Spatial Market Integration In The Presence Of Threshold Effects

By Barry K. Goodwin, N. Piggott. 2001

576 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/5aafde2fd1060b0add03acf5dc4f5ca69decb17f

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In Economics and Econometrics

Citations in the corpus

Biofuel-related price transmission literature: A review (2013, background): “Another central property of time-series is that the dynamics of a system of variables may be characterized by the existence of a long-run relationship and a built-in tendency to adjust to this equilibrium (Goodwin and Piggott, 2001; Saghaian, 2010; Serra et al., 2006).”
Short-run price forecast performance of individual and composite models for 496 corn cash markets (2017, background): “On days such as holidays where prices are missing in eachmarket, we omit the observations and assume smooth data continuity [28].”
Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2016, background): “Although much of the empirical evidence appears to support uni-directional causality from the farm to the downstream markets (e.g. Goodwin and Piggott, 2001; Abdulai, 2002), there have been studies which identified the wholesale or the retail market as causal ones for meats (e.g. Bernard and…”
Asymmetric price transmission in the Spanish lamb sector (2007, background): “…into two regimes (Balke and Fomby, 1997; Enders and Granger, 1998, Abdulai, 2000 and 2002, Hansen and Seo, 2002) or two thresholds (λ1 and λ2) to separate the adjustment process into three regimes (Obstfeld and Taylor, 1997; Goodwin and Piggott, 2001; Serra and Goodwin, 2002, Meyer, 2003, etc.).”
Causality And Price Discovery: An Application Of Directed Acyclic Graphs (2004, methodology): “Examples of papers employing such techniques include Chowdhury (1991) and Goodwin and Piggott (2001).”
Local polynomial fitting and spatial price relationships: price transmission in EU pork markets (2006, methodology): “Goodwin and Piggott (2001) suggested defining pairs of prices consisting of a central market price (Pit) and another market price (Pjt), where the central market is the largest market in terms of volume.8 In our analysis, Germany plays this role as it is the most populated EU-15 country, the…”