A Multivariate Model for the Relationship Between Agricultural Prices and Inflation Uncertainty: Evidence Using Greek Data
AbstractThis paper investigates the determinants of agricultural price formation emphasising on the detection of possible impacts caused by inflation uncertainty. The empirical methodology employs the GARCH technique to model the "uncertainty" variable, as well as VAR modelling and variance decomposition analysis to investigate possible causal effects among the involved variables.
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Bibliographic InfoArticle provided by Greek Association of Agricultural Economists in its journal Agricultural Economics Review.
Volume (Year): 02 (2001)
Issue (Month): 1 (January)
Demand and Price Analysis;
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