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.

By: B. Goodwin n, M. Holt* & J. Prestemon*

author keywords: Exchange rate pass-through; Oriented strand board; Smooth transition model; Unemployment rate
Source: Web Of Science
Added: January 13, 2020

2007 journal article

Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940

EXPLORATIONS IN ECONOMIC HISTORY, 45(1), 30–50.

By: L. Craig n & M. Holt*

author keywords: hog cycle; refrigeration; seasonality; structural change; time-varying smooth transition autoregression
UN Sustainable Development Goal Categories
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.

By: M. Holt n & L. Craig n

author keywords: hog-corn cycle; nonlinearity; structural change; time-series models
UN Sustainable Development Goal Categories
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.

By: M. Holt n & A. McKenzie

UN Sustainable Development Goal Categories
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.

By: M. Haigh & M. Holt

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.

By: M. Haigh & M. Holt

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.

By: M. Haigh* & M. Holt n

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.

By: M. Holt n

author keywords: bootstrapped LR tests; hybrid model; inverse demand systems; non-nested tests; choice of functional form
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2002 journal article

Market efficiency in agricultural futures markets

APPLIED ECONOMICS, 34(12), 1519–1532.

By: A. McKenzie n & M. Holt n

UN Sustainable Development Goal Categories
2. Zero Hunger (OpenAlex)
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.

By: B. Goodwin n & M. Holt n

author keywords: economic transition; labor supply; semiparametric estimation
UN Sustainable Development Goal Categories
2. Zero Hunger (Web of Science)
8. Decent Work and Economic Growth (OpenAlex)
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.

By: R. Beach n & M. Holt n

author keywords: Antonelli matrix; inverse demands; negative semidefinite; quadratic scale curves
UN Sustainable Development Goal Categories
14. Life Below Water (OpenAlex)
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.

By: M. Haigh* & M. Holt*

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.

By: M. Holt

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.

By: B. Goodwin n & M. Holt n

UN Sustainable Development Goal Categories
2. Zero Hunger (OpenAlex)
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.

By: M. Holt n

author keywords: autoregressive errors; rank reduction; singular demand systems
TL;DR: A new model is presented that is based on the factorization and rank reduction procedures for positive semidefinite matrices first advanced by Diewert and Wales (1988) to explore parsimonious specifications for autocorrelation matrices in singular equation systems. (via Semantic Scholar)
UN Sustainable Development Goal Categories
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.

By: M. Holt n & S. Aradhyula*

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.

By: M. Holt n & B. Goodwin n

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.

By: M. Holt & S. Aradhyula*

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.

By: M. Holt

Source: NC State University Libraries
Added: August 6, 2018

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