Matthew T. Holt
Works (19)
Updated: July 5th, 2023 16:03
2019 journal article
Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 50.
author keywords: Exchange rate pass-through; Oriented strand board; Smooth transition model; Unemployment rate
mpra.ub.uni-muenchen.de (repository)
Source: Web Of Science
Added: January 13, 2020
2008 journal article
Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940
EXPLORATIONS IN ECONOMIC HISTORY, 45(1), 30–50.
author keywords: hog cycle; refrigeration; seasonality; structural change; time-varying smooth transition autoregression
Source: Web Of Science
Added: August 6, 2018
2006 journal article
Nonlinear dynamics and structural change in the US hog-corn cycle: A time-varying star approach
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 88(1), 215–233.
author keywords: hog-corn cycle; nonlinearity; structural change; time-series models
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Quasi-rational and ex ante price expectations in commodity supply models: An empirical analysis of the US broiler market
JOURNAL OF APPLIED ECONOMETRICS, 18(4), 407–426.
Source: Web Of Science
Added: August 6, 2018
2002 journal article
Combining time-varying and dynamic multi-period optimal hedging models
EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS, 29(4), 471–500.
author keywords: bivariate GARCH; dynamic programming; multi-period hedging
Source: Web Of Science
Added: August 6, 2018
2002 journal article
Crack spread hedging: Accounting for time-varying volatility spillovers in the energy futures markets
Journal of Applied Econometrics, 17(3), 269–289.
Source: NC State University Libraries
Added: August 6, 2018
2002 journal article
Hedging foreign currency, freight, and commodity futures portfolios - A note
JOURNAL OF FUTURES MARKETS, 22(12), 1205–1221.
Source: Web Of Science
Added: August 6, 2018
2002 journal article
Inverse demand systems and choice of functional form
EUROPEAN ECONOMIC REVIEW, 46(1), 117–142.
author keywords: bootstrapped LR tests; hybrid model; inverse demand systems; non-nested tests; choice of functional form
Source: Web Of Science
Added: August 6, 2018
2002 journal article
Market efficiency in agricultural futures markets
APPLIED ECONOMICS, 34(12), 1519–1532.
Source: Web Of Science
Added: August 6, 2018
2002 journal article
Parametric and semiparametric modeling of the off-farm labor supply of agrarian households in transition Bulgaria
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 84(1), 184–209.
author keywords: economic transition; labor supply; semiparametric estimation
Source: Web Of Science
Added: August 6, 2018
2001 journal article
Incorporating quadratic scale curves in inverse demand systems
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 83(1), 230–245.
author keywords: Antonelli matrix; inverse demands; negative semidefinite; quadratic scale curves
Source: Web Of Science
Added: August 6, 2018
2000 journal article
Hedging multiple price uncertainty in international grain trade
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 82(4), 881–896.
author keywords: commodity and freight futures; multiple risk; multivariate GARCH
Source: Web Of Science
Added: August 6, 2018
1999 journal article
A linear approximate acreage allocation model
Journal of Agricultural and Resource Economics, 24(2), 383–397.
Source: NC State University Libraries
Added: August 6, 2018
1999 journal article
Price transmission and asymmetric adjustment in the US beef sector
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 81(3), 630–637.
Source: Web Of Science
Added: August 6, 2018
1998 journal article
Autocorrelation specification in singular equation systems: A further look
ECONOMICS LETTERS, 58(2), 135–141.
author keywords: autoregressive errors; rank reduction; singular demand systems
Source: Web Of Science
Added: August 6, 2018
1998 journal article
Endogenous risk in rational expectations commodity models: a multivariate GARCH_M approach
Journal of Empirical Finance, 5(1998), 99–129.
Source: NC State University Libraries
Added: August 6, 2018
1997 journal article
Generalized habit formation in inverse almost ideal demand systems: an application to meat expenditures in the U.S.
Empirical Economics, 22(1997), 293–320.
Source: NC State University Libraries
Added: August 6, 2018
1995 journal article
Total response measures in systems of nonlinear equations: An application to a model of the U.S. dairy sector
Canadian Journal of Agricultural Economics, 43(2), 285.
Source: NC State University Libraries
Added: August 6, 2018
1994 journal article
Price-band stabilization programs and risk: An application to the U.S. corn market
Western Journal of Agricultural and Resource Economics, 19(2), 239.
Source: NC State University Libraries
Added: August 6, 2018
