{"title":"农业价格与通胀不确定性关系的多元模型:使用希腊数据的证据","authors":"Nikolaos M. Tabakis","doi":"10.22004/AG.ECON.26436","DOIUrl":null,"url":null,"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.","PeriodicalId":7541,"journal":{"name":"Agricultural Economics Review","volume":"28 1","pages":"28-38"},"PeriodicalIF":0.0000,"publicationDate":"2001-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"A Multivariate Model for the Relationship Between Agricultural Prices and Inflation Uncertainty: Evidence Using Greek Data\",\"authors\":\"Nikolaos M. Tabakis\",\"doi\":\"10.22004/AG.ECON.26436\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":7541,\"journal\":{\"name\":\"Agricultural Economics Review\",\"volume\":\"28 1\",\"pages\":\"28-38\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Agricultural Economics Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.22004/AG.ECON.26436\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Agricultural Economics Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22004/AG.ECON.26436","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.
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