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Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market

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  1. Ihli, Hanna Julia & Musshoff, Oliver, 2013. "Understanding the Investment Behavior of Ugandan Smallholder Farmers: An Experimental Analysis," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150331, Agricultural and Applied Economics Association.
  2. Chembezi, Duncan M. & Cacho, Joyce A., 1997. "Alternative Price Expectation Formulation and Information Access," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35905, Western Agricultural Economics Association.
  3. Saitone, Tina L. & Sexton, Richard J. & Sexton, Steven E., 2008. "Market Power in the Corn Sector: How Does It Affect the Impacts of the Ethanol Subsidy?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(2), pages 1-26.
  4. Pesaran, M. Hashem & Samiei, Hossein, 1995. "Limited-dependent rational expectations models with future expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1325-1353, November.
  5. Jean-Paul Chavas & Kwansoo Kim, 2006. "An econometric analysis of the effects of market liberalization on price dynamics and price volatility," Empirical Economics, Springer, vol. 31(1), pages 65-82, March.
  6. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
  7. Holt, Matthew T., 1989. "Bounded price variation models with rational expectations and price risk," Economics Letters, Elsevier, vol. 31(4), pages 313-317, December.
  8. Fiechter, Chad M. & Kuethe, Todd H. & Zhang, Wendong, 2022. "Information Rigidities in Farmland Value Expectations," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322070, Agricultural and Applied Economics Association.
  9. Hikaru Hanawa Peterson & William G. Tomek, 2005. "How much of commodity price behavior can a rational expectations storage model explain?," Agricultural Economics, International Association of Agricultural Economists, vol. 33(3), pages 289-303, November.
  10. John D. Anderson & Keith H. Coble, 2010. "Impact of renewable fuels standard ethanol mandates on the corn market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 49-63.
  11. 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.
  12. Fiechter, Chad & Kuethe, Todd & Zhang, Wendong, 2023. "Information Rigidities and Farmland Value Expectations," ISU General Staff Papers 202306131414240000, Iowa State University, Department of Economics.
  13. Anderson, Jock R., 2003. "Risk in rural development: challenges for managers and policy makers," Agricultural Systems, Elsevier, vol. 75(2-3), pages 161-197.
  14. Holt, Matthew T., 1991. "A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans in the U.S," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271199, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  15. Langpap, Christian & Wu, JunJie, 2014. "Impacts of Changes in Federal Crop Insurance Programs on Land Use and Environmental Quality," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 186643, Agricultural and Applied Economics Association.
  16. Ekboir, Javier M. & Jarvis, Lovell S. & Rey, Carlos, 1998. "Investment Effects Of Endogenous And Exogenous Depreciation: Improved Pastures In Uruguay," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  17. Burton, Diana M. & Love, H. Alan, 1996. "A Review of Alternative Expectations Regimes in Commodity Markets: Specification, Estimation, and Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Cambridge University Press, vol. 25(2), pages 213-231, October.
  18. Oczkowski, Edward, 1998. "The impact of market clearing assumptions and dynamics on demand elasticities," Economics Letters, Elsevier, vol. 59(1), pages 39-43, April.
  19. M. Isabel Campos & Zenón Jiménez-Ridruejo, "undated". "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA.
  20. Roger Claassen & Christian Langpap & JunJie Wu, 2017. "Impacts of Federal Crop Insurance on Land Use and Environmental Quality," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(3), pages 592-613.
  21. Lee, Myoung-jae, 1997. "A limited dependent variable model under median rationality," Economics Letters, Elsevier, vol. 54(3), pages 221-225, July.
  22. RUGE-MURCIA, Francisco J., 2002. "Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy," Cahiers de recherche 2002-06, Universite de Montreal, Departement de sciences economiques.
  23. Miranda, Mario J & Glauber, Joseph W, 1993. "Estimation of Dynamic Nonlinear Rational Expectations Models of Primary Commodity Markets with Private and Government Stockholding," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 463-470, August.
  24. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association.
  25. Ihli, Hanna Julia & Musshoff, Oliver, 2013. "Investment Behavior of Ugandan Smallholder Farmers: An Experimental Analysis," GlobalFood Discussion Papers 154775, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
  26. Ruge-Murcia, Francisco J., 2006. "The expectations hypothesis of the term structure when interest rates are close to zero," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1409-1424, October.
  27. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "The Effects of Stocks and Price Floors on Price Dynamics and Volatility: An Application to the U.S. Nonfat Dry Milk Market," Working Papers 201558, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
  28. Peterson, Hikaru Hanawa & Tomek, William G., 2000. "Commodity Price Behavior: A Rational Expectations Storage Model of Corn," Working Papers 127682, Cornell University, Department of Applied Economics and Management.
  29. Girardin, Eric & Marimoutou, Velayoudom, 1997. "Estimating the credibility of an exchange rate target zone," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 931-944, December.
  30. Antoine Magnier, 1992. "Théorie des zones cibles et fonctionnement du SME," Économie et Prévision, Programme National Persée, vol. 104(3), pages 87-113.
  31. Lee, Lung-fei, 1999. "Estimation of dynamic and ARCH Tobit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 355-390, October.
  32. Holt, Matthew T., 1991. "A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans," Staff Papers 200537, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  33. Holt, Matthew T., 1999. "A Linear Approximate Acreage Allocation Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-15, December.
  34. Lee, Taeho, 1994. "Dynamic structural agricultural price stabilization policy models for producers," ISU General Staff Papers 1994010108000011623, Iowa State University, Department of Economics.
  35. Holt, Matthew T. & Aradhyula, Satheesh V., 1991. "Endogenous Risk in a Rational-Expectation Model of the U.S. Broiler Market: A Multivariate Arch-M Approach," Staff Papers 200538, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  36. Chavas, Jean-Paul, 2000. "On information and market dynamics: The case of the U.S. beef market," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 833-853, June.
  37. Choi, Jung-Sup & Helmberger, Peter G., 1993. "Acreage Response, Expected Price Functions, And Endogenous Price Expectations," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-10, July.
  38. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "A Dynamic Analysis Of The Effects Of A Price Support Program On Price Dynamics And Price Volatility," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-20, December.
  39. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2000. "Were The Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers 00-07, Asociación Española de Economía y Finanzas Internacionales.
  40. Chavas, Jean-Paul, 1999. "On The Economic Rationality Of Market Participants: The Case Of Expectations In The U.S. Pork Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(1), pages 1-19, July.
  41. M. Hashem Pesaran & Francisco J. Ruge-Murcia, 1996. "Limited-dependent rational expectations models with jumps," Discussion Paper / Institute for Empirical Macroeconomics 111, Federal Reserve Bank of Minneapolis.
  42. Emilio Galdeano-Gómez, 2007. "Composite price expectations: An empirical analysis for the Spanish horticultural sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 57-83.
  43. Kim, Kwansoo & Chavas, Jean-Paul, 2001. "The Effects of Stocks and Price Floor on Dynamics and Volatility: An Application to the U.S. Nonfat Dry Milk Market," Working Papers 201570, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
  44. M. Isabel Campos & Zenon Jimenez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1087-1099.
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