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

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.


Issue Date:
2001-01
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/26436
Published in:
Agricultural Economics Review, Volume 02, Issue 1
Page range:
28-38
Total Pages:
11




 Record created 2017-04-01, last modified 2017-04-27

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