Algieri, B. A roller coaster ride: An empirical investigation of the main drivers of the international wheat price. 2014 Agricultural Economics. 45 459-475
Balagtas, J.V. ; Holt, M.T. The commodity terms of trade, unit roots, and nonlinear alternatives: A smooth transition approach. 2009 American Journal of Agricultural Economics. 91 87-105
- Barlow, M. ; Nigam, S. ; Berbery, E. ENSO, Pacific decadal variability, and US summertime precipitation, drought, and stream flow. 2001 Journal of Climate. 14 2105-2128
Paper not yet in RePEc: Add citation now
Bellemare, M.F. Rising food prices, food price volatility, and social unrest. 2015 American Journal of Agricultural Economics. 97 1-21
Bidarkota, P. ; Crucini, M.J. Commodity prices and the terms of trade. 2000 Review of International Economics. 8 647-666
Bleaney, M. ; Greenaway, D. The impact of terms of trade and real exchange rate volatility on investment and growth in Sub-Saharan Africa. 2001 Journal of Development Economics. 65 491-500
Bobenrieth, E. ; Wright, B. ; Zeng, D. Stocks-to-use ratios and prices as indicators of vulnerability to spikes in global cereal markets. 2013 Agricultural Economics. 44 43-52
- Bonsal, B.R. ; Shabbar, A. ; Higuchi, K. Impacts of low frequency variability modes on canadian winter temperature. 2001 International Journal of Climatology. 21 95-108
Paper not yet in RePEc: Add citation now
Brunner, A. El Nino and world primary commodity prices: Warm water or hot air?. 2002 Review of Economics and Statistics. 84 176-183
- Cai, W. ; Borlace, S. ; Lengaigne, M. ; Van Rensch, P. ; Collins, M. ; Vecchi, G. ; Jin, F.-F. Increasing frequency of extreme El Niño events due to greenhouse warming. 2014 Nature Climate Change. 4 111-116
Paper not yet in RePEc: Add citation now
- Cai, W. ; Van Rensch, P. ; Cowan, T. ; Sullivan, A. Asymmetry in ENSO teleconnection with regional rainfall, its multidecadal variability, and impact. 2010 Journal of Climate. 23 4944-4955
Paper not yet in RePEc: Add citation now
- Cai, W. ; Wang, G. ; Santoso, A. ; McPhaden, M.J. ; Wu, L. ; Jin, F.-F. ; Guilyardi, E. Increased frequency of extreme La Niña events under greenhouse warming. 2015 Nature Climate Change. 5 132-137
Paper not yet in RePEc: Add citation now
Camacho, M. Vector smooth transition regression models for US GDP and the composite index of leading indicators. 2004 Journal of Forecasting. 23 173-196
- Camargo, S.J. ; Sobel, A.H. Western north pacific tropical cyclone intensity and ENSO. 2005 Journal of Climate. 18 2996-3006
Paper not yet in RePEc: Add citation now
Cashin, P. ; McDermott, C.J. ; Scott, A. Booms and slumps in world commodity prices. 2002 Journal of Development Economics. 69 277-296
Chan, K. ; Tong, H. On estimating thresholds in autoregressive models. 1986 Journal of Time Series Analysis. 7 179-190
- Collins, M. ; An, S.-I. ; Cai, W. ; Ganachaud, A. ; Guilyardi, E. ; Jin, F.-F. ; Wittenberg, A. The impact of global warming on the tropical Pacific Ocean and El Niño. 2010 Nature Geoscience. 3 391-397
Paper not yet in RePEc: Add citation now
- Curtis, B.C. Wheat in the world. 2002 En : Curtis, B.C. ; Rajaram, S. ; Macpherson, H.G. Bread wheat: Improvement and production, Number 30 in FAO plant production and protection series. Food and Agriculture Organization of the United Nations: Rome
Paper not yet in RePEc: Add citation now
Dai, A. Increasing drought under global warming in observations and models. 2013 Nature Climate Change. 3 52-58
- Dai, A. ; Wigley, T. Global patterns of ENSO-induced precipitation. 2000 Geophysical Research Letters. 27 1283-1286
Paper not yet in RePEc: Add citation now
- Davies, R. Hypothesis testing when a nuisance parameter is present only under the alternative. 1977 Biometrika. 64 247-254
Paper not yet in RePEc: Add citation now
- Davies, R. Hypothesis testing when a nuisance parameter is present only under the alternative. 1987 Biometrika. 74 33-43
Paper not yet in RePEc: Add citation now
Dell, M. ; Jones, B.F. ; Olken, B.A. What do we learn from the weather? The new climate-economy literature. 2014 Journal of Economic Literature. 52 740-798
- Diaz, H.F. ; Hoerling, M.P. ; Eischeid, J.K. ENSO variability, teleconnections and climate change. 2001 International Journal of Climatology. 21 1845-1862
Paper not yet in RePEc: Add citation now
Eitrheim, O. ; Teräsvirta, T. Testing the adequacy of smooth transition autoregressive models. 1996 Journal of Econometrics. 74 59-75
- FAO, The state of food insecurity in the world: How Does international price volatility affect domestic economies and food security?. 2011 Food & Agriculture Organization of the United Nations:
Paper not yet in RePEc: Add citation now
Goodwin, B.K. ; Holt, M.T. ; Prestemon, J.P. North American oriented strand board markets, arbitrage activity, and market price dynamics: A smooth transition approach. 2011 American Journal of Agricultural Economics. 93 993-1014
Goodwin, B.K. ; Schroeder, T.C. Price dynamics in international wheat markets. 1991 Canadian Journal of Agricultural Economics. 39 237-254
Granger, C.W. Investigating causal relations by econometric models and cross-spectral methods. 1969 Econometrica. 37 424-438
- Hall, A. ; Skalin, J. ; Teräsvirta, T. A nonlinear time series model of El Nińo. 2001 Environmental Modelling & Software. 16 139-146
Paper not yet in RePEc: Add citation now
Hamilton, J.D. A new approach to the economic analysis of nonstationary time series and the business cycle. 1989 Econometrica. 57 357-384
Holt, M.T. ; Craig, L.A. Nonlinear dynamics and structural change in the U.S. Hog-Corn Cycle: A time-varying STAR approach. 2006 American Journal of Agricultural Economics. 88 215-233
Hsiang, S. ; Meng, K. ; Cane, M. Civil conflicts are associated with the global climate. 2011 Nature. 476 438-441
Hubrich, K., & Teräsvirta, T. (2013). Thresholds and Smooth transitions in vector autoregressive models. Research Paper 13, CREATES.
Iizumi, T. ; Luo, J.-J. ; Challinor, A.J. ; Sakurai, G. ; Yokozawa, M. ; Sakuma, H. ; Yamagata, T. Impacts of El Niño southern oscillation on the global yields of major crops. 2014 Nature Communications. 5 -
Ivanic, M. ; Martin, W. ; Zaman, H. Estimating the short-run poverty impacts of the 2010–11 surge in food prices. 2012 World Development. 40 2302-2317
Janzen, J., Carter, C. A., Smith, A., & Adjemian, M. (2014). Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement. ERR-165, U.S. Department of Agriculture, Economic Research Service. April, 2014.
- Keppenne, C. An ENSO signal in soybean futures prices. 1995 Journal of Climate. 8 1685-1689
Paper not yet in RePEc: Add citation now
Koop, G. ; Pesaran, M. ; Potter, S. Impulse response analysis in nonlinear multivariate models. 1996 Journal of Econometrics. 74 119-147
- Kuan, C.-M. ; White, H. Artificial neural networks: An econometric perspective. 1994 Econometric Reviews. 13 1-91
Paper not yet in RePEc: Add citation now
Laosuthi, T. ; Selover, D.D. Does El Niño affect business cycles?. 2007 Eastern Economic Journal. 33 21-42
- Legler, D. ; Bryant, K. ; O’Brien, J. Impact of ENSO-related climate anomalies on crop yields in the U.S. 1999 Climatic Change. 42 351-375
Paper not yet in RePEc: Add citation now
Lentz, E.C. ; Passarelli, S. ; Barrett, C.B. The timeliness and cost-effectiveness of the local and regional procurement of food aid. 2013 World Development. 49 9-18
- Li, J. ; Xie, S.-P. ; Cook, E.R. ; Huang, G. ; D’Arrigo, R. ; Liu, F. ; Zheng, X.-T. Interdecadal modulation of El Niño amplitude during the past millennium. 2011 Nature Climate Change. 1 114-118
Paper not yet in RePEc: Add citation now
- Lobell, D.B. ; Field, C.B. Global scale climate – Crop yield relationships and the impacts of recent warming. 2007 Environmental Research Letters. 2 1-7
Paper not yet in RePEc: Add citation now
- Lobell, D.B. ; Schlenker, W. ; Costa-Roberts, J. Climate trends and global crop production since 1980. 2011 Science. 333 616-620
Paper not yet in RePEc: Add citation now
- Luukkonen, R. ; Saikkonen, P. ; Teräsvirta, T. Testing linearity against smooth transition autoregressive models. 1988 Biometrika. 75 491-499
Paper not yet in RePEc: Add citation now
- Mason, S.J. ; Goddard, L. Probabilistic precipitation anomalies associated with ENSO. 2001 Bulletin of the American Meteorological Society. 82 619-638
Paper not yet in RePEc: Add citation now
Meyer, J. ; Cramon-Taubadel, S. Asymmetric price transmission: A survey. 2004 Journal of Agricultural Economics. 55 581-611
- Nicholls, N. Impact of the southern oscillation on Australian crops. 1985 Journal of Climatology. 5 553-560
Paper not yet in RePEc: Add citation now
Noy, I. The macroeconomic consequences of disasters. 2009 Journal of Development Economics. 88 221-231
Nunn, N. ; Qian, N. US food aid and civil conflict. 2014 The American Economic Review. 104 1630-1666
- Rasmusson, E. Observational Aspects of ENSO cycle teleconnections. 1991 En : Teleconnections linking worldwide climate anomalies. Cambridge University Press: New York
Paper not yet in RePEc: Add citation now
- Ropelewski, C. ; Halpert, M. Global and regional scale precipitation patterns associated with the El Niño/southern oscillation. 1987 Monthly Weather Review. 115 1606-1626
Paper not yet in RePEc: Add citation now
- Rosenzweig, C. ; Iglesias, A. ; Yang, X. ; Epstein, P.R. ; Chivian, E. Climate change and extreme weather events: Implications for food production, plant diseases, and pests. 2001 Global Change & Human Health. 2 90-104
Paper not yet in RePEc: Add citation now
Rothman, P. ; van Dijk, D. ; Franses, P.H. Multivariate STAR analysis of money–output relationship. 2001 Macroeconomic Dynamics. 5 506-532
- Schlenker, W. ; Roberts, M.J. Nonlinear temperature effects indicate severe damages to U.S. crop yields under climate change. 2009 Proceedings of the National Academy of Sciences. 106 15594-15598
Paper not yet in RePEc: Add citation now
- Selvaraju, R. Impact of El Niño-southern oscillation on Indian Foodgrain production. 2003 International Journal of Climatology. 23 187-206
Paper not yet in RePEc: Add citation now
- Siegert, F. ; Ruecker, G. ; Hinrichs, A. ; Hoffmann, A. Increased damage from fires in logged forests during droughts caused by El Niño. 2001 Nature. 414 437-440
Paper not yet in RePEc: Add citation now
- Stone, R. ; Hammer, G. ; Marcussen, T. Prediction of global rainfall probabilities using phases of the southern oscillation index. 1996 Nature. 384 252-255
Paper not yet in RePEc: Add citation now
- Taschetto, A.S. ; England, M.H. El Niño Modoki impacts on Australian rainfall. 2009 Journal of Climate. 22 3167-3174
Paper not yet in RePEc: Add citation now
- Teräsvirta, T. Specification, estimation, and evaluation of smooth transition autoregressive models. 1994 Journal of the American Statistical Association. 89 208-218
Paper not yet in RePEc: Add citation now
Teräsvirta, T. ; Anderson, H. Characterizing nonlinearities in business cycles using smooth transition autoregressive models. 1992 Journal of Applied Econometrics. 7 S119-S136
Teräsvirta, T. & Yang, Y. (2014). Linearity and misspecification tests for vector smooth transition regression models. Research Paper 4, CREATES.
Teräsvirta, T. & Yang, Y. (2014). Specification, estimation and evaluation of vector smooth transition autoregressive models with applications. Research Paper 8, CREATES.
- Tong, H. ; Lim, K.S. Threshold autoregression, limit cycles and cyclical data. 1980 Journal of the Royal Statistical Society. Series B (Methodological). 42 245-292
Paper not yet in RePEc: Add citation now
- Tsay, R. Testing and modeling threshold autoregressive processes. 1989 Journal of the American Statistical Association. 84 231-240
Paper not yet in RePEc: Add citation now
- Tyssedal, J. ; Tjstheim, D. An autoregressive model with suddenly changing parameters and an application to stock market prices. 1988 Applied Statistics. 37 353-369
Paper not yet in RePEc: Add citation now
Ubilava, D. El Niño southern oscillation and the fishmeal-soya bean meal price ratio: Regime-dependent dynamics revisited. 2014 European Review of Agricultural Economics. 41 583-604
Ubilava, D. El Niño, La Niña, and world coffee price dynamics. 2012 Agricultural Economics. 43 17-26
- Ubilava, D. ; Helmers, C. Forecasting ENSO with a smooth transition autoregressive model. 2013 Environmental Modelling & Software. 40 181-190
Paper not yet in RePEc: Add citation now
Ubilava, D. ; Holt, M. El Niño Southern oscillation and its effects on world vegetable oil prices: Assessing asymmetries using smooth transition models. 2013 Australian Journal of Agricultural and Resource Economics. 57 273-297
van Dijk, D. ; Franses, P. Modeling multiple regimes in the business cycle. 1999 Macroeconomic Dynamics. 3 311-340
van Dijk, D. ; Teräsvirta, T. ; Franses, P. Smooth transition autoregressive models – A survey of recent developments. 2002 Econometric Reviews. 21 1-47
Weise, C. The asymmetric effects of monetary policy: A nonlinear vector autoregression approach. 1999 Journal of Money Credit and Banking. 31 85-108
Wright, B.D. International grain reserves and other instruments to address volatility in grain markets. 2012 The World Bank Research Observer. 27 222-260
Wright, B.D. The economics of grain price volatility. 2011 Applied Economic Perspectives and Policy. 33 32-58