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	Provedor de dados AgEcon (5) Autor Doole, Graeme J. (1) Durham, Catherine A. (1) Filler, Gunther (1) Goodwin, Barry K. (1) Han, Shengfei (1) Hertzler, Greg (1) Kaiser, Harry M. (1) Liu, Xiaoliang (1) Odening, Martin (1) Pelletier, Denis (1) Tejeda, Hernan A. (1) Zheng, Yuqing (1) Mais... Palavra-chave Regime switching (5) Q11 (2) Agribusiness (1) Agricultural and Food Policy (1) Agricultural commodity market (1) Asymmetric advertising response (1) C12 (1) C32 (1) China (1) Crop Production/Industries (1) Crop sequences (1) Demand and Price Analysis (1) Demand system (1) Dynamic correlations (1) F15 (1) Farm Management (1) Food Consumption/Nutrition/Food Safety (1) Fundamental values. (1) Futures markets (1) G13 (1) Mais... Tipo do documento Journal Article (3) Conference Paper or Presentation (1) Presentation (1) Ano 2012 (1) 2011 (1) 2010 (1) 2009 (1) 2008 (1) País United States (5) Idioma Inglês (5)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 5 Primeira ... 1 ... Última Spatial Price Analysis Incorporating Rate of Trade: Methods and Application to United States–China Soybean Trade AgEcon Han, Shengfei; Durham, Catherine A.. A regime-switching model for analysis of market integration has been developed that incorporates rate of trade information. An application of the methods to United States–China soybean trade demonstrates that the extended trade information allows better interpretation of market conditions. While the empirical results show that China’s reform efforts since mid 1990s toward an open market have greatly improved United States–China soybean markets integration, about 40% of nontransitional disequilibrium occurrences likely indicate infrastructural limits such as the lack of information availability and limited competition. The United States–China price linkage is observed to be closer after China’s World Trade Organization membership. The link has also been... Tipo: Journal Article Palavras-chave: China; Futures markets; Market integration; Regime switching; Soybeans; World Trade Organization; Agricultural and Food Policy; Crop Production/Industries; Farm Management; International Relations/Trade; Marketing; F15; G13; Q11. Ano: 2010 URL: http://purl.umn.edu/90667 Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach AgEcon Liu, Xiaoliang; Filler, Gunther; Odening, Martin. The sharp increase in agricultural commodity prices in 2008 and in 2011 has triggered an intensive debate on the causes for these price booms. Speculative bubbles have been quoted as one factor among others for the price peaks. Against this background, our paper contributes to this discussion by implementing a novel test procedure for speculative bubbles which has been suggested in the stock market literature. We use a regime switching regression model to test the hypothesis that agricultural prices are driven by periodically collapsing bubbles. The analysis is conducted for wheat, which is one of the most important crops worldwide. Our results show that the data do not support this particular bubbles hypothesis. Tipo: Presentation Palavras-chave: Agricultural commodity market; Net convenience yield; Speculative bubbles; Regime switching; Fundamental values.; Risk and Uncertainty; C12; Q13; Q14. Ano: 2012 URL: http://purl.umn.edu/122554 A State Dependent Regime Switching Model of Dynamic Correlations AgEcon Tejeda, Hernan A.; Goodwin, Barry K.; Pelletier, Denis. Replaced with revised version of paper 07/29/09. Tipo: Conference Paper or Presentation Palavras-chave: Dynamic correlations; Regime switching; State dependent probabilities; Thresholds; Spillovers; Research Methods/ Statistical Methods. Ano: 2009 URL: http://purl.umn.edu/49370 Estimating Asymmetric Advertising Response: An Application to U.S. Nonalcoholic Beverage Demand AgEcon Zheng, Yuqing; Kaiser, Harry M.. We propose a regime-switching model that allows demand to respond asymmetrically to upward and downward advertising changes. With the introduction of a smooth transition function, the model features smooth rather than abrupt parameter changes between regimes. We apply the model to nonalcoholic beverage data in the United States for 1974 through 2005 to investigate asymmetric advertising response. Results indicate that a decrease in milk advertising had a more profound impact on milk demand than an increase did. An increase in milk advertising had no impact on milk demand, but a decrease could have an own-advertising elasticity up to 0.049. Tipo: Journal Article Palavras-chave: Asymmetric advertising response; Demand system; Negative asymmetry; Nonalcoholic beverage demand; Positive asymmetry; Regime switching; Smooth transition function; Agribusiness; Demand and Price Analysis; Food Consumption/Nutrition/Food Safety; C32; M37; Q11. Ano: 2008 URL: http://purl.umn.edu/47262 Optimal Dynamic Management of Agricultural Land-Uses: An Application of Regime Switching AgEcon Doole, Graeme J.; Hertzler, Greg. The capacity of global agricultural production to meet increased demand for food from population growth and wealth accumulation is threatened by extensive land degradation. Nonetheless, previous research has focused primarily on the dynamic implications of input management and ignored land-use choice. This paper extends this theory through an examination of the intertemporal management of agricultural land through the use of non-crop inputs, such as fertilizer, and land uses that either degrade or restore productivity. The need to consider the relative total asset value of alternative crops over time is demonstrated. Moreover, higher output prices for degrading crops are shown to increase their relative value, motivating the later adoption of substitutes.... Tipo: Journal Article Palavras-chave: Crop sequences; Land degradation; Regime switching; International Development; Production Economics; Q15; Q24. Ano: 2011 URL: http://purl.umn.edu/100643 Registros recuperados: 5 Primeira ... 1 ... Última

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