[go: up one dir, main page]

create a website
Futures prices, trade and domestic supply of agricultural commodities. (2015). Mendez Parra, Maximiliano.
In: Economics PhD Theses.
RePEc:sus:susphd:0115.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 131

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. African Development Review, 19(3), 501-518. Nerlove, M. (1972). Lags in economic behavior. Econometrica, 40(2), 221-251.

  2. Amemiya, T., & Wu, R. (1972). The Effect of Aggregation on Prediction in the Autorregresive Model. Journal of the American Statistical Association, 67(339), 628632.
    Paper not yet in RePEc: Add citation now
  3. Anderson, R. W., & Danthine, J. P. (1980). Hedging and joint production: theory and illustrations. The Journal of Finance, 35(2), 487-498.

  4. Anderson, R. W., & Danthine, J. P. (1981). Cross Hedging. The Journal of Political Economy, 89(6), 1182-1196.

  5. Anderson, R. W., & Danthine, J.-P. (1983). Hedger diversity in future markets. The Economic Journal, 93, 370-389.

  6. Andrade, I., Clare, A., OBrien, R., & Thomas, S. (1999). Tests for stochastic seasonality applied to daily financial time series. The Manchester School, 67(1), 39-59.

  7. Ardeni, P. (1989). Does the Law of One Price really hold for commodity prices? American Journal of Agricultural Economics, 71(3), 661-669.

  8. Baillie, R., & Bollerslev, T. (1994). Cointegration, fractional cointegration and exchange rate. The Journal of Finance, 49(2), 737-745.

  9. Beaulieu, J., & Miron, J. A. (1993). Seasonal unit roots in aggregate U.S. data. Journal of Econometrics, 55, 305-328.

  10. Beenstock, M., Goldin, E., & Nabot, D. (1999). The demand for electricity in Israel.

  11. Binet, M.-E., & Zaied, Y. B. (2011, November). A Seasonal Integration and Cointegration Analysis of Residential Water Demand in Tunisia. Working Paper 22, 22.

  12. Biometrica, 65, 297-303. MacKinnon, J. (1991). Critical vallues for co-integration tests. In R. F. Engle, & C. W.
    Paper not yet in RePEc: Add citation now
  13. Bohl, M. T., & Sell, F. L. (1998). Demand for cash balances in Germany: theoretical underpinnings and empirical evidence. Applied Economics, 30, 1017-1026.

  14. Britto, R. (1984). The simultaneous determination of spot and futures prices in a simple model with production risk. The Quarterly Journal of Economics, 99(2), 351-365.

  15. Cachanosky, R. (2013, October 2). El fracaso del blanqueo. La Nacion.
    Paper not yet in RePEc: Add citation now
  16. Calvo, G. A., Izquierdo, A., & Talvi, E. (2003). Sudden Stops, the Real Exchange Rate, and Fiscal Sustainability: Argentinas Lessons. Working Paper 9828.

  17. Cambridge: Cambridge University Press. Ghysels, E., Lee, H. S., & Noh, J. (1994). Testing for unit roots in seasonal time series.
    Paper not yet in RePEc: Add citation now
  18. Caminero, E., & Diaz-Emperanza, I. (1997). Estimation and testing of cointegration relationships with strongly seasonal monthly data. Kybernetika, 33(6), 607-631.
    Paper not yet in RePEc: Add citation now
  19. Caporale, G. M., Cunado, J., & Gil-Alana, L. A. (2012). Deterministic versus stochastic seasonal fractional integration and structural breaks. Statistics and Computing, 22(2), 349-358.
    Paper not yet in RePEc: Add citation now
  20. Carlton, D. W. (1984). Futures Markets: Their purpose, their history, their growth, their success and failures. The Journal of Futures Markets, 4(3).
    Paper not yet in RePEc: Add citation now
  21. Carter, C. A. (1999). Commodity futures market: A survey. The Australian Journal of Agricultural and Resource Economics, 43(2), 209-247.

  22. Cavallo, A. (2013). Online and official price indexes: Measuring Argentinas inflation.

  23. Chari, V. V., Jogannathan, R., & Jones, L. (1990). Price Stability and Futures Trading in Commodities. The Quarterly Journal of Economics, 105(2), 527-534.

  24. Cheung, Y.-W., & Lai, K. (1993). A fractional cointegration analysis of purchasing power parity. Journal of Business & Economic Statistics, 11(1), 103-111.

  25. Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591-605.
    Paper not yet in RePEc: Add citation now
  26. Corden, W. (1984). Booming sector and Dutch Disease Economics: Survey and consolidation. Oxford Economic Papers, 36(3), 359-380.

  27. Cox, C. (1976). Futures, trading and market information. Journal of Political Economy, 84, 1215-1237.

  28. Danthine, J. P. (1978). Information, future prices and stabilizing speculation. Journal of Economic Theory, 17, 79-98.

  29. Darne, O. (2004). Seasonal cointegration for monthly data. Economic Letters, 82, 349356.

  30. De la Torre, A., Levy Yeyati, E., Schmukler, S. L., Ades, A., & Kaminsky, G. (2003). Living and Dying with Hard Pegs: The Rise and Fall of Argentinas Currency Board.

  31. Deaton, A., & Laroque, G. (1992). On the Behaviour of Commodity Prices. The Review of Economic Studies, 59(1), 1992.

  32. Diaz Alejandro, C. (1970). Essays on the Economic History of the Argentine Republic.
    Paper not yet in RePEc: Add citation now
  33. Documento de Trabajo 420. Osborn, D. (2002). Cointegration for Seasonal Time Series Processes.
    Paper not yet in RePEc: Add citation now
  34. Dornbush, R. (1076). Expectations and Exchange Rate Dynamics. Journal of Political Economy, 84 (6) Eastwood, R., Lipton, M., & Newell, A. T. (2010). Farm Size. In R. Evenson, & P.
    Paper not yet in RePEc: Add citation now
  35. Econometrica, 57, 1361-1402. Perron, P. (1997). Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics, 80, 355-385.

  36. Economia, 3(2), 43-107. de Pablo Valenciano, J., Perez Mesa, J., & Levy Mangin, J. (2008). The Spanish Tomato Export Sector in the Almeria Region: An Econometric Approach. International Advances in Economic Research, 14, 316-328.

  37. Enders, W. (2010). Applied Econometric Time Series (3rd Edition ed.). Hoboken,, NJ, USA: Jonh Wiley & Sons, Inc.
    Paper not yet in RePEc: Add citation now
  38. Energy Economics, 21, 168-183. Bell, W., & Hilmer, S. (1984). Issues Involved with the Seasonal Adjustment of Economic Time Series. Journal of Business and Economic Statistics, 2, 291-230.

  39. Engle, R. F., & Granger, C. W. (1987). Cointegration and error correction: Representation, estimation and testing. Econometrica, 55, 151-165.
    Paper not yet in RePEc: Add citation now
  40. Engle, R. F., Granger, C. W., Hylleberg, S., & Lee, H. S. (1993). Seasonal cointegration.
    Paper not yet in RePEc: Add citation now
  41. Fanelli, J., Frenkel, R., & Rozenwurcel, G. (1990). Growth and structural reform in Latin America. Where we stand. UNCTAD. Buenos Aires: CEDES.
    Paper not yet in RePEc: Add citation now
  42. Franses, P. (1996). Recent Advances in Modelling Seasonality. Journal of Economic Surveys, 10(3), 299-345.

  43. Franses, P. H. (1991). Model selection and seasonality in time series. Amsterdam: Thesis Publishers.
    Paper not yet in RePEc: Add citation now
  44. Franses, P. H. (1991). Seasonality, non-stationarity and the forescasting of monthly time series. International Journal of Forecasting, 7, 199-208.

  45. Franses, P. H. (1993). A method to select between periodic cointegration and seasonal cointegration. Economic Letters, 41, 7-10.

  46. Franses, P. H., & McAleer, M. (1998). Cointegration analysis of seasonal time series.

  47. Franses, P., & Hobijn, B. (1997). Critcal values for unit root tests in seasonal time series.

  48. Gemmill, G. (1985). Forward contracts or international buffer stocks? A study of their relative efficency in stabilising commodity export earnings. The Economic Journal, 378, 400-417.

  49. Gerchunoff, P., & Llach, L. (1998). El ciclo de la ilusion y el desencanto: un siglo de politicas economicas argentinas. Buenos Aires: Ariel Sociedad Economica.
    Paper not yet in RePEc: Add citation now
  50. Ghysels, E. (1990). Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product. Journal of Business & Economics Statistics, 8(2), 145-152.

  51. Ghysels, E., & Osborn, D. R. (2001). The econometric analysis of seasonal time series.

  52. Gil-Alana, L., & Robinson, P. (2001). Testing of seasonal fractional integration in UK and Japanese consumption and income. Journal of Applied Econometrics, 16, 95-114.

  53. Granger, C. (1981). Some properties of time series data and their use in econometric model specification. Journal of Econometrics, 16, 121-130.

  54. Granger, C. (1986). Developments in the study of cointegrated economic variables.

  55. Granger, Long-Run Economic Relationships (pp. 267-276). Oxford, UK. : Oxford University Press. MacKinnon, J. (2010). Critical Values for Cointegration Tests. Working Paper No.

  56. Grilli, E., & Yang, M. (1988). Primary commodity prices, manufactures good prices, and the terms of trade of Developing Countries: What the long run shows. World Bank Economic Review, 2(1), 1-47.
    Paper not yet in RePEc: Add citation now
  57. Hall, A. (1994). Testing for a unit root in time series with pretest data based model selection. Journal of Business and Economic Studies, 12, 461-470.

  58. Hamori, S., & Tokihisa, A. (2001). Seasonal cointegration and the money demand function: some evidence from Japan. Applied Economics Letters(8), 305-310.

  59. Harris, R., & Sollis, R. (2003). Applied Time Series Modelling and Forescasting.
    Paper not yet in RePEc: Add citation now
  60. Harvey, D., Leybourne, S., & Newbold, P. (2001). Innovational outlier unit root tests with an endogenously determined break in level. Oxford Bulletin of Economics and Statistics, 63(5), 559-575.

  61. Hasan, M. S. (2011). Seasonal Cointegration and Long-Run Neutrality of Money in the USA. Economic Notes by Banca Monte dei Paschi di Siena, 40(3), 93-105.

  62. Haug, A. (2002). Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study. Oxford Bulletin of Economics and Statistics, 64(4), 399-412.

  63. Herwartz, H., & Reimers, H.-E. (2003). Seasonal cointegration analysis for German M3 money demand. 13, 71-18.

  64. Hirshleifer, D. (1989, September). Futures trading, storage and the division of risk: A multiperiod analysis. The Economic Journal, 700-719.

  65. Hirshleifer, D., & Subrahmanyam, A. (1993). Futures versus share contracting as means of diversifying output risk. The Economic Journal, 103, 620-638.

  66. Holthausen, D. M. (1979). Hedging and the competitive firm under price uncertainty.

  67. Hueth, D., & Schmitz, A. (1972). International trade in intermediate and final goods: Some welfare implications of destabilized prices. The Quarterly Journal of Economics, 86(3), 352-365.

  68. Hylleberg, S., Engle, R. F., Granger, C. W., & Yoo, B. S. (1990). Seasonal Integration and Cointegration. Journal of Econometrics, 44, 215-238.

  69. Jacks, D. S. (2007). Populists versus theorists: Futures markets and the volatility of prices. Explorations in Economic History, 44, 342-362.

  70. Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12, 231-54.

  71. Johansen, S., & Schaumburg, E. (1999). Likelihood analysis of seasonal cointegration.
    Paper not yet in RePEc: Add citation now
  72. Journal of Applied Statistics, 24(1), 25-47. Franses, P., & Volgesang, T. (1998). On seasonal cycles, unit roots and mean shifts. The Review of Economics and Statistics, 80, 231-240.
    Paper not yet in RePEc: Add citation now
  73. Journal of Business and Economics Statistics, 13(4), 441-451. Shiller, R., & Perron, P. (1985). Testing the Random Walk Hypothesis: Power versus Frequency of Observations. Economic Letters, 18, 381-186.

  74. Journal of Econometric Surveys, 12(5), 651-678. Franses, P. H., & Volgelsang, T. J. (1998). On seasonal cycles, unit roots and mean shifts. The Review of Economics and Statistics, 80, 231-240.

  75. Journal of Econometrics, 62, 415-442. Giberti, H. C. (1986). Historia economica de la ganaderia argentina. Buenos Aires: Hyspamerica.
    Paper not yet in RePEc: Add citation now
  76. Journal of Econometrics, 88, 301-339. Jorgenson, D. (1966). Rational distributed lag functions. Econometrica, 34(1), 135-149.
    Paper not yet in RePEc: Add citation now
  77. Journal of Monetary Economics, 60, 152-165. Cellini, R., & Cuccia, T. (2009). Museum and monument attendace and toursim flow: A time series analysis approach. Munich: Munich Personal RePEc Archive.

  78. Kamara, A. (1982). Issues in futures markets: A survey. The Journal of Futures Markets, 2(2), 261-294.

  79. Kawai, M. (1983). Price volatility of storable commodities under rational expectations in spot and futures markets. International Economic Review, 24(2), 435-459.

  80. Kawai, M. (1983b). Spot and futures prices of nonstorables commodities under rational expectations. The Quarterly Journal of Economics, 98(2), 235-254.

  81. Kawai, M., & Zilcha, I. (1986). International trade with forward-futures markets under exchange rate and price uncertainty. Journal of International Economics, 20, 83-98.

  82. Keynes, J. M. (1930). A treatise of money (Vol. II). London: Macmillan.
    Paper not yet in RePEc: Add citation now
  83. Kunst, R. M. (1993). Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series. Empirical Economics, 18, 761-776.

  84. Kunst, R. M., & Franses, P. H. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Times Series. Oxford Bulletin of Economics and Statistics, 73(4), 469-488.

  85. Leuthold, R. (1974). The price perfomance on the futures markets of a nonstorable commodity: Live beef catlle. American Journal of Agricultural Economics, 56(2).

  86. Ljung, G., & Box, G. (1978). On a Measure of Lack of Fit in Time Series Models.
    Paper not yet in RePEc: Add citation now
  87. Martin-Alvarez, F. J., Cano-Fernandez, V. J., & Caceres-Hernandez, J. J. (1999). The introduction of seasonal unit roots and cointegration to test index aggregation optimality: And application to a Spanish farm price index. Empirical Economics, 24, 403-414.

  88. Massell, B. F. (1969). Price Stabilization and Welfare. Quarterly Journal of Economics, 83(2), 284-298.

  89. McCallum, J. (1995). National borders matter: Canada-U.S. regional trade patterns. The American Economic Review, 85(3), 615-623.

  90. McErlean, S., Wu, Z., Moss, J., IJpellar, J., & Doherty, A. (2003). Do EU direct payments to beef producers belong in the blue box? The Australian Journal of Agricultural and Resource Economics, 47(1), 55-73.

  91. Moffett, M. (2012, June 13). Dollars Become Scarce as Argentina Cries Peso. The Wall Street Journal.
    Paper not yet in RePEc: Add citation now
  92. Mugambe, G. K., & Reilly, B. (2007). Seasonality and Industrial Production in Uganda.

  93. Netz, J. (1995). The effect of futures markets and corners on storage and spot price variability. American Journal of Agricultural Economics, 77(1), 182-193.

  94. New Haven: Yale University Press. Dickey, D., & Fuller, W. (1979). Distribution of the estimatiors for autorregresive time series with a unit root. Journal of the American Statistical Association, 84, 427-431.
    Paper not yet in RePEc: Add citation now
  95. Newbery, D. M. (1987). When do futures destabilize spot prices? International Economic Review, 28(2), 291-297.

  96. Newbery, D. M., & Stiglitz, J. E. (1981). The theory of commodity price stabilization: A study in the economics of risk. Oxford: Clarendon Press.
    Paper not yet in RePEc: Add citation now
  97. Newbery, D., & Stiglitz, J. (1979). The theory of commodity price stabilisation rules: welfare impacts and supply responses. The Economic Journal, 356, 799-817.

  98. Olivo, S. L. (2010). Condiciones para el desarrollo de los mercados de futuro.
    Paper not yet in RePEc: Add citation now
  99. Osborn, D. R. (1993). Seasonal cointegration. Journal of Econometrics, 55, 299-303.

  100. Ouerfelli, C. (2008). Co-integration analysis of quarterly European toursim demand in Tunisia. Tourism Management(29), 127-137.
    Paper not yet in RePEc: Add citation now
  101. Oxford Bulletin of Economics and Statistics, 48(3), 213-228. 252 Gray, R., & Rutledge, D. (1971). The economics of commodity futures markets: a survey. Review of Marketing and Agricultural Economics, 39(4), 57-108.

  102. Peck, A. E. (1976). Futures markets, supply response, and price stability. The Quarterly Journal of Economics, 90(3), 407-423.

  103. Perez-Pascual, P., & Sanz-Carnero, B. (2009). Law of one price: evidence from the Spanish wheat market. The Annals of Regional Science, 47, 329-351.

  104. Perron, P. (1988). Trends and rando walks in macroeconomic time series: Further evidence from a new approach. Journal of Economic Dynamics and Control, 12, 297332.

  105. Perron, P. (1989). The Great Crash, the Oil Shock and the unit root hypothesis.

  106. Perron, P., & Vogelsang, T. (1992). Nonstationarity and level shifts with an application to purchasing power parity. Journal of Business & Economics Statistics, 10(3), 301-320.

  107. Pierce, D. A. (1979). Seasonal Adjustment when both Deterministic and Stochastic Seasonality are Present. In A. Zellner, Seasonal Analysis of Economic Time Series (pp.

  108. Pingal (Eds.), Handbook of Agricultural Economics (Vol. 4, pp. 6-65). Elsevier. Enders, W. (1995). Applied Econometric Time Series (1st Edition ed.). John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  109. Prebisch, R. (1959). Commercial Policy in the Underdeveloped Countries. The American Economic Review, 49(2), 251-273.
    Paper not yet in RePEc: Add citation now
  110. Rennes, France: University of Rennes 1. Bohl, M. (2000). Nonstationary stochastic seasonality and the German M2 money demand function. European Economic Review, 44, 61-70.

  111. Rodrigues, P. M., & Osborn, D. R. (1999). Performance of seasonal unit root tests for monthly data. Journal of Applied Statistics, 26(8), 985-1004.

  112. Rossana, R., & Seater, J. (1995). Temporal Aggregation and Economic Time Series.

  113. Silvestrini, A., & Veredas, D. (2008). Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey. Journal of Economic Surveys, 22(8), 458497.

  114. Smith, J., & Otero, J. (1997). Structural breaks and seasonal integration. Economic Letters, 56, 13-19.

  115. Stein, J. L. (1979). Spot, forward and futures. Research in Finance, 1, 225-310.
    Paper not yet in RePEc: Add citation now
  116. Street, J. H. (1974). The Ayres-Kuznets Framework and Argentine Dependency. Journal of Economic Issues, 3(4), 707-728.

  117. Tasseven, O. (2008). Modelling Seasonality - An Extension of the HEGY Approach in the Presence of Two Structural Breaks. Panoeconomicus(4), 465-484.

  118. Taylor, A. M. (1998). Testing for unit roots in monthly time series. Journal of Time Series Analysis, 19(3), 349-368.

  119. The American Economic Review, 69(5), 989-995. 253 Huang, T.-H., & Shen, C.-H. (1999). Applying the seasonal error correction model to the demand for international reserves in Taiwan. Journal of International Money and Finance, 18, 107-131.

  120. The Economist (2012, February 25) Dont lie to me, Argentina.
    Paper not yet in RePEc: Add citation now
  121. The Economist (2013, July 4) ‘A fistful of financial instruments’.
    Paper not yet in RePEc: Add citation now
  122. Tokihisa, A., & Hamori, S. (2001). Seasonal Integration for daily data. Econometric Reviews, 20(2), 187-200.

  123. Turnovsky, S. (1979). Futures markets, private storage and price stabilization. Journal of Public Economics, 12, 301-327.

  124. Turnovsky, S. J. (1983). The Determination of spot and futures prices with storable commodities. Econometrica, 51(5), 1363-1387.

  125. Turnovsky, S. J., & Campbell, R. B. (1985). The stabilising and welfare properties of futures markets: A simulation approach. International Economic Review, 92(2), 227-303.

  126. Viaene, J. M., & Zilcha, I. (1998). The behavior of competitive exporting firms under multiple uncertainty. International Economic Review, 39(3).

  127. Wilcox, D. (1992). The Construction of U.S. Consumption Data: Some Facts and Their Implications for Empirical Work. American Economic Review, 82, 922-941.

  128. Williamson, J. (1990). What Washington Means by Policy Reform. In J. Williamson (Ed.), Latin American Adjustment: How Much Has Happened? Peterson Institute for International Economics.

  129. Working, H. (1949). The Theory of the price of storage. American Economic Review, 39, 591-609.
    Paper not yet in RePEc: Add citation now
  130. Wright, B. D., & Williams, J. C. (1982). The economic role of commodity storage. The Economic Journal, 92(367), 596-614.

  131. Zivot, E., & Andrews, D. (1992). Further evidence on Great Crash, the oil price shock and the unit root hypothesis. Journal of Business and Economic Statistics, 10, 251-270.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). Cho, Jin Seo ; Greenwood-Nimmo, Matthew ; Shin, Yongcheol.
    In: Working papers.
    RePEc:yon:wpaper:2021rwp-186.

    Full description at Econpapers || Download paper

  2. Linking soy oil demand from the US Renewable Fuel Standard to palm oil expansion through an analysis on vegetable oil price elasticities. (2019). Santeramo, Fabio ; Searle, Stephanie.
    In: Energy Policy.
    RePEc:eee:enepol:v:127:y:2019:i:c:p:19-23.

    Full description at Econpapers || Download paper

  3. Linking soy oil demand from the US Renewable Fuel Standard to palm oil expansion through an analysis on vegetable oil price elasticities. (2018). Santeramo, Fabio ; Searle, Stephanie.
    In: MPRA Paper.
    RePEc:pra:mprapa:90248.

    Full description at Econpapers || Download paper

  4. Old and new formulations of the neoclassical theory of aggregate investment : a critical review. (2017). Girardi, Daniele.
    In: UMASS Amherst Economics Working Papers.
    RePEc:ums:papers:2017-03.

    Full description at Econpapers || Download paper

  5. 2017 North Dakota Agricultural Outlook: Representative Farms, 2017-2026. (2017). Taylor, Richard D.
    In: Agribusiness & Applied Economics Report.
    RePEc:ags:nddaae:262019.

    Full description at Econpapers || Download paper

  6. Agricultural Trade, Policy Reforms, and Global Food Security. (2016). Anderson, Kym.
    In: Palgrave Studies in Agricultural Economics and Food Policy.
    RePEc:pal:psaefp:978-1-137-46925-0.

    Full description at Econpapers || Download paper

  7. DYNAMICS OF MACROECONOMIC SHOCKS ON FOOD ASSISTACE PROGRAMS IN THE UNITED STATES. (2016). Holmes, Madilyn ; Dharmasena, Senarath.
    In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas.
    RePEc:ags:saea16:229953.

    Full description at Econpapers || Download paper

  8. 2016 North Dakota Agricultural Outlook: Representative Farms, 2016-2025. (2016). Taylor, Richard D.
    In: Agribusiness & Applied Economics Report.
    RePEc:ags:nddaae:245859.

    Full description at Econpapers || Download paper

  9. Futures prices, trade and domestic supply of agricultural commodities. (2015). Mendez Parra, Maximiliano.
    In: Economics PhD Theses.
    RePEc:sus:susphd:0115.

    Full description at Econpapers || Download paper

  10. Food Prices Spikes and Poor, Small Economies: What Role for Trade Policies. (2015). Anderson, Kym ; Thennakoon, Jayanthi.
    In: African Journal of Agricultural and Resource Economics.
    RePEc:ags:afjare:200591.

    Full description at Econpapers || Download paper

  11. Reviewing the literature on non-parametric dynamic efficiency measurement: state-of-the-art. (2014). Johnson, Andrew ; Fallah-Fini, Saeideh ; Triantis, Konstantinos.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:41:y:2014:i:1:p:51-67.

    Full description at Econpapers || Download paper

  12. Food price inflation, growth and poverty. (2014). Srinivasan, P. V. ; Jha, Shikha.
    In: Chapters.
    RePEc:elg:eechap:14879_4.

    Full description at Econpapers || Download paper

  13. Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States. (2014). Capps, Oral ; Bessler, David ; Dharmasena, Senarath ; Ishdorj, Ariun.
    In: 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas.
    RePEc:ags:saea14:162368.

    Full description at Econpapers || Download paper

  14. Trade Barrier Volatility and Agricultural Price Stabilization. (2012). Anderson, Kym ; Nelgen, Signe.
    In: World Development.
    RePEc:eee:wdevel:v:40:y:2012:i:1:p:36-48.

    Full description at Econpapers || Download paper

  15. 2011 North Dakota Agricultural Outlook: Representative Farms, 2011-2020. (2011). Swenson, Andrew L. ; Koo, Won W. ; Taylor, Richard D..
    In: Agribusiness & Applied Economics Report.
    RePEc:ags:nddaae:115629.

    Full description at Econpapers || Download paper

  16. 2011 Outlook of the U.S. and World Corn and Soybean Industries, 2010-2020. (2011). Taylor, Richard D. ; Koo, Won W..
    In: Agribusiness & Applied Economics Report.
    RePEc:ags:nddaae:115564.

    Full description at Econpapers || Download paper

  17. The impact of shopbot use on prices and price dispersion: Evidence from online book retailing. (2010). Montgomery, Alan ; Tang, Zhulei ; Smith, Michael D..
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:28:y:2010:i:6:p:579-590.

    Full description at Econpapers || Download paper

  18. THE ROLE OF EXCHANGE RATE IN SINO-U.S. BILATERAL TRADE. (2007). Zhuang, Renan ; Koo, Won W..
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:25:y:2007:i:3:p:362-373.

    Full description at Econpapers || Download paper

  19. Models of Office Market Dynamics. (2003). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:40:y:2003:i:1:p:71-89.

    Full description at Econpapers || Download paper

  20. The impact of delivery lags on irreversible investment under uncertainty. (2002). Alvarez, Luis ; Alvarez, Luis H. R., ; Keppo, Jussi.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:136:y:2002:i:1:p:173-180.

    Full description at Econpapers || Download paper

  21. Housing Vacancy and Rental Adjustment: Evidence from Hong Kong. (1999). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:36:y:1999:i:10:p:1769-1782.

    Full description at Econpapers || Download paper

  22. Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply. (1998). Nerlove, Marc ; Fornari, Ilaria.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:83:y:1998:i:1-2:p:129-161.

    Full description at Econpapers || Download paper

  23. Live Cattle Trade Between the United States and Canada: Effects of Canadian Slaughter Capacity and Health Regulations. (1997). Marsh, John M ; Young, Linda M.
    In: Research Discussion Papers.
    RePEc:ags:motrdp:256821.

    Full description at Econpapers || Download paper

  24. A DICTIONARY OF ECONOMETRICS. (1994). Darnell, Adrian C..
    In: Books.
    RePEc:elg:eebook:118.

    Full description at Econpapers || Download paper

  25. Dynamic factor demand in a rationing model. (1992). Smolny, Werner .
    In: Discussion Papers, Series II.
    RePEc:zbw:kondp2:175.

    Full description at Econpapers || Download paper

  26. Cartel instability and periodic price shocks. (1992). Rauscher, Michael.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:55:y:1992:i:2:p:209-219.

    Full description at Econpapers || Download paper

  27. FARM MACHINERY INVESTMENT AND THE TAX REFORM ACT OF 1986. (1992). Hrubovcak, James ; Durst, Ron ; Conway, Roger ; Leblanc, Michael.
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:30743.

    Full description at Econpapers || Download paper

  28. U.S. livestock production and factor demand: a multiproduct dynamic dual approach. (1991). Eswaramoorthy, K.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1991010108000010523.

    Full description at Econpapers || Download paper

  29. Estimation of Dynamic Nonlinear Rational Expectations Models for Primary Commodity Markets with Private and Government Stockholding. (1991). Miranda, Mario ; Glauber, Joseph W.
    In: 1991 Annual Meeting, August 4-7, Manhattan, Kansas.
    RePEc:ags:aaea91:271242.

    Full description at Econpapers || Download paper

  30. Die Dynamik der Rentabilität als stochastischer Prozess: eine empirische Zeitreihenanalyse von ausgewählten deutschen und amerikanischen Unternehmen. Vom Fachbereich 20 Informatik der Technischen Un. (1990). Mahmood, Talat .
    In: EconStor Books.
    RePEc:zbw:esmono:112236.

    Full description at Econpapers || Download paper

  31. Profit shares, investment and output capacity. (1987). Andersen, Palle S..
    In: BIS Working Papers.
    RePEc:bis:biswps:12.

    Full description at Econpapers || Download paper

  32. ECONOMIC CONSEQUENCES OF TAX REFORM ON AGRICULTURAL INVESTMENT. (1987). Conway, Roger ; Hrubovcak, James ; Durst, Ron ; Leblanc, Michael.
    In: 1987 Annual Meeting, August 2-5, East Lansing, Michigan.
    RePEc:ags:aaea87:270122.

    Full description at Econpapers || Download paper

  33. Investment, Tobins Q, and Multiple Capital Inputs. (1986). Chirinko, Bob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2033.

    Full description at Econpapers || Download paper

  34. Chapter 9 Dynamic models of labour demand. (1986). Nickell, S J.
    In: Handbook of Labor Economics.
    RePEc:eee:labchp:v:1:y:1986:i:c:p:473-522.

    Full description at Econpapers || Download paper

  35. The Ineffectiveness of Effective Tax Rates on Business Investment. (1985). Chirinko, Bob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1704.

    Full description at Econpapers || Download paper

  36. A GENERALIZED SUPPLY RESPONSE/FACTOR DEMAND MODEL AND ITS APPLICATION TO THE FEEDER CATTLE MARKET. (1985). Shonkwiler, J ; Schonkwiler, J. S. ; Hinckley, Suzanne .
    In: Western Journal of Agricultural Economics.
    RePEc:ags:wjagec:32322.

    Full description at Econpapers || Download paper

  37. Tax Policy and Agricultural Investment. (1985). Hrubovcak, James ; Leblanc, Michael.
    In: Technical Bulletins.
    RePEc:ags:uerstb:157673.

    Full description at Econpapers || Download paper

  38. The Structure of Agricultural Investment: Comparing a Flexible Accelerator with Stochastic Coefficients. (1985). Hrubovcak, James ; Conway, Roger ; Leblanc, Michael.
    In: Technical Bulletins.
    RePEc:ags:uerstb:157016.

    Full description at Econpapers || Download paper

  39. TESTING FOR DISEQUILIBRIUM IN THE DEMAND FOR AGRICULTURAL INPUTS. (1984). Leblanc, Michael ; Lutton, Thomas .
    In: Western Journal of Agricultural Economics.
    RePEc:ags:wjagec:32382.

    Full description at Econpapers || Download paper

  40. AN ANALYTICAL FRAMEWORK FOR EXAMINING INVESTMENT IN AGRICULTURE. (1984). Hrubovcak, James ; Leblanc, Michael.
    In: Staff Reports.
    RePEc:ags:uerssr:277581.

    Full description at Econpapers || Download paper

  41. TOWARD A BEHAVIORAL APPROACH TO MODELLING DYNAMIC PRODUCTION CHOICE STRUCTURES. (1984). Weaver, Robert ; Stefanou, Spiro.
    In: Northeastern Journal of Agricultural and Resource Economics.
    RePEc:ags:nejare:28906.

    Full description at Econpapers || Download paper

  42. A rational expectations approach to the modelling of agricultural supply: a case study of Iowa. (1983). Tegene, Abebayehu.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:198301010800009963.

    Full description at Econpapers || Download paper

  43. Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs. (1982). Pakes, Ariel ; Griliches, Zvi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0933.

    Full description at Econpapers || Download paper

  44. Structural econometric modelling and time series analysis towards an integrated approach. (1981). Palm, Franz.
    In: Serie Research Memoranda.
    RePEc:vua:wpaper:1981-4.

    Full description at Econpapers || Download paper

  45. An Econometric Model for Forecasting Regional Population Growth. (1981). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:6:y:1981:i:1:p:53-70.

    Full description at Econpapers || Download paper

  46. THE DYNAMICS OF SUPPLY: RETROSPECT AND PROSPECT. (1979). Nerlove, Marc.
    In: 1979 Annual Meeting, July 29-August 1, Pullman, Washington.
    RePEc:ags:aaea79:277829.

    Full description at Econpapers || Download paper

  47. Positive Economics or What?. (1977). Jones, Evan.
    In: The Economic Record.
    RePEc:bla:ecorec:v:53:y:1977:i:3:p:350-363.

    Full description at Econpapers || Download paper

  48. The multinational firm and the determinants of investment. (1973). Guy V. G. Stevens, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:29.

    Full description at Econpapers || Download paper

  49. Some Estimates of Supply and Inventory Response Functions for the Cattle and Sheep Sector of New South Wales. (1973). freebairn, john.
    In: Review of Marketing and Agricultural Economics.
    RePEc:ags:remaae:9629.

    Full description at Econpapers || Download paper

  50. A Comparison of Alternative Optimal Models of Advertising Expenditures, Stock Adjustment vs. Control Theoretic Approaches Applied to Japanese Pharmaceutical Companies. (1972). Tsurumi, Hiroki .
    In: Working Papers.
    RePEc:qed:wpaper:69.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 06:55:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.