This paper examines the supply response of the Greek pork market. A GARCH process isused to estimate expected price and price volatility, while price and supply equations areestimated jointly. In addition to the standard GARCH model, several different symmetric,asymmetric, and nonlinear GARCH...

This study examines the supply response of the Greek beef market and the possible effect of the European Union’sCommon Agricultural Policy (CAP) on the Greek beef sector during the period 1993-2005. A GARCH process is used to estimateexpected price and price volatility while several different...

This paper examines supply response models in a rational expectations framework for each one of the fourmajor Greek meat markets, i.e. beef, broiler, lamb and pork. A multivariate GARCH model with Choleskydecomposition is used to incorporate price volatility into the rational expectations supply...

This paper examines the supply response of the Greek pork market. A GARCH process is used to estimate expected price and price volatility, while price and supply equations are estimated jointly. In addition to the standard GARCH model, several different symmetric, asymmetric and nonlinear GARCH...

This paper examines the supply response of the Greek pork market. A GARCH process is used to estimate expected price and price volatility, while price and supply equations are estimated jointly. In addition to the standard GARCH model, several different symmetric, asymmetric and nonlinear GARCH...

This study examines the supply response of the Greek beef market and the possible effect of the European Union's Common Agricultural Policy (CAP) on the Greek beef sector during the period 1993-2005. A Generalized Autoregressive Conditional Heteroskedasticity (GARCH) process is used to estimate...

This paper examines the long-run price relationships and regime shifts that govern the price transmission mechanisms between the farm, domestic wholesale, imported, and retail levels of the Greek lamb market. The examination is carried out using the vector error correction model (VECM),...

This paper examines supply response models in a rational expectations framework for each one of the four major Greek meat markets, i.e. beef, broiler, lamb and pork. A multivariate GARCH model with Cholesky decomposition is used to incorporate price volatility into the rational expectations...