| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
A Multivariate Model for the Relationship Between Agricultural Prices and Inflation Uncertainty: Evidence Using Greek Data
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| Autores: |
Tabakis, Nikolaos M.
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| Data: |
2005-11-01
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| Ano: |
2001
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| Palavras-chave: |
Demand and Price Analysis
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| Resumo: |
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.
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| Tipo: |
Journal Article
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| Idioma: |
Inglês
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| Identificador: |
18743
http://purl.umn.edu/26436
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| Editor: |
AgEcon Search
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| Relação: |
Agricultural Economics Review>Volume 02, Issue 1, January 2001
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| Formato: |
11
application/pdf
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