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Details about Matthew T. Holt

E-mail:
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.

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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 Downloads
    See also Journal Article in Journal of Econometrics (2020)

2012

  1. Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
  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 Downloads View citations (3)
    See also Journal Article in The North American Journal of Economics and Finance (2019)
  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 Downloads View citations (2)

2011

  1. Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Copula-Based Nonlinear Models of Spatial Market Linkages
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads View citations (7)

2010

  1. 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 Downloads

2009

  1. A SPATIAL ECONOMETRIC STAR MODEL WITH AN APPLICATION TO U.S. COUNTY ECONOMIC GROWTH, 1969–2003
    Working papers, Purdue University, Department of Agricultural Economics Downloads View citations (1)
  2. Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
    See also Journal Article in American Journal of Agricultural Economics (2009)
  3. 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 Downloads View citations (3)
  4. The Almost Ideal and Translog Demand Systems
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)

2008

  1. 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) Downloads
  2. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in American Journal of Agricultural Economics (2009)

2007

  1. 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) Downloads View citations (1)
  2. 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) Downloads

2006

  1. 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) Downloads

2004

  1. 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) Downloads
    See also Journal Article in American Journal of Agricultural Economics (2010)
  2. 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) Downloads View citations (6)

2003

  1. 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 Downloads View citations (1)
    Also in Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics (2003) Downloads View citations (1)

2002

  1. COMBINING TIME-VARYING AND DYNAMIC MULTI-PERIOD OPTIMAL HEDGING MODELS
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics Downloads View citations (1)
    See also Journal Article in European Review of Agricultural Economics (2002)
  2. HEDGING FOREIGN CURRENCY, FREIGHT AND COMMODITY FUTURES PORTFOLIOS: A NOTE
    Working Papers, University of Maryland, Department of Agricultural and Resource Economics Downloads View citations (14)
    See also Journal Article in Journal of Futures Markets (2002)

2000

  1. 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) Downloads
  2. 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) Downloads

1999

  1. 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) Downloads View citations (4)
    See also Journal Article in American Journal of Agricultural Economics (2001)
  2. 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) Downloads View citations (1)
  3. 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) Downloads View citations (4)
    Also in Faculty Paper Series, Texas A&M University, Department of Agricultural Economics (1999) Downloads View citations (1)

1998

  1. 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) Downloads View citations (5)
    See also Journal Article in Applied Economics (2002)
  2. 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 Downloads
    See also Journal Article in American Journal of Agricultural Economics (1999)

1997

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

1992

  1. 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 (19)
    See also Journal Article in Journal of Agricultural and Resource Economics (1992)
  2. 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 Downloads

1991

  1. 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 Downloads
  2. 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) Downloads
  3. 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 Downloads

1990

  1. 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 Downloads View citations (146)
    See also Journal Article in American Journal of Agricultural Economics (1990)
  2. National and Regional Impacts of Targeting the Conservation Reserve Program
    Staff General Research Papers Archive, Iowa State University, Department of Economics
  3. 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 (23)

1989

  1. 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 Downloads
  2. 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 Downloads
  3. Bounded Price Variation Models with Rational Expectations and Price Risk
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics Downloads View citations (1)
    See also Journal Article in Economics Letters (1989)
  4. 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 (21)
    See also Journal Article in The Review of Economics and Statistics (1989)
  5. 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 Downloads
  6. Risk Behavior and Rational Expectations in the U.S. Broiler Market
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (22)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) Downloads
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) Downloads View citations (30)

    See also Journal Article in American Journal of Agricultural Economics (1989)
  7. Risk, Rational Expectations, and Price Stabilization in the U.S. Corn Market
    Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics Downloads

1988

  1. 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 Downloads
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) Downloads
  2. Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector
    Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University Downloads View citations (2)
    Also in Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1988) Downloads View citations (2)
  3. 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 Downloads 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) Downloads View citations (5)

    See also Journal Article in Western Journal of Agricultural Economics (1988)

1987

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

1986

  1. 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 Downloads 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) Downloads View citations (9)

    See also Journal Article in Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie (1988)
  2. The Food Security Act of 1985 One Year Later: Implications and Persistent Problems
    FAPRI Staff Reports, Food and Agricultural Policy Research Institute (FAPRI) Downloads View citations (1)
  3. Value of Climate Information, The
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University Downloads View citations (2)

1985

  1. 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) Downloads

1984

  1. 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) Downloads 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 Downloads
    See also Working Paper (2017)

2019

  1. 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) Downloads
    See also Working Paper (2012)

2018

  1. Copula-based nonlinear modeling of the law of one price for lumber products
    Empirical Economics, 2018, 54, (3), 1237-1265 Downloads View citations (1)

2016

  1. The influence of weather extremes on the spatial correlation of corn yields
    Climatic Change, 2016, 134, (1), 299-309 Downloads View citations (3)
    Also in Climatic Change, 2016, 134, (1), 299-309 (2016) Downloads View citations (3)

2012

  1. Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices
    American Journal of Agricultural Economics, 2012, 94, (3), 659-673 Downloads View citations (42)

2011

  1. 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 Downloads View citations (38)

2010

  1. 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 Downloads View citations (1)
    See also Working Paper (2004)
  2. 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)
  3. The Role of Theoretical Restrictions in Forecasting with Inverse Demand Models
    American Journal of Agricultural Economics, 2010, 92, (1), 70-85 Downloads View citations (1)

2009

  1. Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand
    American Journal of Agricultural Economics, 2009, 91, (5), 1424-1431 Downloads View citations (13)
    See also Working Paper (2009)
  2. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    American Journal of Agricultural Economics, 2009, 91, (1), 87-105 Downloads View citations (61)
    See also Working Paper (2008)

2008

  1. AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives
    American Journal of Agricultural Economics APPENDICES, 2008, 91, (1), 21 Downloads View citations (23)
  2. Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940
    Explorations in Economic History, 2008, 45, (1), 30-50 Downloads View citations (3)

2006

  1. 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 Downloads View citations (4)
  2. 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 Downloads View citations (35)

2005

  1. 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 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2005, 37, (3), 16 (2005) Downloads View citations (3)

2003

  1. 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 Downloads View citations (6)

2002

  1. A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
    Empirical Economics, 2002, 27, (1), 23-47 Downloads View citations (19)
  2. 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)
  3. Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets
    Journal of Applied Econometrics, 2002, 17, (3), 269-289 Downloads View citations (43)
  4. Hedging foreign currency, freight, and commodity futures portfolios—A note
    Journal of Futures Markets, 2002, 22, (12), 1205-1221 Downloads View citations (6)
    See also Working Paper (2002)
  5. Inverse demand systems and choice of functional form
    European Economic Review, 2002, 46, (1), 117-142 Downloads View citations (21)
  6. Market efficiency in agricultural futures markets
    Applied Economics, 2002, 34, (12), 1519-1532 Downloads View citations (34)
    See also Working Paper (1998)
  7. On the Function Coefficient, Euler's Theorem, and Homogeneity in Production Theory
    Review of Agricultural Economics, 2002, 24, (1), 240-249 Downloads
    Also in Review of Agricultural Economics, 2002, 24, (1), 240-249 (2002) Downloads
  8. 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 Downloads View citations (32)

2001

  1. Incorporating Quadratic Scale Curves in Inverse Demand Systems
    American Journal of Agricultural Economics, 2001, 83, (1), 230-245 Downloads View citations (13)
    See also Working Paper (1999)

2000

  1. Hedging Multiple Price Uncertainty in International Grain Trade
    American Journal of Agricultural Economics, 2000, 82, (4), 881-896 Downloads View citations (33)

1999

  1. A LINEAR APPROXIMATE ACREAGE ALLOCATION MODEL
    Journal of Agricultural and Resource Economics, 1999, 24, (2), 15 Downloads View citations (22)
  2. Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector
    American Journal of Agricultural Economics, 1999, 81, (3), 630-637 Downloads View citations (103)
    See also Working Paper (1998)

1998

  1. Autocorrelation specification in singular equation systems: A further look
    Economics Letters, 1998, 58, (2), 135-141 Downloads View citations (9)
  2. Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach
    Journal of Empirical Finance, 1998, 5, (2), 99-129 Downloads View citations (15)

1997

  1. 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 (31)

1996

  1. Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology
    The Review of Economics and Statistics, 1996, 78, (2), 329-35 Downloads View citations (151)

1995

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

1994

  1. PRICE-BAND STABILIZATION PROGRAMS AND RISK: AN APPLICATION TO THE U.S. CORN MARKET
    Journal of Agricultural and Resource Economics, 1994, 19, (2), 16 Downloads View citations (7)

1993

  1. Market Instability and Nonlinear Dynamics
    American Journal of Agricultural Economics, 1993, 75, (1), 113-120 Downloads View citations (11)
  2. Risk Response in the Beef Marketing Channel: A Multivariate Generalized ARCH-M Approach
    American Journal of Agricultural Economics, 1993, 75, (3), 559-571 Downloads View citations (8)

1992

  1. 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 Downloads
  2. 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 Downloads View citations (19)
    See also Working Paper (1992)

1991

  1. On Nonlinear Dynamics: The Case of the Pork Cycle
    American Journal of Agricultural Economics, 1991, 73, (3), 819-828 Downloads View citations (21)

1990

  1. Acreage Decisions Under Risk: The Case of Corn and Soybeans
    American Journal of Agricultural Economics, 1990, 72, (3), 529-538 Downloads View citations (65)
    See also Working Paper (1990)

1989

  1. 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 Downloads View citations (33)
    See also Working Paper (1989)
  2. Bounded price variation models with rational expectations and price risk
    Economics Letters, 1989, 31, (4), 313-317 Downloads View citations (5)
    See also Working Paper (1989)
  3. Risk Behavior and Rational Expectations in the U.S. Broiler Market
    American Journal of Agricultural Economics, 1989, 71, (4), 892-902 Downloads View citations (11)
    See also Working Paper (1989)

1988

  1. GARCH TIME-SERIES MODELS: AN APPLICATION TO RETAIL LIVESTOCK PRICES
    Western Journal of Agricultural Economics, 1988, 13, (2), 10 Downloads View citations (8)
    See also Working Paper (1988)
  2. Supply Dynamics in the U.S. Hog Industry
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1988, 36, (2), 313-335 Downloads View citations (1)
    See also Working Paper (1986)

1985

  1. Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk
    Journal of Futures Markets, 1985, 5, (3), 297-309 Downloads 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 Downloads View citations (2)
 
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