Matthew T. Holt
Names
| first: |
Matthew |
| middle: |
T. |
| last: |
Holt |
Identifer
Contact
| homepage: |
https://aaec.vt.edu/people/faculty/holt-matthew.html |
|
| phone: |
540-231-2609 |
| postal address: |
Department of Agricultural & Applied Economics
College of Agriculture and Life Sciences
208 Hutcheson Hall Virginia Tech
250 Drillfield Drive
Blacksburg, VA 24061 |
Affiliations
-
Virginia Polytechnic Institute and State University (Virginia Tech)
/ Department of Agricultural and Applied Economics
Research profile
author of:
- Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis (RePEc:aah:create:2012-54)
by Matthew T. Holt & Timo Teräsvirta - Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis (RePEc:aah:create:2017-05)
by Matthew T. Holt & Timo Teräsvirta - Price Uncertainty And Agricultural Productivity (RePEc:ags:aaea00:21736)
by Ji, Wen & Holt, Matthew T. - A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife (RePEc:ags:aaea00:21810)
by Hilmer, Christiana E. & Holt, Matthew T. - Bootstrapping Your Fish Or Fishing For Bootstraps?: Precision Of Welfare Loss Estimates From A Globally Concave Inverse Demand Model Of Commercial Fish Landings In The U.S. Great Lakes (RePEc:ags:aaea04:20272)
by Bishop, Richard C. & Holt, Matthew T. & Hilmer, Christiana E. - Efficiency Of Forest Commodity Futures Markets (RePEc:ags:aaea04:20344)
by He, Dequan & Holt, Matthew T. - Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis (RePEc:ags:aaea06:21405)
by Balagtas, Joseph Valdes & Holt, Matthew T. - Modeling Technical Change in Midwest Corn Yields, 1895-2005: A Time Varying-Regression Approach (RePEc:ags:aaea07:9896)
by Lynch, Alee L. & Holt, Matthew T. & Gray, Allan W. - The Role of Theoretical Restrictions in Price Forecasting with Inverse Demand Models (RePEc:ags:aaea07:9968)
by Klaiber, H. Allen & Holt, Matthew T. - Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth (RePEc:ags:aaea08:6518)
by Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T. - Nonlinearities in the World Vegetable Oil Price System: El Nino Effects (RePEc:ags:aaea09:49360)
by Ubilava, David & Holt, Matthew T. - Nonlinear Models of Exchange Rate Pass-Through in International Forest Product Markets (RePEc:ags:aaea10:61620)
by Onel, Gulcan & Prestemon, Jeffrey P. & Holt, Matthew T. & Goodwin, Barry K. - Copula-Based Nonlinear Models of Spatial Market Linkages (RePEc:ags:aaea11:103715)
by Goodwin, Barry K. & Holt, Matthew T. & Onel, Gulcan & Prestemon, Jeffrey P. - Price Forecasting and Hedging to Enhance Prices and Reduce Risk (RePEc:ags:aaea84:278988)
by Holt, Matthew T. & Brandt, Jon A. - Forecasting Hog Prices Using Time Series Analysis Of Residuals (RePEc:ags:aaea85:278558)
by Holt, Matthew T. & Brandt, Jon A. - A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans in the U.S (RePEc:ags:aaea91:271199)
by Holt, Matthew T. - Market Efficiency In Agricultural Futures Markets (RePEc:ags:aaea98:20933)
by McKenzie, Andrew M. & Holt, Matthew T. - Incorporating Quadratic Scale Curves In Inverse Demand Systems (RePEc:ags:aaea99:21579)
by Beach, Robert H. & Holt, Matthew T. - Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies (RePEc:ags:aaea99:21625)
by Haigh, Michael S. & Holt, Matthew T. - The Almost Ideal Supply System And Agricultural Production In The United States (RePEc:ags:aaea99:21659)
by Hilmer, Christiana E. & Holt, Matthew T. - AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives (RePEc:ags:ajaeap:164070)
by Balagtas, Joseph Valdes & Holt, Matthew T. - AJAE Appendix: Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Ratio: A Time-Varying Star Approach (RePEc:ags:ajaeap:7402)
by Holt, Matthew T. & Craig, Lee A. - Comparative Analysis of Selected Policy Options for U.S. Agriculture (RePEc:ags:faprsr:244139)
by Womack, Abner W. & Young II, Robert E. & Trujillo, Joe & Brandt, Jon & Thompson, Virginia & Bunch, Dottye & Marcum, Patsy & Perso, Robin & Todd, Jackie & Alam, Shamsul & Bair, Eugenia & Chowdhury, Ibr - The Commodity Supply Management Program (RePEc:ags:faprsr:244143)
by Womack, Abner W. & Bullock, Bruce & Young II, Robert E. & Trujillo, F. Joseph & Brandt, Jon & Grimes, Glenn & Thompson, Virginia & Bunch, Dottye & Marcum, Patsy & Perso, Robin & Todd, Jackie & Alam, S - The Food Security Act of 1985 One Year Later: Implications and Persistent Problems (RePEc:ags:faprsr:244145)
by Womack, Abner W. & Young II, Robert E. & Trujillo, Joe & Brandt, Jon & Thompson, Virginia & Bunch, Dottye & Marcum, Patsy & Perso, Robin & Todd, Jackie & Alam, Shamsul & Bair, Eugenia & Chowdhury, Ibr - Managing the Food Security Act of 1985: The Current Strategy and Two Alternatives (RePEc:ags:faprsr:244146)
by Womack, Abner W. & Brandt, Jon & Grimes, Glenn & Trujillo, Joe & Thompson, Virginia & Bunch, Dottye & Marcum, Patsy & Perso, Robin & Todd, Jackie & Alam, Shamsul & Bair, Eugenia & Parish, Ann & Bothe, - Ten-Year International Agriculture Outlook (RePEc:ags:faprsr:244149)
by Johnson, Stanley R. & Meyers, William H. & Devadoss, S. & Westhoff, Pat & He!mar, Michael & Schouten, Duane & Holt, Matthew & Schneider, Neil & Robinson, Jess & Krakar, Eileen & Angel, Bruna & Woo, Rh - Alternative Measures Of Risk In Commodity Supply Models: An Analysis Of Sow Farrowing Decisions In The United States (RePEc:ags:jlaare:30737)
by Holt, Matthew T. & Moschini, GianCarlo - Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market (RePEc:ags:jlaare:30749)
by Holt, Matthew T. - Nonlinear Dynamics And Economic Instability: The Optimal Management Of A Biological Population (RePEc:ags:jlaare:30770)
by Chavas, Jean-Paul & Holt, Matthew T. - A Linear Approximate Acreage Allocation Model (RePEc:ags:jlaare:30792)
by Holt, Matthew T. - Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model (RePEc:ags:joaaec:43484)
by Hilmer, Christiana E. & Holt, Matthew T. - A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969–2003 (RePEc:ags:puaewp:48117)
by Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T. - Acreage Decisions Under Risk: The Case of Corn and Soybeans (RePEc:ags:rrsr90:271540)
by Chavas, Jean-Paul & Holt, Matthew T. - Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies (RePEc:ags:tamufp:23997)
by Haigh, Michael S. & Holt, Matthew T. - Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note (RePEc:ags:umdrwp:28573)
by Haigh, Michael S. & Holt, Matthew T. - Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models (RePEc:ags:umdrwp:28593)
by Haigh, Michael S. & Holt, Matthew T. - Price Transmission and Asymmetric Ajustment in the U.S. Beef Sector (RePEc:ags:vtaesp:232533)
by Goodwin, Barry K. & Holt, Matthew T. - Estimating Post-Harvest Benefits From Increases In Commercial Fish Catches With Implications For Remediation Of Impingement And Entrainment Losses At Power Plants (RePEc:ags:wisagr:12603)
by Bishop, Richard C. & Holt, Matthew T. - Bounded Price Variation Models with Rational Expectations and Price Risk (RePEc:ags:wisagr:200475)
by Holt, Matthew T. - An Analysis of Acreage Decisions Under Risk: The Case of Corn and Soybeans (RePEc:ags:wisagr:200476)
by Chavas, Jean-Paul & Holt, Matthew T. - Risk, Rational Expectations, and Price Stabilization in the U.S. Corn Market (RePEc:ags:wisagr:200480)
by Holt, Matthew T. - A Multi-Market Rational Expectation Model with Bounded Prices: The Case of Corn and Soybeans in the U.S (RePEc:ags:wisagr:200485)
by Holt, Matthew T. - A Multi-Market Bounded Prices Model Under Rational Expectations: The Case of Corn and Soybeans (RePEc:ags:wisagr:200537)
by Holt, Matthew T. - Endogenous Risk in a Rational-Expectation Model of the U.S. Broiler Market: A Multivariate Arch-M Approach (RePEc:ags:wisagr:200538)
by Holt, Matthew T. & Aradhyula, Satheesh V. - Modelling Risk Response in the Marketing Channel for Beef: A Multivariate Generalize Arch-M Approach (RePEc:ags:wisagr:200546)
by Holt, Matthew T. - Garch Time-Series Models: An Application To Retail Livestock Prices (RePEc:ags:wjagec:32111)
by Aradhyula, Satheesh V. & Holt, Matthew T. - Supply Dynamics in the U.S. Hog Industry (RePEc:bla:canjag:v:36:y:1988:i:2:p:313-335)
by Matthew T. Holt & Stanley R. Johnson - Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model (RePEc:cup:jagaec:v:37:y:2005:i:03:p:619-634_02)
by Hilmer, Christiana E. & Holt, Matthew T. - Estimating Post-harvest Benefits from Increases in Commercial Fish Catches with Implications for Remediation of Impingement and Entrainment Losses at Power Plants (RePEc:ecl:wisagr:458)
by Bishop, Richard C. & Holt, Matthew - Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802)
by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P. - Bounded price variation models with rational expectations and price risk (RePEc:eee:ecolet:v:31:y:1989:i:4:p:313-317)
by Holt, Matthew T. - Autocorrelation specification in singular equation systems: A further look (RePEc:eee:ecolet:v:58:y:1998:i:2:p:135-141)
by Holt, Matthew T. - Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis (RePEc:eee:econom:v:214:y:2020:i:1:p:198-215)
by Holt, Matthew T. & Teräsvirta, Timo - Inverse demand systems and choice of functional form (RePEc:eee:eecrev:v:46:y:2002:i:1:p:117-142)
by Holt, Matthew T. - Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach (RePEc:eee:empfin:v:5:y:1998:i:2:p:99-129)
by Holt, Matthew T. & Aradhyula, Satheesh V. - Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940 (RePEc:eee:exehis:v:45:y:2008:i:1:p:30-50)
by Craig, Lee A. & Holt, Matthew T. - Value of Climate Information, The (RePEc:ias:cpaper:86-sr6)
by Stanley R. Johnson & Matthew T. Holt - Supply Dynamics in the U.S. Hog Industry (RePEc:ias:cpaper:86-wp12)
by Matthew T. Holt & Stanley R. Johnson - Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market (RePEc:ias:cpaper:88-wp28)
by Matthew T. Holt & Stanley R. Johnson - GARCH Time Series Models: An Application to Retail Livestock Prices (RePEc:ias:cpaper:88-wp29)
by Satheesh V. Aradhyula & Matthew T. Holt - Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector (RePEc:ias:cpaper:88-wp32)
by Karl D. Skold & Matthew T. Holt - Risk Behavior and Rational Expectations in the U.S. Broiler Market (RePEc:ias:cpaper:88-wp33)
by Satheesh V. Aradhyula & Matthew T. Holt - National and Regional Implications of Targeting the Conservation Reserve (RePEc:ias:cpaper:89-sr39)
by Klaus Frohberg & Doug Haney & Matthew T. Holt & Derald Holtkamp & Stanley R. Johnson & William H. Meyers & Leland Thompson & Greg Traxler & Patrick C. Westhoff - Supply Dynamics in the U.S. Hog Industry (RePEc:ias:fpaper:86-wp12)
by Matthew T. Holt & Stanley R. Johnson - Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market (RePEc:ias:fpaper:88-wp28)
by Matthew T. Holt & Stanley R. Johnson - GARCH Time Series Models: An Application to Retail Livestock Prices (RePEc:ias:fpaper:88-wp29)
by Satheesh V. Aradhyula & Matthew T. Holt - Dynamic Elasticities and Flexibilities in a Quarterly Model of the U.S. Pork Sector (RePEc:ias:fpaper:88-wp32)
by Karl D. Skold & Matthew T. Holt - Risk Behavior and Rational Expectations in the U.S. Broiler Market (RePEc:ias:fpaper:88-wp33)
by Satheesh V. Aradhyula & Matthew T. Holt - The Value of Weather Information (Chapter 3) (RePEc:isu:genres:1103)
by Johnson, Stanley R. & Holt, Matthew - Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States (RePEc:isu:genres:11252)
by Moschini, GianCarlo & Holt, Matthew - Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market (RePEc:isu:genres:267)
by Holt, Matthew & Johnson, Stanley R. - Risk Behavior and Rational Expectations in the U.S. Broiler Market (RePEc:isu:genres:274)
by Aradhyula, Satheesh V. & Holt, Matthew - Price Risk in Supply Equations: An Application of Garch Time-Series Models to the U.S. Broiler Market (RePEc:isu:genres:276)
by Holt, Matthew & Aradhyula, Satheesh V. - National and Regional Impacts of Targeting the Conservation Reserve Program (RePEc:isu:genres:280)
by Frohberg, Klaus K. & Haney, Doug & Holt, Matthew & Holtkamp, Derald & Johnson, Stanley R. & Meyers, William H. & Thompson, Leland C. & Traxler, Greg - Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets (RePEc:jae:japmet:v:17:y:2002:i:3:p:269-289)
by Michael S. Haigh & Matthew T. Holt - Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market (RePEc:jae:japmet:v:18:y:2003:i:4:p:407-426)
by Matthew T. Holt & Andrew M. McKenzie - The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis (RePEc:nbr:nberch:12810)
by Walter Enders & Matthew T. Holt - Risk Behavior and Rational Expectations in the U.S. Broiler Market (RePEc:oup:ajagec:v:71:y:1989:i:4:p:892-902.)
by Satheesh V. Aradhyula & Matthew T. Holt - Acreage Decisions Under Risk: The Case of Corn and Soybeans (RePEc:oup:ajagec:v:72:y:1990:i:3:p:529-538.)
by Jean-Paul Chavas & Matthew T. Holt - On Nonlinear Dynamics: The Case of the Pork Cycle (RePEc:oup:ajagec:v:73:y:1991:i:3:p:819-828.)
by Jean-Paul Chavas & Matthew T. Holt - A Multimarket Bounded Price Variation Model under Rational Expectations: Corn and Soybeans in the United States (RePEc:oup:ajagec:v:74:y:1992:i:1:p:10-20.)
by Matthew T. Holt - Market Instability and Nonlinear Dynamics (RePEc:oup:ajagec:v:75:y:1993:i:1:p:113-120.)
by Jean-Paul Chavas & Matthew T. Holt - Risk Response in the Beef Marketing Channel: A Multivariate Generalized ARCH-M Approach (RePEc:oup:ajagec:v:75:y:1993:i:3:p:559-571.)
by Matthew T. Holt - Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector (RePEc:oup:ajagec:v:81:y:1999:i:3:p:630-637)
by Barry K. Goodwin & Matthew T. Holt - Hedging Multiple Price Uncertainty in International Grain Trade (RePEc:oup:ajagec:v:82:y:2000:i:4:p:881-896)
by Michael S. Haigh & Matthew T. Holt - Incorporating Quadratic Scale Curves in Inverse Demand Systems (RePEc:oup:ajagec:v:83:y:2001:i:1:p:230-245)
by Robert H. Beach & Matthew T. Holt - Parametric and Semiparametric Modeling of the Off-Farm Labor Supply of Agrarian Households in Transition Bulgaria (RePEc:oup:ajagec:v:84:y:2002:i:1:p:184-209)
by Barry K. Goodwin & Matthew T. Holt - Nonlinear Dynamics and Structural Change in the U.S. Hog—Corn Cycle: A Time-Varying STAR Approach (RePEc:oup:ajagec:v:88:y:2006:i:1:p:215-233)
by Matthew T. Holt & Lee A. Craig - The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (RePEc:oup:ajagec:v:91:y:2009:i:1:p:87-105)
by Joseph V. Balagtas & Matthew T. Holt - Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand (RePEc:oup:ajagec:v:91:y:2009:i:5:p:1424-1431)
by Matthew T. Holt & Joseph V. Balagtas - The Role of Theoretical Restrictions in Forecasting with Inverse Demand Models (RePEc:oup:ajagec:v:92:y:2010:i:1:p:70-85)
by H. Allen Klaiber & Matthew T. Holt - Econometric Developments in Agricultural and Resource Economics: The First 100 Years (RePEc:oup:ajagec:v:92:y:2010:i:2:p:571-589)
by David A. Bessler & Jeffrey H. Dorfman & Matthew T. Holt & Jeffrey T. LaFrance - Bootstrapping Your Fish or Fishing for Bootstraps? Precision of Welfare Loss Estimates from a Globally Concave Inverse Demand Model of Commercial Fish Landings in the U.S. Great Lakes (RePEc:oup:ajagec:v:93:y:2010:i:1:p:98-112)
by Christiana E. Hilmer & Matthew T. Holt & Richard C. Bishop - North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach (RePEc:oup:ajagec:v:93:y:2011:i:4:p:993-1014)
by Barry K. Goodwin & Matthew T. Holt & Jeffrey P. Prestemon - Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices (RePEc:oup:ajagec:v:94:y:2012:i:3:p:659-673)
by Walter Enders & Matthew T. Holt - Combining time-varying and dynamic multi-period optimal hedging models (RePEc:oup:erevae:v:29:y:2002:i:4:p:471-500)
by Michael S. Haigh & Matthew T. Holt - On the Function Coefficient, Euler's Theorem, and Homogeneity in Production Theory (RePEc:oup:revage:v:24:y:2002:i:1:p:240-249)
by Bruce R. Beattie & Matthew T. Holt & Myles J. Watts - On the Function Coefficient, Euler's Theorem, and Homogeneity in Production Theory (RePEc:oup:revage:v:24:y:2002:i:1:p:240-249.)
by Bruce R. Beattie & Matthew T. Holt & Myles J. Watts - The Almost Ideal and Translog Demand Systems (RePEc:pra:mprapa:15092)
by Holt, Matthew T. & Goodwin, Barry K. - Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand (RePEc:pra:mprapa:15331)
by Holt, Matthew T. & Balagtas, Joseph V. - Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals (RePEc:pra:mprapa:31461)
by Enders, Walter & Holt, Matthew T. - The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911 (RePEc:pra:mprapa:39554)
by Craig, Lee & Holt, Matthew T. - Nonlinear exchange rate pass-through in timber products: the case of oriented strand board in Canada and the United States (RePEc:pra:mprapa:40834)
by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P. - The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (RePEc:pra:mprapa:9684)
by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P. - The influence of weather extremes on the spatial correlation of corn yields (RePEc:spr:climat:v:134:y:2016:i:1:d:10.1007_s10584-015-1538-4)
by Jesse B. Tack & Matthew T. Holt - The influence of weather extremes on the spatial correlation of corn yields (RePEc:spr:climat:v:134:y:2016:i:1:p:299-309)
by Jesse Tack & Matthew Holt - Generalized Habit Formation in an Inverse Almost Ideal Demand System: An Application to Meat Expenditures in the U.S (RePEc:spr:empeco:v:22:y:1997:i:2:p:293-320)
by Holt, Matthew T & Goodwin, Barry K - A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish (RePEc:spr:empeco:v:27:y:2002:i:1:p:23-47)
by Richard C. Bishop & Matthew T. Holt - Copula-based nonlinear modeling of the law of one price for lumber products (RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1235-4)
by Barry K. Goodwin & Matthew T. Holt & Gülcan Önel & Jeffrey P. Prestemon - Market efficiency in agricultural futures markets (RePEc:taf:applec:v:34:y:2002:i:12:p:1519-1532)
by Andrew McKenzie & Matthew Holt - Bounded Price Variation and Rational Expectations in an Endogenous Switching Model of the U.S. Corn Market (RePEc:tpr:restat:v:71:y:1989:i:4:p:605-13)
by Holt, Matthew T & Johnson, Stanley R - Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology (RePEc:tpr:restat:v:78:y:1996:i:2:p:329-35)
by Chavas, Jean-Paul & Holt, Matthew T - Hedging foreign currency, freight, and commodity futures portfolios—A note (RePEc:wly:jfutmk:v:22:y:2002:i:12:p:1205-1221)
by Michael S. Haigh & Matthew T. Holt - Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk (RePEc:wly:jfutmk:v:5:y:1985:i:3:p:297-309)
by Matthew T. Holt & Jon A. Brandt