AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives

Balagtas, Joseph Valdes; Holt, Matthew T.

doi:10.22004/ag.econ.164070

AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives

Balagtas, Joseph Valdes; Holt, Matthew T.

2008

Download

Formats

Format
BibTeX
MARCXML
TextMARC
MARC
DublinCore
EndNote
NLM
RefWorks
RIS

Add to Basket

Cite

Files

Abstract

This appendix contains diagnostic test results and supplemental regression results from an evaluation of the Prebisch-Singer Hypothesis that applies smooth transition autoregressions (STARs) to relative prices for 24 primary commodities.

Details

Title

AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives

Keywords

Nonlinear model; Primary commodities; Smooth transition autoregression; Timevarying autoregression; Unit root tests

Author(s)

Balagtas, Joseph Valdes
Holt, Matthew T.

Subject(s)

International Relations/Trade

Issue Date

4/1/2008

Publication Type

Journal Article

Digital Object Identifier

https://doi.org/10.22004/ag.econ.164070

Record Identifier

https://ageconsearch.umn.edu/record/164070

PURL Identifier

http://purl.umn.edu/164070

Language

English

Published in

American Journal of Agricultural Economics APPENDICES

Volume

91

Issue

01

Total Pages

21

JEL Codes

O13
C12
C22
C52

Record Appears in

Agricultural and Applied Economics Association (AAEA) > American Journal of Agricultural Economics APPENDICES

PDF

Statistics

Download Full History