Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market

By Douglas J. Miller, M. Hayenga. 2001

154 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Econometric models of asymmetric price transmission (2007, unknown): “Within the class of the multivariate ARDL models, only two out of four papers investigate the existence of a long-run relationship, namely Miller and Hayenga (2001) and Shepherd (2004).”
Asymmetric Price Transmission: A Survey (2004, background): “As outlined above, Miller & Hayenga (2001) propose testing for APT in low- and high-frequency ranges of the frequency domain as a means of linking cause and effect.”
Biofuel-related price transmission literature: A review (2013, background): “In being non-structural models, however, time-series models do not allow distinguishing price patterns under alternative theories (Miller and Hayenga, 2001).”
Price transmission and asymmetric adjustment in the Spanish dairy sector (2003, background): “E-mail: bkgoodwi@are1.cals.ncsu.edu 1 See for example Kinnucan and Forker (1987), Bailey and Brorsen (1989), Goodwin and Holt (1999) and Miller and Hayenga (2001).”