英文文献：Harvest-Time Protein Shocks and Price Adjustments in U.S. Wheat Markets-美国小麦市场收获期蛋白质冲击和价格调整
英文文献作者：Goodwin, Barry K.,Smith, Vincent H.
英文文献摘要：
Dynamic relationships between three classes of wheat are investigated using threshold VAR models incorporating the effects of protein availability. Changes in the stock of protein are found to generate significant impulse responses in the price of hard red spring wheat and hard red winter wheat but not soft red wheat. These impulse responses to identical changes in protein stocks are larger when the absolute deviation of protein stocks from normal levels are large. Shocks to the prices of individual classes of wheat result in complex impulse responses in the prices of the other wheats. Notably, however, a shock to the price of hard red winter weak appears to result in little or no impulse response in the price of hard spring wheat, though the opposite is not true.

利用包含蛋白质有效性影响的阈值VAR模型研究了三种小麦之间的动态关系。蛋白质储备量的变化对硬红春小麦和硬红冬小麦的价格产生显著的脉冲响应，而软红小麦则没有。当蛋白质储备量与正常水平的绝对偏差很大时，这些对蛋白质储备量相同变化的脉冲响应会更大。对不同种类小麦价格的冲击会对其他小麦的价格产生复杂的脉冲响应。然而，值得注意的是，对冬硬小麦价格的冲击似乎导致了春硬小麦价格的很少或没有脉冲响应，尽管相反的情况不是这样。