Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork market

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Threshold autoregression in economics (2011, background): “For example, applications to the price of pork can be found in Goodwin and Harper [35] and Absulai [1].”
Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2016, background): “…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 Willett, 1996;…”
Econometric models of asymmetric price transmission (2007, unknown): “However, some authors assert that, if the true long-run relationship between two prices is asymmetric, a test for cointegration based on a symmetric long-run equilibrium may lead to misleading results (see, among others, 36 Arden et al., 1997; Abdulai, 2002).”
Asymmetric Price Transmission: A Survey (2004, methodology): “Abdulai (2000, 2002) studies Swiss pork markets using the Enders & Granger framework.”