A. Abdulai, Spatial price transmission and asymmetry in the Ghanaian maize market, Journal of Development Economics, vol.63, issue.2, pp.327-349, 2000.
DOI : 10.1016/S0304-3878(00)00115-2

A. Bonjean, C. , and J. Brun, « Pouvoir de marché dans la filière cacao : l'hypothèse de Prébish et Singer revisitée», Economie et Prévision, 2007.

N. S. Balke and T. B. Fomby, Threshold Cointegration, International Economic Review, vol.38, issue.3, pp.627-645, 1997.
DOI : 10.2307/2527284

R. J. Barro, A Theory of Monopolistic Price Adjustment, The Review of Economic Studies, vol.39, issue.1, pp.17-26, 1972.
DOI : 10.2307/2296440

K. S. Chan, Testing for Threshold Autoregression, The Annals of Statistics, vol.18, issue.4, pp.1886-1894, 1990.
DOI : 10.1214/aos/1176347886

K. S. Chan, Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model, The Annals of Statistics, vol.21, issue.1, pp.520-533, 1993.
DOI : 10.1214/aos/1176349040

L. H. Chen, M. Finney, and K. S. Lai, A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices, Economics Letters, vol.89, issue.2, pp.233-239, 2005.
DOI : 10.1016/j.econlet.2005.05.037

W. Enders and P. L. Siklos, Cointegration and Threshold Adjustment, Journal of Business & Economic Statistics, vol.19, issue.2, pp.166-176, 2001.
DOI : 10.1198/073500101316970395

W. Enders, B. L. Falk, and P. Siklos, A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models, Studies in Nonlinear Dynamics & Econometrics, vol.11, issue.3, 2007.
DOI : 10.2202/1558-3708.1322

B. K. Goodwin and M. T. Holt, Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector, American Journal of Agricultural Economics, vol.81, issue.3, pp.630-637, 1999.
DOI : 10.2307/1244026

B. E. Hansen, The Grid Bootstrap and the Autoregressive Model, Review of Economics and Statistics, vol.39, issue.4, pp.594-607, 1999.
DOI : 10.1016/0304-3932(91)90034-L

B. E. Hansen, Inference in TAR Models, Studies in Nonlinear Dynamics & Econometrics, vol.2, issue.1, pp.1-14, 1997.
DOI : 10.2202/1558-3708.1024

B. E. Hansen, Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis, Econometrica, vol.64, issue.2, pp.413-430, 1996.
DOI : 10.2307/2171789

S. Healy, « La baisse du prix des produits agricoles: conséquences pour les pays africains, Notes et Etudes Economiques, pp.21-54, 2005.

J. Meyer and S. Von-cramon-taubadel, Asymmetric Price Transmission: A Survey, Journal of Agricultural Economics, vol.31, issue.1, pp.581-611, 2004.
DOI : 10.1002/1520-6297(199501/02)11:1<13::AID-AGR2720110103>3.0.CO;2-0

M. Obstfeld and A. M. Taylor, Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited, Journal of the Japanese and International Economies, vol.11, issue.4, pp.441-479, 1997.
DOI : 10.1006/jjie.1997.0385

S. Peltzman, Prices Rise Faster than They Fall, Journal of Political Economy, vol.108, issue.3, pp.466-502, 2000.
DOI : 10.1086/262126

J. D. Petruccelli and N. Davies, A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series, Biometrika, vol.73, issue.3, pp.687-694, 1986.
DOI : 10.1093/biomet/73.3.687

R. S. Tsay, Testing and Modeling Threshold Autoregressive Processes, Journal of the American Statistical Association, vol.7, issue.405, pp.231-240, 1989.
DOI : 10.1080/01621459.1989.10478760