The commodity terms of trade, unit roots, and nonlinear alternatives: A smooth transition approach

American Journal of Agricultural Economics

Volumn 91, Issue 1, 2009, Pages 87-105

  Balagtas, Joseph V ^a   Holt, Matthew T ^a  

^a PURDUE UNIVERSITY   (United States)

Author keywords

Nonlinear model; Primary commodities; Smooth transition autoregression; Time varying autoregression; Unit root tests

Indexed keywords

BOOTSTRAPPING; COMMODITY; HYPOTHESIS TESTING; PRICE DYNAMICS; REGRESSION ANALYSIS; TERMS OF TRADE;

EID: 58149480362     PISSN: 00029092     EISSN: 14678276     Source Type: Journal    
DOI: 10.1111/j.1467-8276.2008.01179.x     Document Type: Article

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