Threshold effects in price transmission: The case of Brazilian wheat, maize, and soya prices

American Journal of Agricultural Economics

Volumn 89, Issue 2, 2007, Pages 308-323

  Balcombe, Kelvin ^a   Bailey, Alastair ^b,c   Brooks, Jonathan ^d  

^a UNIVERSITY OF READING   (United Kingdom)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

^c UNIVERSITY OF KENT   (United Kingdom)

^d OECD   (France)

Author keywords

Bayesian estimation; Ccointegration; Thresholde ffects

Indexed keywords

BAYESIAN ANALYSIS; COINTEGRATION ANALYSIS; COMMODITY PRICE; ERROR CORRECTION; MAIZE; PRICE DYNAMICS; SOYBEAN; THRESHOLD; TRANSACTION COST; WHEAT;

GLYCINE MAX; TRITICUM AESTIVUM; ZEA MAYS;

EID: 34547473783     PISSN: 00029092     EISSN: 14678276     Source Type: Journal    
DOI: 10.1111/j.1467-8276.2007.01013.x     Document Type: Article

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