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Aaron Smith

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Konstantinos Metaxoglou & Aaron Smith, 2007. "Efficiency of the California electricity reserves market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1127-1144.

    Mentioned in:

    1. Efficiency of the California electricity reserves market (Journal of Applied Econometrics 2007) in ReplicationWiki ()

Working papers

  1. Konstantinos Metaxoglou & Aaron Smith, 2022. "Nutrient Pollution and U.S. Agriculture: Causal Effects, Integrated Assessment, and Implications of Climate Change," NBER Working Papers 30124, National Bureau of Economic Research, Inc.

    Cited by:

    1. Choi, Eseul & DePaula, Guilherme & Kyveryga, Peter & Fey, Suzanne, 2024. "The Trade-off between Yield and Nitrogen Pollution under Excessive Rainfall: Evidence from On-farm Field Experiments in Iowa," ISU General Staff Papers 202402222018560000, Iowa State University, Department of Economics.

  2. Olivia, Susan & Gibson, John & Smith, Aaron D. & Rozelle, Scott & Deng, Xiangzheng, 2009. "An Empirical Evaluation of Poverty Mapping Methodology: Explicitly Spatial versus Implicitly Spatial Approach," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 47651, Australian Agricultural and Resource Economics Society.

    Cited by:

    1. Tauisi Taupo & Harold Cuffe & Ilan Noy, 2018. "Household vulnerability on the frontline of climate change: the Pacific atoll nation of Tuvalu," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(4), pages 705-739, October.
    2. Cuong Nguyen & Ilan Noy, 2018. "Measuring the Impact of Insurance on Urban Recovery with Light: The 2010-2011 New Zealand Earthquakes," CESifo Working Paper Series 7031, CESifo.

  3. Carter, Colin A. & Smith, Aaron D., 2006. "Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25447, International Association of Agricultural Economists.

    Cited by:

    1. Ferrier, P. & Zhen, C. & Bovay, J., 2018. "Price and Welfare Effects of the Food Safety Modernization Act Produce Safety Rule," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277492, International Association of Agricultural Economists.
    2. Schaefer, K. Aleks & Scheitrum, Daniel, 2020. "Sewing terror: price dynamics of the strawberry needle crisis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(2), April.
    3. Detre, Joshua D. & Gunderson, Michael A., 2011. "The Triple Bottom Line: What is the Impact on the Returns to Agribusiness?," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 14(4), pages 1-14, November.
    4. Stojkov, Katarina & Noy, Ilan & Sağlam, Yiğit, 2016. "The trade impacts of a food scare: The Fonterra contamination incident," Working Paper Series 19393, Victoria University of Wellington, School of Economics and Finance.
    5. Martin Henseler & Isabelle Piot-Lepetit & Aida Gonzalez Mellado & Emanuele Ferrari & Martin Banse & Harald Grethe & Claudia Parisi & Sophie Helaine, 2013. "On the asynchronous approvals of GM crops: potential market impacts of a trade disruption of EU soy imports," Post-Print hal-02646480, HAL.
    6. Jacob Wells & Peter Slade, 2021. "The effect of the Canada–China canola trade dispute on canola prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 69(1), pages 141-149, March.
    7. Filipski, Mateusz J. & Jin, Ling & Zhang, Xiaobo & Chen, Kevin Z., 2015. "Living like there’s no tomorrow: Saving and spending following the Sichuan earthquake:," IFPRI discussion papers 1461, International Food Policy Research Institute (IFPRI).
    8. Han, Xue & Philip, Garcia, 2016. "GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236004, Agricultural and Applied Economics Association.
    9. Stacy Sneeringer & Gianna Short & Matthew MacLachlan & Maria Bowman, 2020. "Impacts on Livestock Producers and Veterinarians of FDA Policies on Use of Medically Important Antibiotics in Food Animal Production," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(4), pages 674-694, December.
    10. Carlos Arnade & Linda Calvin & Fred Kuchler, 2009. "Consumer Response to a Food Safety Shock: The 2006 Food-Borne Illness Outbreak of E. coli O157: H7 Linked to Spinach," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 31(4), pages 734-750, December.
    11. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    12. Ye, Shiyu & Karali, Berna, 2016. "Estimating relative price impact: The case of Brent and WTI," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235728, Agricultural and Applied Economics Association.
    13. Xavier Irz & Mario Mazzocchi & Vincent Requillart & Louis-Georges Soler, 2015. "Research in Food Economics: past trends and new challenges," Post-Print hal-01884941, HAL.
    14. Kalaitzandonakes, Nicholas & Kaufman, James & Miller, Douglas, 2014. "Potential economic impacts of zero thresholds for unapproved GMOs: The EU case," Food Policy, Elsevier, vol. 45(C), pages 146-157.
    15. David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
    16. Ubilava, David & Helmers, Claes Gustav, 2011. "The ENSO Impact on Predicting World Cocoa Prices," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103528, Agricultural and Applied Economics Association.
    17. de Faria, Rosane Nunes & Wieck, Christine, 2014. "Measuring The Extent Of Gmo Asynchronous Approval Using Regulatory Dissimilarity Indices: The Case Of Maize And Soybean," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182796, European Association of Agricultural Economists.
    18. Richard D. Smart & Matthias Blum & Justus Wesseler, 2017. "Trends in Approval Times for Genetically Engineered Crops in the United States and the European Union," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(1), pages 182-198, February.
    19. Adjemian, Michael K. & Smith, Aaron & He, Wendi, 2019. "Estimating the Market Effect of a Trade War: The Case of Soybean Tariffs," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 292089, Agricultural and Applied Economics Association.
    20. Vincent Smith & Justus H. H. Wesseler & David Zilberman, 2021. "New Plant Breeding Technologies: An Assessment of the Political Economy of the Regulatory Environment and Implications for Sustainability," Sustainability, MDPI, vol. 13(7), pages 1-18, March.
    21. Yu, Zhijian & Jin, Zhibin & Bai, Hefei & Yu, Xiaohua & Zheng, Shi, 2021. "Scares, Risks, and Recovery: Consumers’ Response to the Incident of Salmon Contamination of COVID-19 in China," 2021 Conference, August 17-31, 2021, Virtual 315353, International Association of Agricultural Economists.
    22. MacLachlan, Matthew J. & Boussios, David & Hagerman, Amy D., 2021. "Market Responses to Export Restrictions from Highly Pathogenic Avian Influenza Outbreaks," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(1), January.
    23. M. P. McCullough & T. L. Marsh & R. Huffaker, 2013. "Reconstructing market reactions to consumption harms," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 173-179, February.
    24. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.
    25. Chen, Xiaohong & Zhao, Jinhua & Zhou, Li, 2024. "Knowledge protects against pollution: The health effects of the cadmium rice event in China," World Development, Elsevier, vol. 175(C).
    26. Melissa G.S. McKendree & Tina L. Saitone & K. Aleks Schaefer, 2021. "Oligopsonistic Input Substitution in a Thin Market," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(4), pages 1414-1432, August.
    27. Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013. "Futures Commodities Prices and Media Coverage," Discussion Papers 149414, University of Bonn, Center for Development Research (ZEF).
    28. Magnier, Alexandre & Konduru, Srinivasa & Kalaitzandonakes, Nicholas G., 2009. "Market and Welfare Effects of Trade Disruptions from Unapproved Biotech Crops," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49592, Agricultural and Applied Economics Association.
    29. Hoffmann, Vivian & Moser, Christine & Saak, Alexander, 2019. "Food safety in low and middle-income countries: The evidence through an economic lens," World Development, Elsevier, vol. 123(C), pages 1-1.
    30. Gao, Yixuan & Malone, Trey & Schaefer, K. Aleks & Myers, Robert J., 2023. "Disentangling Short-Run COVID-19 Price Impact Pathways in the US Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 48(2), May.
    31. James B. Bushnell & Jonathan E. Hughes & Aaron Smith, 2017. "Food vs. Fuel? Impacts of Petroleum Shipments on Agricultural Prices," NBER Working Papers 23924, National Bureau of Economic Research, Inc.
    32. McKendree, Melissa G. S. & Saitone, Tina L. & Schaefer, K Aleks, 2020. "Cattle Cycle Dynamics in a Modern Agricultural Market: Competition in Holstein Cattle Procurement," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304380, Agricultural and Applied Economics Association.
    33. Troy G. Schmitz, 2018. "Impact of the Chinese embargo against MIR162 corn on Canadian corn producers," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 66(4), pages 571-586, December.
    34. Wyn Morgan & John Cotter & Kevin Dowd, 2012. "Extreme Measures of Agricultural Financial Risk," Journal of Agricultural Economics, Wiley Blackwell, vol. 63(1), pages 65-82, February.
    35. R. Guy Reeves & Martin Phillipson, 2017. "Mass Releases of Genetically Modified Insects in Area-Wide Pest Control Programs and Their Impact on Organic Farmers," Sustainability, MDPI, vol. 9(1), pages 1-24, January.
    36. Kjersti Nes & K. Aleks Schaefer & Daniel P. Scheitrum, 2022. "Global Food Trade and the Costs of Non‐Adoption of Genetic Engineering," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(1), pages 70-91, January.
    37. Neill, Clinton L. & Chen, Susan E., 2021. "Food Safety Events versus Media: Nonlinear Effects of Egg Recalls on U.S. Egg Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(1), January.
    38. Wesseler, Justus, 2014. "Biotechnologies and agrifood strategies: opportunities, threats and economic implications," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(3), pages 1-18, December.
    39. Filipski, Mateusz & Jin, Ling & Zhang, Xiaobo & Chen, Kevin Z., 2019. "Living like there’s no tomorrow: The psychological effects of an earthquake on savings and spending behavior," European Economic Review, Elsevier, vol. 116(C), pages 107-128.
    40. Almanzar, Miguel & Torero, Maximo, 2017. "Media Coverage and Food Commodities: Agricultural Futures Prices and Volatility Effects," Discussion Papers 264781, University of Bonn, Center for Development Research (ZEF).
    41. de Faria, Rosane Nunes & Wieck, Christine, 2015. "Empirical evidence on the trade impact of asynchronous regulatory approval of new GMO events," Food Policy, Elsevier, vol. 53(C), pages 22-32.
    42. John Bovay, 2023. "Food safety, reputation, and regulation," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 684-704, June.

  4. Smith, Aaron D. & Naik, Prasad A. & Tsai, Chih-Ling, 2005. "Markov-Switching Model Selection Using Kullback-Leibler Divergence," Working Papers 11976, University of California, Davis, Department of Agricultural and Resource Economics.

    Cited by:

    1. Oded Netzer & James M. Lattin & V. Srinivasan, 2008. "A Hidden Markov Model of Customer Relationship Dynamics," Marketing Science, INFORMS, vol. 27(2), pages 185-204, 03-04.
    2. Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
    3. ZHENG, Tingguo & WANG, Xia & GUO, Huiming, 2012. "Estimating forward-looking rules for China's Monetary Policy: A regime-switching perspective," China Economic Review, Elsevier, vol. 23(1), pages 47-59.
    4. Lee, Hwa-Taek & Yoon, Gawon, 2007. "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers 2007-24, Christian-Albrechts-University of Kiel, Department of Economics.
    5. James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
    6. Melvin Woodley, 2021. "Decoupling the individual effects of multiple marketing channels with state space models," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 20(3), pages 248-255, June.
    7. Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.
    8. Doi, Takero & Hoshi, Takeo & Okimoto, Tatsuyoshi, 2011. "Japanese government debt and sustainability of fiscal policy," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 414-433.
    9. Huseyin Tastan & Nuri Yildirim, 2008. "Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 315-333.
    10. Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00658540, HAL.
    11. Xu, Jianjun & Tan, Xianming & Zhang, Runchu, 2010. "A note on Phillips (1991): "A constrained maximum likelihood approach to estimating switching regressions"," Journal of Econometrics, Elsevier, vol. 154(1), pages 35-41, January.
    12. James D. Hamilton & Tatsuyoshi Okimoto, 2010. "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers 15736, National Bureau of Economic Research, Inc.
    13. Rinke Saskia & Sibbertsen Philipp, 2016. "Information criteria for nonlinear time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 325-341, June.
    14. Peter Ebbes & Rajdeep Grewal & Wayne DeSarbo, 2010. "Modeling strategic group dynamics: A hidden Markov approach," Quantitative Marketing and Economics (QME), Springer, vol. 8(2), pages 241-274, June.
    15. Katarzyna Maciejowska, 2010. "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(4), pages 279-314, September.
    16. Roque Montero & Javier García-Cicco, 2012. "Modelo y Pronóstico del Precio del Cobre: Un Enfoque de Cambio de Regímenes," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 099-116, August.
    17. Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2014. "Level shifts in stock returns driven by large shocks," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 41-51.
    18. Davide Debortoli & Ricardo Nunes, 2011. "Monetary regime switches and unstable objectives," International Finance Discussion Papers 1036, Board of Governors of the Federal Reserve System (U.S.).
    19. Josh Stillwagon & Peter Sullivan, 2020. "Markov switching in exchange rate models: will more regimes help?," Empirical Economics, Springer, vol. 59(1), pages 413-436, July.
    20. Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014. "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, vol. 65(1), pages 25-41, March.
    21. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
    22. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, vol. 24(C), pages 160-187.
    23. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017. "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 27-36.
    24. Elena Derunova & Alexandr Semenov & Olga Balash & Anna Firsova, 2016. "The Mechanisms of Formation of Demand in the High-Tech Products Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 96-102.
    25. Girardin, Eric & Salimi Namin, Fatemeh, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
    26. Baba, Naohiko & Sakurai, Yuji, 2011. "When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1450-1463, June.
    27. Maciejowska, Katarzyna, 2013. "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper 50303, University Library of Munich, Germany.
    28. Nan Li & Simon S. Kwok, 2021. "Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 471-491, July.
    29. Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers 13-51, Bank of Canada.
    30. Fatemeh Salimi Namin, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers 2037, Aix-Marseille School of Economics, France.
    31. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
    32. Winn-Nuñez, Emily T. & Griffin, Maryclare & Crawford, Lorin, 2024. "A simple approach for local and global variable importance in nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 194(C).
    33. Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle," Munich Reprints in Economics 84736, University of Munich, Department of Economics.
    34. Bejaoui, Azza & Karaa, Adel, 2016. "Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models," Economic Modelling, Elsevier, vol. 59(C), pages 529-545.
    35. Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016. "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, vol. 16(C), pages 275-282.
    36. N. Baba & Y. Sakurai, 2011. "Predicting regime switches in the VIX index with macroeconomic variables," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1415-1419.
    37. Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.
    38. Christian Aßmann & Jens Boysen-Hogrefe, 2010. "Analysis of current account reversals via regime switching models," Economic Change and Restructuring, Springer, vol. 43(1), pages 21-43, February.
    39. Dibooglu, Sel & Erdogan, Seyfettin & Yildirim, Durmus Cagri & Cevik, Emrah Ismail, 2020. "Financial conditions and monetary policy in the US," Economic Systems, Elsevier, vol. 44(4).
    40. Smith Aaron, 2012. "Markov Breaks in Regression Models," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-35, May.
    41. L. Scaffidi Domianello & E. Otranto, 2023. "On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence," Working Paper CRENoS 202304, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    42. Kaihua Deng, 2018. "Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 227-262, February.
    43. Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Post-Print halshs-00658540, HAL.
    44. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    45. Kerekes, Monika, 2009. "Growth miracles and failures in a Markov switching classification model of growth," Discussion Papers 2009/11, Free University Berlin, School of Business & Economics.
    46. Fatemeh Salimi, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," Working Papers halshs-03007904, HAL.

  5. Smith, Aaron D. & Morrison Paul, Catherine J. & Goe, W. Richard & Kenney, Martin, 2004. "Computer and Internet Use by Great Plains Farmers," Working Papers 11947, University of California, Davis, Department of Agricultural and Resource Economics.

    Cited by:

    1. Baer, Alexander G. & Brown, Cheryl, 2006. "Adoption of E-Marketing by Direct Market Farms in the Northeastern U.S," 2006 Annual meeting, July 23-26, Long Beach, CA 21320, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Arens, Ludwig & Plumeyer, Cord-Herwig & Theuvsen, Ludwig, 2011. "Akzeptanz von Informationssystemen durch Schweinemäster: Eine Kausalanalyse," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114482, German Association of Agricultural Economists (GEWISOLA).
    3. LoPiccalo, Katherine, 2022. "Impact of broadband penetration on U.S. Farm productivity: A panel approach," Telecommunications Policy, Elsevier, vol. 46(9).
    4. Marius Michels & Wilm Fecke & Jan‐Henning Feil & Oliver Musshoff & Frederike Lülfs‐Baden & Saskia Krone, 2020. "“Anytime, anyplace, anywhere”—A sample selection model of mobile internet adoption in german agriculture," Agribusiness, John Wiley & Sons, Ltd., vol. 36(2), pages 192-207, April.
    5. Sauer, Johannes & Zilberman, David, 2009. "Innovation behaviour at farm level: Selection and identification," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009 53276, German Association of Agricultural Economists (GEWISOLA).
    6. Paulo Duarte & Ana Rita Pais, 2010. "Use and Perception of the Internet as a Marketing Tool to Promote Rural Tourism," Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers) td05_2010, Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal).
    7. Adamides, George & Stylianou, Andreas & Kosmas, Petros C. & Apostolopoulos, Constantinos D., 2013. "Factors Affecting PC and Internet Usage by the Rural Population of Cyprus," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 14(1), pages 1-21.
    8. Isengildina-Massa, Olga & Zapata, Samuel D. & Carpio, Carlos E. & Lamie, R. David, 2013. "Does E-Commerce Help Farmers’ Markets? Measuring the Impact of MarketMaker," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149831, Agricultural and Applied Economics Association.
    9. Sauer, Johannes & Zilberman, David, 2009. "Innovation behaviour at micro level - selection and identification," CUDARE Working Papers 120636, University of California, Berkeley, Department of Agricultural and Resource Economics.
    10. Kahsay, Goytom Abraha & Garcia, Nerea Turreira & Bosselmann, Aske Skovmand, 2023. "Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 48(3), September.
    11. Baer, Alexander G. & Brown, Cheryl, 2007. "Adoption of E-Marketing by Direct-Market Farms in the Northeastern United States," Journal of Food Distribution Research, Food Distribution Research Society, vol. 38(2), pages 1-11, July.
    12. Wanglin Ma & Peng Nie & Pei Zhang & Alan Renwick, 2020. "Impact of Internet use on economic well‐being of rural households: Evidence from China," Review of Development Economics, Wiley Blackwell, vol. 24(2), pages 503-523, May.
    13. Tadjiev, Abdusame & Kurbanov, Zafar & Djanibekov, Nodir & Govind, Ajit & Akramkhanov, Akmal, 2023. "Determinants and impact of farmers' participation in social media groups: Evidence from irrigated areas of Kazakhstan and Uzbekistan," IAMO Discussion Papers 201, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    14. Arens, L. & Plumeyer, C.H. & Theuvsen, L., 2012. "Akzeptanz von Informationssystemen durch Schweinemäster: Eine Kausalanalyse," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 47, March.
    15. Briggeman, Brian C. & Whitacre, Brian E., 2010. "Farming and the Internet: Reasons for Non-Use," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(3), pages 1-14, October.
    16. Sauer, J. & Zilbermann, D., 2010. "Innovation Behaviour At Farm Level – Selection And Identification," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    17. El-Osta, Hisham S., 2011. "The Impact of Human Capital on Farm Operator Household Income," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(1), pages 1-21, April.
    18. Hung‐Hao Chang & David R. Just, 2009. "Internet Access and Farm Household Income – Empirical Evidence using a Semi‐parametric Assessment in Taiwan," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(2), pages 348-366, June.
    19. Thia Hennessy & Doris Läpple & Brian Moran, 2016. "The Digital Divide in Farming: A Problem of Access or Engagement?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 38(3), pages 474-491.
    20. Qianqian Chen & Chao Zhang & Ruifa Hu & Shengyang Sun, 2022. "Can Information from the Internet Improve Grain Technical Efficiency? New Evidence from Rice Production in China," Agriculture, MDPI, vol. 12(12), pages 1-16, December.
    21. Lin Tang & Xiaofeng Luo & Yanzhong Huang & Sanxia Du & Aqian Yan, 2023. "Can smartphone use increase farmers’ willingness to participate in the centralized treatment of rural domestic sewage? Evidence from rural China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(4), pages 3379-3403, April.
    22. Briggeman, Brian C. & Whitacre, Brian E., 2008. "Farming and the Internet: Factors Affecting Input Purchases Online and Reasons for Non-Adoption," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6871, Southern Agricultural Economics Association.
    23. Monaco, Lourival C. & Mohammadi, Z. Mati & Utech, Hailey & Gray, Allan W. & Brewer, Brady E. & Downey, Scott & Keshavarz, Masoomeh, 2021. "Online Purchasing of Agricultural Inputs by American Farmers," 2021 Annual Meeting, August 1-3, Austin, Texas 313987, Agricultural and Applied Economics Association.
    24. Fecke, Wilm & Danne, Michael & Mußhoff, Oliver, 2018. "E-commerce in agriculture: The case of crop protection product purchases in a discrete choice experiment," DARE Discussion Papers 1803, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    25. Zhu, Xiaoke & Hu, Ruifa & Zhang, Chao & Shi, Guanming, 2021. "Does Internet use improve technical efficiency? Evidence from apple production in China," Technological Forecasting and Social Change, Elsevier, vol. 166(C).

  6. Carter, Colin A. & Smith, Aaron D., 2004. "The Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," Working Papers 11997, University of California, Davis, Department of Agricultural and Resource Economics.

    Cited by:

    1. Detre, Joshua D. & Gunderson, Michael A., 2011. "The Triple Bottom Line: What is the Impact on the Returns to Agribusiness?," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 14(4), pages 1-14, November.
    2. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
    3. David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
    4. Ubilava, David & Helmers, Claes Gustav, 2011. "The ENSO Impact on Predicting World Cocoa Prices," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103528, Agricultural and Applied Economics Association.
    5. Resende Filho, Moises de Andrade & Buhr, Brian L., 2006. "Economic Evidence of Willingness to Pay for the National Animal Identification System in the US," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25342, International Association of Agricultural Economists.
    6. Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013. "Futures Commodities Prices and Media Coverage," Discussion Papers 149414, University of Bonn, Center for Development Research (ZEF).
    7. Magnier, Alexandre & Konduru, Srinivasa & Kalaitzandonakes, Nicholas G., 2009. "Market and Welfare Effects of Trade Disruptions from Unapproved Biotech Crops," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49592, Agricultural and Applied Economics Association.
    8. Zhen, Chen, 2009. "Long-Run Effects From Consumer Reaction To The Spread Of Foodborne Pathogens: The Case Of E. Coli Contamination Of Beef At Jack In The Box Restaurants," 2009 Conference, August 16-22, 2009, Beijing, China 51341, International Association of Agricultural Economists.
    9. Wyn Morgan & John Cotter & Kevin Dowd, 2012. "Extreme Measures of Agricultural Financial Risk," Journal of Agricultural Economics, Wiley Blackwell, vol. 63(1), pages 65-82, February.

  7. Smith, Aaron D., 2004. "Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures," Working Papers 11978, University of California, Davis, Department of Agricultural and Resource Economics.

    Cited by:

    1. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2017. "Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets," Papers 1711.03506, arXiv.org.
    2. Jing Ao & Jihui Chen, 2020. "Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 627-654, October.
    3. Julyerme M. Tonin & Carlos M. R. Vieira & Rui M. de Sousa Fragoso & João G. Martines Filho, 2020. "Conditional correlation and volatility between spot and futures markets for soybean and corn," Agribusiness, John Wiley & Sons, Ltd., vol. 36(4), pages 707-724, October.
    4. Karali, Berna & Dorfman, Jeffrey H. & Thurman, Walter N., 2009. "Does Futures Price Volatility Differ Across Delivery Horizon?," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53036, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Quanbiao Shang & Mindy Mallory & Philip Garcia, 2018. "The components of the bid†ask spread: Evidence from the corn futures market," Agricultural Economics, International Association of Agricultural Economists, vol. 49(3), pages 381-393, May.
    6. Xiaoli L. Etienne & Mindy L. Mallory & Scott H. Irwin, 2017. "Estimating the cost of pre‐harvest forward contracting corn and soybeans in Illinois before and after 2007," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 358-377, June.
    7. Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
    8. Berna Karali & Walter N. Thurman, 2009. "Announcement effects and the theory of storage: an empirical study of lumber futures," Agricultural Economics, International Association of Agricultural Economists, vol. 40(4), pages 421-436, July.
    9. Li, Jianping & Li, Guowen & Liu, Mingxi & Zhu, Xiaoqian & Wei, Lu, 2022. "A novel text-based framework for forecasting agricultural futures using massive online news headlines," International Journal of Forecasting, Elsevier, vol. 38(1), pages 35-50.
    10. Suenaga, Hiroaki, 2013. "Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 53-66.
    11. Karali, Berna & Dorfman, Jeffrey H. & Thurman, Walter N., 2008. "Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6084, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Jin, Na, 2011. "Three essays on commodity futures and options markets," ISU General Staff Papers 201101010800001428, Iowa State University, Department of Economics.
    13. Lade, Gabriel E. & Lin Lawell, C.-Y. Cynthia & Smith, Aaron, 2018. "Policy Shocks and Market-Based Regulations: Evidence from the Renewable Fuel Standard," ISU General Staff Papers 201804010700001623, Iowa State University, Department of Economics.
    14. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
    15. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    16. Power, Gabriel J. & Robinson, John R.C., 2009. "Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53044, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    17. Hiroaki Suenaga, 2013. "A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 509-526, March.
    18. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
    19. Bozic, Marin & Fortenbery, T., 2015. "Price Discovery, Volatility Spillovers and Adequacy of Speculation when Spot Prices are Stationary: The Case of U.S. Dairy Markets," 2015 Conference, August 9-14, 2015, Milan, Italy 211369, International Association of Agricultural Economists.
    20. Gabriel J. Power & John R. C. Robinson, 2013. "Commodity futures price volatility, convenience yield and economic fundamentals," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1089-1095, July.

  8. Taylor, J. Edward & Boucher, Stephen R. & Smith, Aaron D. & Yunez-Naude, Antonio, 2004. "Impacts Of Policy Reforms On The Supply Of Mexican Labor To U.S. Farms: New Evidence From Mexico," 2004 Annual meeting, August 1-4, Denver, CO 19993, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. John Gibson & Bonggeun Kim, 2009. "Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys," CIRJE F-Series CIRJE-F-658, CIRJE, Faculty of Economics, University of Tokyo.
    2. Khan, Nazmus Sadat, 2020. "Revisiting the effects of NAFTA," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 1-16.
    3. J. Edward Taylor, 2006. "The relationship between international migration, trade, and development: some paradoxes and findings," Proceedings, Federal Reserve Bank of Dallas, pages 199-212.
    4. Fan, Maoyong & Gabbard, Susan & Pena, Anita Alves & Perloff, Jeffrey M, 2014. "Why Do Fewer Agricultural Workers Migrate Now?," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8nb89219, Department of Agricultural & Resource Economics, UC Berkeley.
    5. Rutledge, Zach, 2020. "No Farm Workers, No Food? Evidence from Specialty Crop Production," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304249, Agricultural and Applied Economics Association.
    6. Melo, Grace & Colson, Gregory J. & Ramirez, Octavio A., 2014. "Hispanic Immigrants' Opinions towards Immigration and Immigration Policy Reform," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170562, Agricultural and Applied Economics Association.
    7. Zachariah Rutledge & Pierre Mérel, 2023. "Farm labor supply and fruit and vegetable production," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(2), pages 644-673, March.
    8. World Bank, 2010. "Taking Stock of Recent Migration Flows in the European Union," World Bank Publications - Reports 2965, The World Bank Group.
    9. Brady, Michael P. & Gallardo, R. Karina & Badruddozza, Syed & Jiang, Xiaojiao, 2016. "Regional Equilibrium Wage Rate for Hired Farm Workers in the Tree Fruit Industry," Western Economics Forum, Western Agricultural Economics Association, vol. 15(1), pages 1-12.

  9. Smith, Aaron D., 2004. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Working Papers 11974, University of California, Davis, Department of Agricultural and Resource Economics.

    Cited by:

    1. William Rea & Marco Reale & Jennifer Brown, 2011. "Long memory in temperature reconstructions," Climatic Change, Springer, vol. 107(3), pages 247-265, August.
    2. Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016. "Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts," Documentos de Trabajo / Working Papers 2016-414, Departamento de Economía - Pontificia Universidad Católica del Perú.
    3. Samet Günay, 2016. "Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets," IJFS, MDPI, vol. 4(2), pages 1-17, May.
    4. D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009. "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers 200901, School of Economics, University College Dublin.
    5. Luis A. Gil-Alana & Rangan Gupta, 2013. "Persistence and Cycles in Historical Oil Prices Data," Working Papers 201375, University of Pretoria, Department of Economics.
    6. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011. "An analysis of oil production by OPEC countries: Persistence, breaks, and outliers," Energy Policy, Elsevier, vol. 39(1), pages 442-453, January.
    7. Zhongjun Qu, 2010. "A Test Against Spurious Long Memory," Boston University - Department of Economics - Working Papers Series WP2010-051, Boston University - Department of Economics.
    8. Mccloskey, Adam & Perron, Pierre, 2013. "Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1196-1237, December.
    9. End, Nicolas, 2023. "Big Brother is also being watched: Measuring fiscal credibility," Journal of Macroeconomics, Elsevier, vol. 77(C).
    10. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November.
    11. Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00658540, HAL.
    12. Berna Kirkulak Uludag & Zorikto Lkhamazhapov, 2014. "Long memory and structural breaks in the returns and volatility of gold: evidence from Turkey," Applied Economics, Taylor & Francis Journals, vol. 46(31), pages 3777-3787, November.
    13. Thanasis Stengos & M. Ege Yazgan, 2012. "Persistence in Real Exchange Rate Convergence," Working Paper series 16_12, Rimini Centre for Economic Analysis.
    14. Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Peguin-Feissolle, 2011. "Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?," Working Papers halshs-00559170, HAL.
    15. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
    16. McMillan, David G. & Wohar, Mark E., 2010. "Persistence and time-varying coefficients," Economics Letters, Elsevier, vol. 108(1), pages 85-88, July.
    17. Dominique Guegan, 2007. "La persistance dans les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179269, HAL.
    18. Robert A. Connolly & Z. Nuray Güner & Kenneth N. Hightower, 2007. "Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 689-702, March.
    19. Dominique Guegan, 2005. "How can we Define the Concept of Long Memory? An Econometric Survey," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 113-149.
    20. Omane-Adjepong, Maurice & Alagidede, Paul & Akosah, Nana Kwame, 2019. "Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 105-120.
    21. Patrick Krieger & Carsten Lausberg & Kristin Wellner, 2018. "Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios [Insights into the reasons for non-normal real estate returns:," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 4(1), pages 49-79, November.
    22. Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2014. "Level shifts in stock returns driven by large shocks," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 41-51.
    23. Marie Busch & Philipp Sibbertsen, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, vol. 6(1), pages 1-21, March.
    24. Berna Kirkulak-Uludag & Zorikto Lkhamazhapov, 2017. "Volatility Dynamics of Precious Metals: Evidence from Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(4), pages 300-317, August.
    25. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015. "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers 12/2015, Navarra Center for International Development, University of Navarra.
    26. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.
    27. Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014. "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers 2014-147, Department of Research, Ipag Business School.
    28. Zied Ftiti & Slim Chaouachi, 2018. "What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 681-707, September.
    29. Adewuyi, Adeolu O. & Wahab, Bashir A. & Adeboye, Olusegun S., 2020. "Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency," Resources Policy, Elsevier, vol. 65(C).
    30. Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012. "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper 39806, University Library of Munich, Germany.
    31. Rodríguez, Gabriel, 2017. "Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 393-420.
    32. Yoon, Gawon, 2009. "Is high real interest rate persistence an intrinsic characteristic of industrialized economies?," Economic Modelling, Elsevier, vol. 26(2), pages 359-363, March.
    33. Kirkulak-Uludag, Berna & Lkhamazhapov, Zorikto, 2016. "The volatility dynamics of spot and futures gold prices: Evidence from Russia," Research in International Business and Finance, Elsevier, vol. 38(C), pages 474-484.
    34. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018. "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers 201838, University of Pretoria, Department of Economics.
    35. Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
    36. Gabriel Rodríguez, 2016. "Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y cam," Documentos de Trabajo / Working Papers 2016-416, Departamento de Economía - Pontificia Universidad Católica del Perú.
    37. Rea, William & Reale, Marco & Brown, Jennifer & Oxley, Les, 2011. "Long memory or shifting means in geophysical time series?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1441-1453.
    38. Smith Aaron, 2012. "Markov Breaks in Regression Models," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-35, May.
    39. Mihaela Craioveanu & Eric Hillebrand, 2012. "Level changes in volatility models," Annals of Finance, Springer, vol. 8(2), pages 277-308, May.
    40. Arturo Leccadito & Omar Rachedi & Giovanni Urga, 2015. "True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 452-479, April.
    41. Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
    42. Karali, Berna & Power, Gabriel J., 2010. "Is commodity price volatility persistent? Another look using improved, full-sample estimates," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61826, Agricultural and Applied Economics Association.
    43. Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Post-Print halshs-00658540, HAL.
    44. Yalama, Abdullah & Celik, Sibel, 2013. "Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market," Economic Modelling, Elsevier, vol. 30(C), pages 67-72.
    45. Eric Hillebrand & Marcelo Cunha Medeiros, 2010. "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão 578, Department of Economics PUC-Rio (Brazil).
    46. Omane-Adjepong, Maurice & Boako, Gideon, 2017. "Long-range dependence in returns and volatility of global gold market amid financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 188-202.
    47. Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas, 2014. "Can Markov switching model generate long memory?," Economics Letters, Elsevier, vol. 124(1), pages 117-121.
    48. Gawon Yoon, 2010. "Long memory in return volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 345-349.
    49. Leschinski, Christian & Sibbertsen, Philipp, 2018. "The Periodogram of Spurious Long-Memory Processes," Hannover Economic Papers (HEP) dp-632, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    50. Ezzat, Hassan, 2013. "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper 51465, University Library of Munich, Germany.
    51. Terence C. Mills, 2007. "Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(1), pages 83-94, January.
    52. Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018. "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper 86617, University Library of Munich, Germany.
    53. Assaf, Ata, 2015. "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 172-182.

  10. Smith, Aaron D., 2004. "Forecasting in the Presence of Level Shifts," Working Papers 11985, University of California, Davis, Department of Agricultural and Resource Economics.

    Cited by:

    1. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    2. Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00658540, HAL.
    3. Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013. "How Well Does "Core" Inflation Capture Permanent Price Changes?," Working Papers 2013-4, The George Washington University, Institute for International Economic Policy.
    4. Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Post-Print halshs-00658540, HAL.

Articles

  1. Colin A. Carter & Aaron Smith, 2007. "Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 522-533, August.
    See citations under working paper version above.
  2. Konstantinos Metaxoglou & Aaron Smith, 2007. "Maximum Likelihood Estimation of VARMA Models Using a State‐Space EM Algorithm," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(5), pages 666-685, September.

    Cited by:

    1. Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014. "Large Bayesian VARMAs," SIRE Discussion Papers 2015-06, Scottish Institute for Research in Economics (SIRE).
    2. Jean-Marie Dufour & Tarek Jouini, 2011. "Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models," CIRANO Working Papers 2011s-25, CIRANO.
    3. Dufour, Jean-Marie & Jouini, Tarek, 2014. "Asymptotic distributions for quasi-efficient estimators in echelon VARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 69-86.
    4. Joshua C.C. Chan & Eric Eisenstat, 2015. "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers 2015-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
    6. Jiaying Peng & Zhenghui Li & Benjamin M. Drakeford, 2020. "Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism," Energies, MDPI, vol. 13(17), pages 1-19, August.
    7. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016. "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, vol. 109(C), pages 29-37.
    8. Francesca Di Iorio & Umberto Triacca, 2014. "Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test," Econometrics, MDPI, vol. 2(4), pages 1-14, December.
    9. Nitithumbundit, Thanakorn & Chan, Jennifer S.K., 2022. "Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 365-375.

  3. Konstantinos Metaxoglou & Aaron Smith, 2007. "Efficiency of the California electricity reserves market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1127-1144.

    Cited by:

    1. Werner, Dan, 2014. "Electricity Market Price Volatility: The Importance of Ramping Costs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169619, Agricultural and Applied Economics Association.

  4. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, vol. 134(2), pages 553-577, October.
    See citations under working paper version above.
  5. Smith, Aaron, 2005. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 321-335, July.
    See citations under working paper version above.
  6. Aaron Smith, 2005. "Forecasting in the presence of level shifts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(8), pages 557-574.
    See citations under working paper version above.
  7. Aaron Smith, 2005. "Partially overlapping time series: a new model for volatility dynamics in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 405-422.
    See citations under working paper version above.
  8. Smith, Aaron D. & Goe, W. Richard & Kemey, Martin & Morrison Paul, Catherine J., 2004. "Computer and Internet Use by Great Plains Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(3), pages 1-20, December.
    See citations under working paper version above.
  9. Robert F. Engle & Aaron D. Smith, 1999. "Stochastic Permanent Breaks," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 553-574, November.

    Cited by:

    1. Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie, 2015. "A Multivariate Test Against Spurious Long Memory," Hannover Economic Papers (HEP) dp-547, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    2. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    3. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2014. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," Working Papers 15-25, Eastern Mediterranean University, Department of Economics.
    4. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
    5. Lu, Yang K. & Perron, Pierre, 2010. "Modeling and forecasting stock return volatility using a random level shift model," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 138-156, January.
    6. Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    7. Mei-Se Chien, 2010. "Structural Breaks and the Convergence of Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 77-88, January.
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Chapters

  1. Konstantinos Metaxoglou & Aaron Smith, 2022. "Nutrient Pollution and US Agriculture: Causal Effects, Integrated Assessment, and Implications of Climate Change," NBER Chapters, in: American Agriculture, Water Resources, and Climate Change, pages 297-341, National Bureau of Economic Research, Inc.
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