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The estimation of threshold models in price transmission analysis

Greb, Friederike; Cramon-Taubadel, Stephan von; … - Courant Research Centre PEG - 2011

The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...

Persistent link: https://www.econbiz.de/10009364973

Identifikation asymmetrischer Preisanpassungsprozesse für integrierte Zeitreihen.

Cramon-Taubadel, Stephan von; Loy, Jens-Peter - In: Journal of Economics and Statistics (Jahrbuecher fuer … 218 (1999) 1+2, pp. 85-106

In vielen Studien werden die Erkenntnisse der Cointegrationstheorie bei der Bestimmung symmetrischer Preisanpassungen auf räumlich oder vertikal getrennten Märkten umgesetzt. Bei der Identifikation asymmetrischer Preisanpassungsprozesse hingegen wird immer noch der Ansatz von Wolffram aus dem...

Persistent link: https://www.econbiz.de/10008596453

The Estimation of Threshold Models in Price Transmission Analysis

Greb, Friederike; Cramon-Taubadel, Stephan von; … - In: American Journal of Agricultural Economics 95 (2013) 4, pp. 900-916

The threshold vector error correction model is a popular tool for the analysis of spatial price transmission. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in many settings this estimator performs poorly. In particular, if the true...

Persistent link: https://www.econbiz.de/10010721823

Original Papers - The Identification of Asymmetric Price Transmission Processes with Integrated Time Series

Cramon-Taubadel, Stephan von; Loy, Jens-Peter - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 1-2, pp. 85-106

Persistent link: https://www.econbiz.de/10005970669

Is the potential of Ukrainian agriculture overstated?

Zorya, Sergiy; Cramon-Taubadel, Stephan von - In: Quarterly journal of international agriculture 43 (2004) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10006718687

Official and Effective Liberalisation in the Former Soviet Union: The Example of Ukrainian Agriculture

Cramon-Taubadel, Stephan von; Koester, Ulrich - In: Quarterly journal of international agriculture 37 (1998) 4, pp. 310-321

Persistent link: https://www.econbiz.de/10006732086

Assessing Coherence between the Common Agricultural Policy and the EUs Development Policy: Principles and Case Study

Wehrheim, Peter; Cramon-Taubadel, Stephan von - In: Quarterly journal of international agriculture 36 (1997) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10006736467

Estimating asymmetric price transmission with the error correction representation: An application to the German pork market

Cramon-Taubadel, Stephan Von - In: European review of agricultural economics : ERAE 25 (1998) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10007695351

Zur Struktur und Organisation der Agrarforschung in der BRD

Koester, Ulrich; Cramon-Taubadel, Stephan Von - In: Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, … 43 (1994) 8-9, pp. 293-294

Persistent link: https://www.econbiz.de/10007563480

Protecting Markets: US Policy and the World Grain Trade; A Shared Harvest. The Australian Wheat Industry, 1939-1989

Becker, Tilman; Cramon-Taubadel, Stephan von; Libby, … - In: European review of agricultural economics : ERAE 20 (1993) 4, pp. 503-505

Persistent link: https://www.econbiz.de/10007716676