This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Matthew T. Holt

Personal Details | Affiliation | Works
This is information that was supplied by Matthew Holt in registering through RePEc. If you are Matthew T. Holt , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Matthew
Middle Name: T.
Last Name: Holt
Suffix:

RePEc Short-ID: pho264

Email:
Homepage: http://www.agecon.purdue.edu/directory/details.asp?username=mholt
Postal Address: Department of Agricultural Economics Purdue University Krannert Building Room 639 403 W. State Street West Lafayette, IN 47907-2056
Phone: 765-494-7709

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany. [Downloadable!]

  2. Holt, Matthew T. & Balagtas, Joseph V., 2009. "Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand," MPRA Paper 15331, University Library of Munich, Germany. [Downloadable!]

  3. Ubilava, David & Holt, Matthew T., 2009. "Nonlinearities in the World Vegetable Oil Price System: El Nino Effects," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49360, Agricultural and Applied Economics Association. [Downloadable!]

  4. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper 9684, University Library of Munich, Germany. [Downloadable!]
    Published as:

  5. Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008. "Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6518, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  6. Lynch, Alee L. & Holt, Matthew T. & Gray, Allan W., 2007. "Modeling Technical Change in Midwest Corn Yields, 1895-2005: A Time Varying-Regression Approach," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 9896, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  7. Klaiber, H. Allen & Holt, Matthew T., 2007. "The Role of Theoretical Restrictions in Price Forecasting with Inverse Demand Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 9968, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  8. Balagtas, Joseph V. & Holt, Matthew T., 2006. "Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis," 2006 Annual meeting, July 23-26, Long Beach, CA 21405, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  9. Bishop, Richard C. & Holt, Matthew T. & Hilmer, Christiana E., 2004. "Bootstrapping Your Fish Or Fishing For Bootstraps?: Precision Of Welfare Loss Estimates From A Globally Concave Inverse Demand Model Of Commercial Fish Landings In The U.S. Great Lakes," 2004 Annual meeting, August 1-4, Denver, CO 20272, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  10. Moschini, Giancarlo & Holt, M., 2004. "Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States," Staff General Research Papers 11252, Iowa State University, Department of Economics.
    Published as:

  11. Bishop, Richard C. & Holt, Matthew, 2003. "Estimating Post-harvest Benefits from Increases in Commercial Fish Catches with Implications for Remediation of Impingement and Entrainment Losses at Power Plants," Staff Paper Series 458, University of Wisconsin, Agricultural and Applied Economics. [Downloadable!]

  12. Haigh, Michael S. & Holt, Matthew T., 2002. "Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note," Working Papers 28573, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]

  13. Haigh, Michael S. & Holt, Matthew T., 2002. "Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models," Working Papers 28593, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    Published as:

  14. Ji, Wen & Holt, Matthew T., 2000. "Price Uncertainty And Agricultural Productivity," 2000 Annual meeting, July 30-August 2, Tampa, FL 21736, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  15. Hilmer, Christiana E. & Holt, Matthew T., 2000. "A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife," 2000 Annual meeting, July 30-August 2, Tampa, FL 21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  16. Hilmer, Christiana E. & Holt, Matthew T., 1999. "The Almost Ideal Supply System And Agricultural Production In The United States," 1999 Annual meeting, August 8-11, Nashville, TN 21659, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  17. Haigh, Michael S. & Holt, Matthew T., 1999. "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," 1999 Annual meeting, August 8-11, Nashville, TN 21625, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Other versions:

  18. Beach, Robert H. & Holt, Matthew T., 1999. "Incorporating Quadratic Scale Curves In Inverse Demand Systems," 1999 Annual meeting, August 8-11, Nashville, TN 21579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Published as:

  19. McKenzie, Andrew M. & Holt, Matthew T., 1998. "Market Efficiency In Agricultural Futures Markets," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20933, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Published as:

  20. Johnson, Stanley R. & Meyers, William H. & Helmar, Michael D. & Devadoss, S. & Krog, Dave & Schouten, Duane & Westhoff, Patrick & Angel, Bruna & Robinson, Jess & Skold, Karl & Holt, Matthew & Woo, Khu, 1990. "Commodity Supply Management Program," Staff General Research Papers 234, Iowa State University, Department of Economics.

  21. Frohberg, Klaus & Haney, Doug & Holt, Matthew & Holtkamp, Derald & Johnson, S. R. & Meyers, W. H. & Thompson, Leland C. & Traxler, Greg & Westhoff, Pat, 1990. "National and Regional Impacts of Targeting the Conservation Reserve," Staff General Research Papers 223, Iowa State University, Department of Economics.

  22. Johnson, Stanley R. & Meyers, William H. & Devadoss, S. & Westhoff, Patrick & Helmar, Michael D. & Krog, Dave & Holt, Matthew & Schouten, Duane & Angel, Bruna & Robinson, Jess & Skold, Karl & Woo, Rhu, 1990. "Managing the Food Security Act of 1985: The Current Strategy and Two Alternatives," Staff General Research Papers 243, Iowa State University, Department of Economics.

  23. Johnson, Stanley R. & Meyers, William H. & Devadoss, S. & Westhoff, Pat & Helmar, Michael & Schouten, Duane & Holt, Matthew & Schneider, Neil & Robinson, Jess & Krakar, Eileen & Angel, Bruna & Woo, Rh, 1990. "FAPRI Ten-Year International Agricultural Outlook, July 1987," Staff General Research Papers 245, Iowa State University, Department of Economics.

  24. Johnson, Stanley R. & Meyers, William H. & Westhoff, Patrick & Helmar, Michael D. & Devadoss, S. & Krog, Dave & Holt, Matthew & Aradhyula, Satheesh & Schouten, Duane & Angel, Bruna & Robinson, Jess & , 1990. "Comparative Analysis of Selected Policy Options for U.S. Agriculture," Staff General Research Papers 244, Iowa State University, Department of Economics.

  25. Johnson, S. R. & Holt, Matthew T., 1990. "Value of Climate Information," Staff General Research Papers 213, Iowa State University, Department of Economics.

  26. Klaus Frohberg & Doug Haney & Matthew T. Holt & Derald Holtkamp & Stanley R. Johnson & William H. Meyers & Leland Thompson & Greg Traxler & Patrick C. Westhoff, 1989. "National and Regional Implications of Targeting the Conservation Reserve," Center for Agricultural and Rural Development (CARD) Publications 89-sr39, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

  27. Karl D. Skold & Matthew T. Holt, 1988. "Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector," Center for Agricultural and Rural Development (CARD) Publications 88-wp32, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    Published as:

  28. Satheesh V. Aradhyula & Matthew T. Holt, 1988. "Risk Behavior and Rational Expectations in the U.S. Broiler Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp33, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    Other versions:

  29. Satheesh V. Aradhyula & Matthew T. Holt, 1988. "GARCH Time Series Models: An Application to Retail Livestock Prices," Center for Agricultural and Rural Development (CARD) Publications 88-wp29, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    Published as:

  30. Matthew T. Holt & Stanley R. Johnson, 1988. "Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp28, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

  31. Matthew T. Holt & Stanley R. Johnson, 1986. "Supply Dynamics in the U.S. Hog Industry," Center for Agricultural and Rural Development (CARD) Publications 86-wp12, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

  32. Stanley R. Johnson & Matthew T. Holt, 1986. "Value of Climate Information, The," Center for Agricultural and Rural Development (CARD) Publications 86-sr6, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

Articles

  1. Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 91(1), pages 87-105, 02. [Downloadable!] (restricted)
    Other versions:

  2. Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January. [Downloadable!] (restricted)

  3. Holt, Matthew T. & Craig, Lee A., 2006. "AJAE Appendix: Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Ratio: A Time-Varying Star Approach," American Journal of Agricultural Economics Appendices, Agricultural and Applied Economics Association, vol. 88(1), February. [Downloadable!]

  4. Matthew T. Holt & Lee A. Craig, 2006. "Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Cycle: A Time-Varying STAR Approach," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 88(1), pages 215-233, 02. [Downloadable!] (restricted)

  5. Hilmer, Christiana E. & Holt, Matthew T., 2005. "Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(03), December. [Downloadable!]

  6. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426. [Downloadable!]

  7. McKenzie, Andrew M & Holt, Matthew T, 2002. "Market Efficiency in Agricultural Futures Markets," Applied Economics, Taylor and Francis Journals, vol. 34(12), pages 1519-32, August. [Downloadable!] (restricted)
    Other versions:

  8. Michael S. Haigh & Matthew T. Holt, 2002. "Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 269-289. [Downloadable!]

  9. Goodwin, Barry K & Holt, Matthew T, 2002. " Parametric and Semiparametric Modeling of the Off-Farm Labor Supply of Agrarian Households in Transition Bulgaria," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 84(1), pages 184-209, February. [Downloadable!] (restricted)

  10. Michael S. Haigh & Matthew T. Holt, 2002. "Combining time-varying and dynamic multi-period optimal hedging models," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 29(4), pages 471-500, December.
    Other versions:

  11. Richard C. Bishop & Matthew T. Holt, 2002. "A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish," Empirical Economics, Springer, vol. 27(1), pages 23-47. [Downloadable!] (restricted)

  12. Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January. [Downloadable!] (restricted)

  13. Beach, Robert H & Holt, Matthew T, 2001. " Incorporating Quadratic Scale Curves in Inverse Demand Systems," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 83(1), pages 230-45, February. [Downloadable!] (restricted)
    Other versions:

  14. Haigh, Michael S & Holt, Matthew T, 2000. " Hedging Multiple Price Uncertainty in International Grain Trade," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 82(4), pages 881-96, November. [Downloadable!] (restricted)

  15. Holt, Matthew T., 1999. "A Linear Approximate Acreage Allocation Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(02), December. [Downloadable!]

  16. Holt, Matthew T., 1998. "Autocorrelation specification in singular equation systems: A further look," Economics Letters, Elsevier, vol. 58(2), pages 135-141, February. [Downloadable!] (restricted)

  17. Holt, Matthew T. & Aradhyula, Satheesh V., 1998. "Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 99-129, June. [Downloadable!] (restricted)

  18. Holt, Matthew T & Goodwin, Barry K, 1997. "Generalized Habit Formation in an Inverse Almost Ideal Demand System: An Application to Meat Expenditures in the U.S," Empirical Economics, Springer, vol. 22(2), pages 293-320.

  19. Chavas, Jean-Paul & Holt, Matthew T, 1996. "Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 329-35, May. [Downloadable!] (restricted)

  20. Chavas, Jean-Paul & Holt, Matthew, 1995. "Nonlinear Dynamics And Economic Instability: The Optimal Management Of A Biological Population," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(02), December. [Downloadable!]

  21. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(02), December. [Downloadable!]

  22. Holt, Matthew T. & Moschini, Giancarlo, 1992. "Alternative Measures Of Risk In Commodity Supply Models: An Analysis Of Sow Farrowing Decisions In The United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(01), July. [Downloadable!]
    Other versions:

  23. Holt, Matthew T & Skold, Karl D, 1989. "Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector," Applied Economics, Taylor and Francis Journals, vol. 21(12), pages 1683-1700, December.
    Other versions:

  24. Holt, Matthew T., 1989. "Bounded price variation models with rational expectations and price risk," Economics Letters, Elsevier, vol. 31(4), pages 313-317, December. [Downloadable!] (restricted)

  25. Holt, Matthew T & Johnson, Stanley R, 1989. "Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 605-13, November. [Downloadable!] (restricted)

  26. Aradhyula, Satheesh V. & Holt, Matthew T., 1988. "Garch Time-Series Models: An Application To Retail Livestock Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(02), December. [Downloadable!]
    Other versions:

  27. Balagtas, Joseph V. & Holt, Matthew T., 0. "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics Appendices, Agricultural and Applied Economics Association. [Downloadable!]

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-11-18 2009-05-16 Author is listed
  2. NEP-GEO: Economic Geography (1) 2008-11-18
  3. NEP-IFN: International Finance (1) 2008-07-30
Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.

This page was last updated on 2009-11-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.