Details about Matthew T. Holt

Homepage:	https://aaec.vt.edu/people/faculty/holt-matthew.html
Phone:	540-231-2609
Postal address:	Department of Agricultural & Applied Economics College of Agriculture and Life Sciences 208 Hutcheson Hall Virginia Tech 250 Drillfield Drive Blacksburg, VA 24061
Workplace:	Department of Agricultural and Applied Economics, Virginia Polytechnic Institute and State University (Virginia Tech), (more information at EDIRC)

Access statistics for papers by Matthew T. Holt.

Last updated 2024-08-17. Update your information in the RePEc Author Service.

Short-id: pho264

---

Jump to Journal Articles Chapters

Working Papers

2017

1. Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis, Journal of Econometrics, Elsevier (2020) View citations (5) (2020)

2012

2. Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
3. 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 View citations (3)
   See also Journal Article Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States, The North American Journal of Economics and Finance, Elsevier (2019) View citations (3) (2019)
4. 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 View citations (2)

2011

5. Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals
   MPRA Paper, University Library of Munich, Germany View citations (3)
6. Copula-Based Nonlinear Models of Spatial Market Linkages
   2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (9)

2010

7. 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

8. A SPATIAL ECONOMETRIC STAR MODEL WITH AN APPLICATION TO U.S. COUNTY ECONOMIC GROWTH, 1969–2003
   Working papers, Purdue University, Department of Agricultural Economics View citations (6)
9. Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
   MPRA Paper, University Library of Munich, Germany View citations (16)
   See also Journal Article Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2009) View citations (18) (2009)
10. 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 (3)
11. The Almost Ideal and Translog Demand Systems
    MPRA Paper, University Library of Munich, Germany View citations (11)

2008

12. 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)
13. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2009) View citations (76) (2009)

2007

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

2006

16. 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) View citations (1)

2004

17. 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 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, Agricultural and Applied Economics Association (2010) View citations (1) (2010)
18. 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 (10)

2003

19. ESTIMATING POST-HARVEST BENEFITS FROM INCREASES IN COMMERCIAL FISH CATCHES WITH IMPLICATIONS FOR REMEDIATION OF IMPINGEMENT AND ENTRAINMENT LOSSES AT POWER PLANTS
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics View citations (1)
    Also in Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics (2003) View citations (1)

2002

20. 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 Combining time-varying and dynamic multi-period optimal hedging models, European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation (2002) View citations (1) (2002)
21. HEDGING FOREIGN CURRENCY, FREIGHT AND COMMODITY FUTURES PORTFOLIOS: A NOTE
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics View citations (15)
    See also Journal Article Hedging foreign currency, freight, and commodity futures portfolios—A note, Journal of Futures Markets, John Wiley & Sons, Ltd. (2002) View citations (7) (2002)

2000

22. 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) View citations (1)
23. 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

24. 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 (4)
    See also Journal Article Incorporating Quadratic Scale Curves in Inverse Demand Systems, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2001) View citations (13) (2001)
25. 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) View citations (1)
26. 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 (5)
    Also in Faculty Paper Series, Texas A&M University, Department of Agricultural Economics (1999) View citations (3)

1998

27. 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 (11)
    See also Journal Article Market efficiency in agricultural futures markets, Applied Economics, Taylor & Francis Journals (2002) View citations (51) (2002)
28. Price Transmission and Asymmetric Ajustment in the U.S. Beef Sector
    Staff Papers, Virginia Polytechnic Institute and State University, Department of Agricultural and Applied Economics
    See also Journal Article Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (1999) View citations (143) (1999)

1997

29. The Value of Weather Information (Chapter 3)
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (4)

1992

30. Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (28)
    See also Journal Article ALTERNATIVE MEASURES OF RISK IN COMMODITY SUPPLY MODELS: AN ANALYSIS OF SOW FARROWING DECISIONS IN THE UNITED STATES, Journal of Agricultural and Resource Economics, Western Agricultural Economics Association (1992) View citations (28) (1992)
31. Modelling Risk Response in the Marketing Channel for Beef: A Multivariate Generalize Arch-M Approach
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics

1991

32. A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics
33. A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans in the U.S
    1991 Annual Meeting, August 4-7, Manhattan, Kansas, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
34. Endogenous Risk in a Rational-Expectation Model of the U.S. Broiler Market: A Multivariate Arch-M Approach
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics

1990

35. Acreage Decisions Under Risk: The Case of Corn and Soybeans
    1990 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, January 28-31, 1990, Sanibel Island, Florida, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk View citations (225)
    See also Journal Article Acreage Decisions Under Risk: The Case of Corn and Soybeans, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (1990) View citations (198) (1990)
36. National and Regional Impacts of Targeting the Conservation Reserve Program
    Staff General Research Papers Archive, Iowa State University, Department of Economics
37. Price Risk in Supply Equations: An Application of Garch Time-Series Models to the U.S. Broiler Market
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (28)

1989

38. A Multi-Market Rational Expectation Model with Bounded Prices: The Case of Corn and Soybeans in the U.S
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics
39. An Analysis of Acreage Decisions Under Risk: The Case of Corn and Soybeans
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics View citations (3)
40. Bounded Price Variation Models with Rational Expectations and Price Risk
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics View citations (4)
    See also Journal Article Bounded price variation models with rational expectations and price risk, Economics Letters, Elsevier (1989) View citations (7) (1989)
41. Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (43)
    See also Journal Article Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market, The Review of Economics and Statistics, MIT Press (1989) View citations (45) (1989)
42. 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
43. Risk Behavior and Rational Expectations in the U.S. Broiler Market
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (25)
    Also in Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) View citations (29)
    Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1988)
    See also Journal Article Risk Behavior and Rational Expectations in the U.S. Broiler Market, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (1989) View citations (18) (1989)
44. Risk, Rational Expectations, and Price Stabilization in the U.S. Corn Market
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics

1988

45. Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market
    Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University View citations (1)
    Also in Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) View citations (1)
46. Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University View citations (2)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) View citations (2)
47. 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 (13)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) View citations (12)
    See also Journal Article GARCH TIME-SERIES MODELS: AN APPLICATION TO RETAIL LIVESTOCK PRICES, Western Journal of Agricultural Economics, Western Agricultural Economics Association (1988) View citations (11) (1988)

1987

48. Comparative Analysis of Selected Policy Options for U.S. Agriculture
    FAPRI Staff Reports, Food and Agricultural Policy Research Institute (FAPRI)
49. Managing the Food Security Act of 1985: The Current Strategy and Two Alternatives
    FAPRI Staff Reports, Food and Agricultural Policy Research Institute (FAPRI)
50. Ten-Year International Agriculture Outlook
    FAPRI Staff Reports, Food and Agricultural Policy Research Institute (FAPRI)
51. The Commodity Supply Management Program
    FAPRI Staff Reports, Food and Agricultural Policy Research Institute (FAPRI)

1986

52. Supply Dynamics in the U.S. Hog Industry
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University View citations (2)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1986) View citations (9)
    See also Journal Article Supply Dynamics in the U.S. Hog Industry, Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie (1988) View citations (3) (1988)
53. The Food Security Act of 1985 One Year Later: Implications and Persistent Problems
    FAPRI Staff Reports, Food and Agricultural Policy Research Institute (FAPRI) View citations (1)
54. 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 (5)

1985

55. FORECASTING HOG PRICES USING TIME SERIES ANALYSIS OF RESIDUALS
    1985 Annual Meeting, August 4-7, Ames, Iowa, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1984

56. Price Forecasting and Hedging to Enhance Prices and Reduce Risk
    1984 Annual Meeting, August 5-8, Ithaca, New York, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)

Journal Articles

2020

1. Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis
   Journal of Econometrics, 2020, 214, (1), 198-215 View citations (5)
   See also Working Paper Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis, CREATES Research Papers (2017) (2017)

2019

2. Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States
   The North American Journal of Economics and Finance, 2019, 50, (C) View citations (3)
   See also Working Paper Nonlinear exchange rate pass-through in timber products: the case of oriented strand board in Canada and the United States, MPRA Paper (2012) View citations (3) (2012)

2018

3. Copula-based nonlinear modeling of the law of one price for lumber products
   Empirical Economics, 2018, 54, (3), 1237-1265 View citations (3)

2016

4. The influence of weather extremes on the spatial correlation of corn yields
   Climatic Change, 2016, 134, (1), 299-309 View citations (5)
   Also in Climatic Change, 2016, 134, (1), 299-309 (2016) View citations (5)

2012

5. 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 (64)

2011

6. 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 (58)

2010

7. 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 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 (2004) (2004)
8. Econometric Developments in Agricultural and Resource Economics: The First 100 Years
   American Journal of Agricultural Economics, 2010, 92, (2), 571-589 View citations (2)
9. The Role of Theoretical Restrictions in Forecasting with Inverse Demand Models
   American Journal of Agricultural Economics, 2010, 92, (1), 70-85 View citations (1)

2009

10. Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand
    American Journal of Agricultural Economics, 2009, 91, (5), 1424-1431 View citations (18)
    See also Working Paper Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand, MPRA Paper (2009) View citations (16) (2009)
11. 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 (76)
    See also Working Paper The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach, MPRA Paper (2008) View citations (2) (2008)

2008

12. AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives
    American Journal of Agricultural Economics APPENDICES, 2008, 91, (1), 21 View citations (25)
13. 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 (4)

2006

14. 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), 16 View citations (8)
15. 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 (47)

2005

16. Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model
    Journal of Agricultural and Applied Economics, 2005, 37, (3), 619-634 View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2005, 37, (3), 16 (2005) View citations (3)

2003

17. 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 (6)

2002

18. A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
    Empirical Economics, 2002, 27, (1), 23-47 View citations (26)
19. Combining time-varying and dynamic multi-period optimal hedging models
    European Review of Agricultural Economics, 2002, 29, (4), 471-500 View citations (1)
    See also Working Paper COMBINING TIME-VARYING AND DYNAMIC MULTI-PERIOD OPTIMAL HEDGING MODELS, Working Papers (2002) View citations (1) (2002)
20. 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 (63)
21. Hedging foreign currency, freight, and commodity futures portfolios—A note
    Journal of Futures Markets, 2002, 22, (12), 1205-1221 View citations (7)
    See also Working Paper HEDGING FOREIGN CURRENCY, FREIGHT AND COMMODITY FUTURES PORTFOLIOS: A NOTE, Working Papers (2002) View citations (15) (2002)
22. Inverse demand systems and choice of functional form
    European Economic Review, 2002, 46, (1), 117-142 View citations (23)
23. Market efficiency in agricultural futures markets
    Applied Economics, 2002, 34, (12), 1519-1532 View citations (51)
    See also Working Paper MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS, 1998 Annual meeting, August 2-5, Salt Lake City, UT (1998) View citations (11) (1998)
24. On the Function Coefficient, Euler's Theorem, and Homogeneity in Production Theory
    Review of Agricultural Economics, 2002, 24, (1), 240-249
    Also in Review of Agricultural Economics, 2002, 24, (1), 240-249 (2002)
25. 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 (39)

2001

26. Incorporating Quadratic Scale Curves in Inverse Demand Systems
    American Journal of Agricultural Economics, 2001, 83, (1), 230-245 View citations (13)
    See also Working Paper INCORPORATING QUADRATIC SCALE CURVES IN INVERSE DEMAND SYSTEMS, 1999 Annual meeting, August 8-11, Nashville, TN (1999) View citations (4) (1999)

2000

27. Hedging Multiple Price Uncertainty in International Grain Trade
    American Journal of Agricultural Economics, 2000, 82, (4), 881-896 View citations (44)

1999

28. A LINEAR APPROXIMATE ACREAGE ALLOCATION MODEL
    Journal of Agricultural and Resource Economics, 1999, 24, (2), 15 View citations (27)
29. Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector
    American Journal of Agricultural Economics, 1999, 81, (3), 630-637 View citations (143)
    See also Working Paper Price Transmission and Asymmetric Ajustment in the U.S. Beef Sector, Staff Papers (1998) (1998)

1998

30. Autocorrelation specification in singular equation systems: A further look
    Economics Letters, 1998, 58, (2), 135-141 View citations (11)
31. Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach
    Journal of Empirical Finance, 1998, 5, (2), 99-129 View citations (16)

1997

32. 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 (43)

1996

33. 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 (213)

1995

34. NONLINEAR DYNAMICS AND ECONOMIC INSTABILITY: THE OPTIMAL MANAGEMENT OF A BIOLOGICAL POPULATION
    Journal of Agricultural and Resource Economics, 1995, 20, (2), 16 View citations (3)

1994

35. PRICE-BAND STABILIZATION PROGRAMS AND RISK: AN APPLICATION TO THE U.S. CORN MARKET
    Journal of Agricultural and Resource Economics, 1994, 19, (2), 16 View citations (11)

1993

36. Market Instability and Nonlinear Dynamics
    American Journal of Agricultural Economics, 1993, 75, (1), 113-120 View citations (29)
37. Risk Response in the Beef Marketing Channel: A Multivariate Generalized ARCH-M Approach
    American Journal of Agricultural Economics, 1993, 75, (3), 559-571 View citations (22)

1992

38. A Multimarket Bounded Price Variation Model under Rational Expectations: Corn and Soybeans in the United States
    American Journal of Agricultural Economics, 1992, 74, (1), 10-20 View citations (8)
39. 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, (1), 12 View citations (28)
    See also Working Paper Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States, Staff General Research Papers Archive (1992) View citations (28) (1992)

1991

40. On Nonlinear Dynamics: The Case of the Pork Cycle
    American Journal of Agricultural Economics, 1991, 73, (3), 819-828 View citations (43)

1990

41. Acreage Decisions Under Risk: The Case of Corn and Soybeans
    American Journal of Agricultural Economics, 1990, 72, (3), 529-538 View citations (198)
    See also Working Paper Acreage Decisions Under Risk: The Case of Corn and Soybeans, 1990 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, January 28-31, 1990, Sanibel Island, Florida (1990) View citations (225) (1990)

1989

42. 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 (45)
    See also Working Paper Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market, Staff General Research Papers Archive (1989) View citations (43) (1989)
43. Bounded price variation models with rational expectations and price risk
    Economics Letters, 1989, 31, (4), 313-317 View citations (7)
    See also Working Paper Bounded Price Variation Models with Rational Expectations and Price Risk, Staff Papers (1989) View citations (4) (1989)
44. Risk Behavior and Rational Expectations in the U.S. Broiler Market
    American Journal of Agricultural Economics, 1989, 71, (4), 892-902 View citations (18)
    See also Working Paper Risk Behavior and Rational Expectations in the U.S. Broiler Market, Staff General Research Papers Archive (1989) View citations (25) (1989)

1988

45. GARCH TIME-SERIES MODELS: AN APPLICATION TO RETAIL LIVESTOCK PRICES
    Western Journal of Agricultural Economics, 1988, 13, (2), 10 View citations (11)
    See also Working Paper GARCH Time Series Models: An Application to Retail Livestock Prices, Center for Agricultural and Rural Development (CARD) Publications (1988) View citations (13) (1988)
46. Supply Dynamics in the U.S. Hog Industry
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1988, 36, (2), 313-335 View citations (3)
    See also Working Paper Supply Dynamics in the U.S. Hog Industry, Center for Agricultural and Rural Development (CARD) Publications (1986) View citations (2) (1986)

1985

47. Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk
    Journal of Futures Markets, 1985, 5, (3), 297-309 View citations (4)

Chapters

2014

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, 2014, pp 135-187 View citations (10)