. A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA
    Econometric Theory, 2005, 21, (3), 593-620 Downloads View citations (22)
  2. Price Discovery in the Black Pepper Market in Kerala, India
    Indian Economic Review, 2005, 40, (1), 1-21 View citations (1)

2004

  1. Causality and Price Discovery: An Application of Directed Acyclic Graphs
    The Journal of Business, 2004, 77, (4), 1099-1121 Downloads View citations (36)
    See also Working Paper (2002)
  2. Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model
    Journal of Agricultural and Applied Economics, 2004, 36, (1), 1-22 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2004, 36, (1), 22 (2004) Downloads View citations (13)
  3. Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
    International Journal of Forecasting, 2004, 20, (4), 683-695 Downloads View citations (13)
  4. Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs
    Southern Economic Journal, 2004, 71, (1), 145-162 Downloads
    See also Working Paper (2002)
  5. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices
    Journal of Food Distribution Research, 2004, 35, (3), 24 Downloads View citations (2)
  6. Prequential analysis of stock market returns
    Applied Economics, 2004, 36, (5), 399-412 Downloads View citations (9)
  7. Price discovery in the Texas cash cattle market
    Applied Stochastic Models in Business and Industry, 2004, 20, (4), 355-378 Downloads
  8. The International Price Transmission in Stock Index Futures Markets
    Economic Inquiry, 2004, 42, (3), 370-386 Downloads View citations (18)
  9. The informational role of open interest in futures markets
    Applied Economics Letters, 2004, 11, (9), 569-573 Downloads View citations (5)
  10. Weak-Form Efficiency Vs Semi-Strong Form Efficiency in Price Discovery: an Application to International Black Tea Markets
    Sri Lankan Journal of Agricultural Economics, 2004, 06, 25 Downloads View citations (3)

2003

  1. Financial crisis and African stock market integration
    Applied Economics Letters, 2003, 10, (9), 527-533 Downloads View citations (28)
  2. Forecast evaluations in meat demand analysis
    Agribusiness, 2003, 19, (4), 505-523 Downloads View citations (5)
  3. Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs
    Journal of Regional Science, 2003, 43, (1), 1-33 Downloads View citations (37)
  4. The structure of interdependence in international stock markets
    Journal of International Money and Finance, 2003, 22, (2), 261-287 Downloads View citations (184)
  5. Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy
    Journal of Applied Economics, 2003, 06, (2), 24 Downloads View citations (7)
    Also in Journal of Applied Economics, 2003, 6, 1-24 (2003) Downloads View citations (28)
    Journal of Applied Economics, 2003, 6, (1), 1-24 (2003) Downloads

2002

  1. A GARCH Approach to Modelling Ocean Grain Freight Rates
    Maritime Economics & Logistics, 2002, 4, (2), 103-125 Downloads View citations (6)
  2. Money and prices: U.S. Data 1869-1914 (A study with directed graphs)
    Empirical Economics, 2002, 27, (3), 427-446 Downloads View citations (32)
  3. Price Discovery: The Case of Millet in Bamako, Mali
    Journal of African Economies, 2002, 11, (4), 472-502 View citations (7)
  4. The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption
    Journal of Forecasting, 2002, 21, (3), 193-206 View citations (2)
  5. Understanding Cointegration: An Application to the Western United States Electricity Market
    The Electricity Journal, 2002, 15, (9), 81-90 Downloads View citations (1)

2001

  1. Asset storability and price discovery in commodity futures markets: A new look
    Journal of Futures Markets, 2001, 21, (3), 279-300 Downloads View citations (83)
  2. Economic Development: Evidence from Directed Acyclic Graphs
    Manchester School, 2001, 69, (4), 457-476 Downloads

2000

  1. On milk prices in Kyrgyzstan
    Applied Economics, 2000, 32, (11), 1465-1473 Downloads
  2. Railroad wheat transportation markets in the central plains: modeling with error correction and directed graphs
    Transportation Research Part E: Logistics and Transportation Review, 2000, 36, (1), 21-39 Downloads View citations (11)
  3. THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION
    Journal of Agricultural and Applied Economics, 2000, 32, (3), 12 Downloads View citations (12)
    Also in Journal of Agricultural and Applied Economics, 2000, 32, (3), 429-440 (2000) Downloads View citations (12)

1999

  1. Fox, Glenn. Reason and Reality in the Methodologies of Economics. Cheltenham UK: Edward Elgar, 1997, xi + 142 pp., price unknown
    American Journal of Agricultural Economics, 1999, 81, (2), 479-480 Downloads
  2. Occupant death: a study with directed graphs
    Applied Economics Letters, 1999, 6, (5), 303-306 Downloads View citations (4)

1998

  1. A time-series analysis of Zimbabwe's corn sales to the Grain Marketing Board
    Development Southern Africa, 1998, 15, (3), 413-427 Downloads
  2. Farm Prices, Retail Prices, and Directed Graphs: Results for Pork and Beef
    American Journal of Agricultural Economics, 1998, 80, (5), 1144-1149 Downloads View citations (41)

1997

  1. A Bayesian Treatment of Duhem's Thesis: The Case of the ‘Farm Problem’ in Agricultural Economics
    Economics and Philosophy, 1997, 13, (2), 149-158 Downloads
  2. Cointegration: implications for the market efficiencies of the high fructose corn syrup and refined sugar markets
    Applied Economics, 1997, 29, (2), 225-232 Downloads View citations (4)
  3. Theil, Henri. Studies in Global Econometrics. Dordrecht, The Netherlands: Kluwer Academic Publishers, 1996, ix + 109 pp., hardcover, price unknown
    American Journal of Agricultural Economics, 1997, 79, (2), 693-694 Downloads

1996

  1. Ceteris Paribus: An Evolution within Agricultural Econometrics
    European Review of Agricultural Economics, 1996, 23, (3), 262-80
  2. Dynamic relationships between US and Thai rice prices
    Agricultural Economics, 1996, 14, (2), 123-133 Downloads View citations (9)
    Also in Agricultural Economics, 1996, 14, (2), 123-133 (1996) Downloads

1995

  1. U.S. corn exports: the role of the exchange rate
    Agricultural Economics, 1995, 13, (2), 75-88 Downloads
    Also in Agricultural Economics, 1995, 13, (2), 75-88 (1995) Downloads View citations (12)

1994

  1. Economic forecasting in agriculture: Discussion
    International Journal of Forecasting, 1994, 10, (1), 137-138 Downloads

1993

  1. A time-series analysis of the effects of government policies on the U.S. beef cattle industry
    Journal of Policy Modeling, 1993, 15, (2), 117-139 Downloads View citations (5)
  2. On the Search for Econometric Structure in Agriculture
    American Journal of Agricultural Economics, 1993, 75, (Special_Issue), 41-47 Downloads View citations (3)

1992

  1. An analysis of forecasts of livestock prices
    Journal of Economic Behavior & Organization, 1992, 18, (2), 249-263 Downloads View citations (20)
  2. Testing for Granger's Full Causality
    The Review of Economics and Statistics, 1992, 74, (1), 146-53 Downloads View citations (5)

1991

  1. Cointegration: Some results on U.S. cattle prices
    Journal of Futures Markets, 1991, 11, (4), 461-474 Downloads View citations (26)
  2. Corn|broiler price transmissions and structural change since the 1950s
    Agribusiness, 1991, 7, (3), 269-284 View citations (1)
  3. FABRICATED CUT BEEF PRICES AS LEADING INDICATORS OF FED CATTLE PRICE
    Western Journal of Agricultural Economics, 1991, 16, (1), 7 Downloads View citations (1)

1990

  1. A note on Chinese rice prices: Interior markets, 1928-1931
    Explorations in Economic History, 1990, 27, (3), 287-298 Downloads
  2. EFFECT OF CONTRACT DISCLOSURE ON PRICE: RAILROAD GRAIN CONTRACTING IN THE PLAINS
    Western Journal of Agricultural Economics, 1990, 15, (2), 7 Downloads View citations (8)
  3. Forecasting Multiple Time Series with Little Prior Information
    American Journal of Agricultural Economics, 1990, 72, (3), 788-792 Downloads View citations (1)
  4. Forecasting monthly cotton price: Structural and time series approaches
    International Journal of Forecasting, 1990, 6, (1), 103-113 Downloads View citations (1)
    See also Working Paper (1988)
  5. Poultry-Related Price Transmissions and Structural Change Since the 1950's
    Journal of Agricultural Economics Research, 1990, 42, (2), 9 Downloads View citations (3)
  6. Prequential Analysis of Cattle Prices
    Journal of the Royal Statistical Society Series C, 1990, 39, (1), 95-106 Downloads
  7. THE CORN-EGG PRICE TRANSMISSION MECHANISM
    Southern Journal of Agricultural Economics, 1990, 22, (2), 8 Downloads View citations (4)
    Also in Journal of Agricultural and Applied Economics, 1990, 22, (2), 79-86 (1990) Downloads View citations (3)

1989

  1. Assessment of the Green Revolution in Sri Lanka: Adaptive Regression Approach
    Indian Journal of Agricultural Economics, 1989, 44, (2) Downloads View citations (1)
  2. Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output
    The Journal of Business, 1989, 62, (4), 477-99 Downloads View citations (23)
  3. ESTIMATING AN UPPER BOUND ON THE PRATT RISK A VERSION COEFFICIENT WHEN THE UTILITY FUNCTION IS UNKNOWN
    Australian Journal of Agricultural Economics, 1989, 33, (1), 8 Downloads View citations (42)
    Also in Australian Journal of Agricultural and Resource Economics, 1989, 33, (1), 56-63 (1989) Downloads View citations (14)
  4. Farmgate, Processor, and Consumer Price Transmissions in the Wheat Sector
    Journal of Agricultural Economics Research, 1989, 41, (3), 6 Downloads View citations (3)
  5. INCORPORATING GOVERNMENT PROGRAM PROVISIONS INTO A MEAN-VARIANCE FRAMEWORK
    Southern Journal of Agricultural Economics, 1989, 21, (2), 11 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 1989, 21, (2), 95-105 (1989) Downloads View citations (1)
  6. Optimization of management plans with short and long run problems: The case of shrimp production
    European Journal of Operational Research, 1989, 40, (1), 22-31 Downloads
  7. Subjective Probabilities and Scoring Rules: Experimental Evidence
    American Journal of Agricultural Economics, 1989, 71, (2), 363-369 Downloads View citations (9)
  8. The Forecast and Policy Analysis
    American Journal of Agricultural Economics, 1989, 71, (2), 503-506 Downloads View citations (4)

1988

  1. DYNAMIC PRICE ADJUSTMENTS BETWEEN COMMERCIAL AND PUREBRED CATTLE MARKETS
    Southern Journal of Agricultural Economics, 1988, 20, (2), 8 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 1988, 20, (2), 137-144 (1988) Downloads View citations (3)
  2. FORECASTING AGRICULTURAL PRICES USING A BAYESIAN COMPOSITE APPROACH
    Southern Journal of Agricultural Economics, 1988, 20, (2), 8 Downloads View citations (5)
    Also in Journal of Agricultural and Applied Economics, 1988, 20, (2), 73-80 (1988) Downloads View citations (4)

1987

  1. Fertilization under Uncertainty: An Analysis Based on Producer Yield Expectations
    American Journal of Agricultural Economics, 1987, 69, (2), 349-357 Downloads View citations (20)
  2. Forecasting Wheat Exports: Do Exchange Rates Matter?
    Journal of Business & Economic Statistics, 1987, 5, (3), 397-406 View citations (19)
  3. On Bayesian composite forecasting
    Omega, 1987, 15, (1), 43-48 Downloads View citations (3)
    See also Working Paper (1986)

1986

  1. Forecasting Vector Autoregressions with Bayesian Priors
    American Journal of Agricultural Economics, 1986, 68, (1), 144-151 Downloads View citations (13)
  2. Forecasting an agricultural system with random walk priors
    Agricultural Systems, 1986, 21, (1), 59-67 Downloads View citations (1)
  3. RISK ATTITUDES AND FARM/PRODUCER ATTRIBUTES: A CASE STUDY OF TEXAS COASTAL BEND GRAIN SORGHUM PRODUCERS
    Southern Journal of Agricultural Economics, 1986, 18, (2), 11 Downloads
    Also in Journal of Agricultural and Applied Economics, 1986, 18, (2), 85-96 (1986) Downloads

1985

  1. A comparison of multivariate forecasting procedures for economic time series
    International Journal of Forecasting, 1985, 1, (1), 5-24 Downloads View citations (19)
  2. EGG PRICES REVISITED
    Southern Journal of Agricultural Economics, 1985, 17, (2), 5 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 1985, 17, (2), 215-220 (1985) Downloads View citations (2)

1984

  1. Additional evidence on money and prices: U.S. data 1870-1913
    Explorations in Economic History, 1984, 21, (2), 125-132 Downloads View citations (2)
  2. An Analysis of Dynamic Economic Relationships: An Application to the U.S. Hog Market
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1984, 32, (1), 109-124 Downloads View citations (34)
  3. Relative Prices and Money: A Vector Autoregression on Brazilian Data
    American Journal of Agricultural Economics, 1984, 66, (1), 25-30 Downloads View citations (41)

1983

  1. Expectations in Bulk Ocean Shipping: An Application of Autoregressive Modeling
    The Review of Economics and Statistics, 1983, 65, (3), 516-20 Downloads View citations (6)
  2. The Money Supply and Nominal Agricultural Prices
    American Journal of Agricultural Economics, 1983, 65, (2), 303-307 Downloads View citations (28)

1982

  1. Adaptive Expectations, the Exponentially Weighted Forecast, and Optimal Statistical Predictors: A Revisit
    Journal of Agricultural Economics Research, 1982, 34, (2), 8 Downloads
  2. Causality Tests in Livestock Markets
    American Journal of Agricultural Economics, 1982, 64, (1), 140-144 Downloads View citations (20)
  3. The Lead-Lag Relationship between Canadian and U.S. Wheat Prices
    American Journal of Agricultural Economics, 1982, 64, (3), 569-572 Downloads View citations (13)

1981

  1. Composite Forecasting: An Application with U.S. Hog Prices
    American Journal of Agricultural Economics, 1981, 63, (1), 135-140 Downloads View citations (11)

1980

  1. Aggregated Personalistic Beliefs on Yields of Selected Crops Estimated Using ARIMA Processes
    American Journal of Agricultural Economics, 1980, 62, (4), 666-674 Downloads View citations (15)
  2. MEASURING LEADS AND LAGS AMONG PRICES: TURKEY PRODUCTS
    Journal of Agricultural Economics Research, 1980, 32, (3), 7 Downloads View citations (5)
  3. Relationship between Two Price Quotes for Eggs
    American Journal of Agricultural Economics, 1980, 62, (4), 766-771 Downloads View citations (7)

1979

  1. Risk Management and Risk Preferences in Agriculture: Discussion
    American Journal of Agricultural Economics, 1979, 61, (5), 1078-1080 Downloads View citations (2)

Chapters

2001

  1. Expectations, information and dynamics
    Chapter 03 in Handbook of Agricultural Economics, 2001, vol. 1, Part 1, pp 155-206 Downloads View citations (21)
 
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