This article analyses the dynamic effects of specific macroeconomic variables, for example housing loan rates, inflation, employment and money supply, on the price of new houses sold in Greece. An error correction vector autoregressive (ECVAR) model is used in modelling the impact of the above...

This study analyses the dynamic effects of specific macroeconomic variables, i.e. housing loan rates, inflation, employment, and money supply, on the price of new houses sold in Greece. An error correction vector autoregressive (ECVAR) model is used in modelling the impact of the above...

This paper applies time series techniques to test for convergence in agricultural total factor productivity among the USA and a sample of nine European countries for the period 1973-1993. The data set used in this paper obtained from Ball et al. (2001). The wide spectrum of unit root test...

This paper investigates volatility spillover effects between relative food prices and explicit macroeconomic fundamentals, i.e. exchange rates, money balances, inflation, and the deficit to income ratio, through the methodology of GARCH models. The findings showed that significant and positive...

This study investigates causality, price transmission and volatility spillover effects between producer and consumer prices in lamb, beef, pork and poultry markets in Greece, using the methodology of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. The empirical...