A Multivariate Model for the Relationship Between Agricultural Prices and Inflation Uncertainty: Evidence Using Greek Data

Nikolaos M. Tabakis

Agricultural Economics Review, 2001, vol. 02, issue 01, 11

Abstract: This 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.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:aergaa:26436

DOI: 10.22004/ag.econ.26436

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